Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   154,186
Positions
     1,677     70,294      4,835     33,732      6,742      3,892     51,282     23,295     12,780      7,729      2,074      2,888     35,370     27,386
 
Changes from:       February 21, 2017                                Total Change is:     4,741
       112       -170     -1,153       -863        511         47      6,099      2,991      1,147     -1,763          0        448        667        920
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       45.6        3.1       21.9        4.4        2.5       33.3       15.1        8.3        5.0        1.3        1.9       22.9       17.8
 
Number of Traders in Each Category                                    Total Traders:        89 
         .         10          6         13          5          5         26         23         23          8          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    49,173
Positions
    27,881     10,119        790      1,714      2,921          0      7,594     15,516      2,623          0          0          0      8,571     17,204
 
Changes from:       February 21, 2017                                Total Change is:    -1,618
       436     -3,191         71         10      1,417          0     -2,793        100        180          0          0          0        478       -195
 
Percent of Open Interest Represented by Each Category of Trader
      56.7       20.6        1.6        3.5        5.9        0.0       15.4       31.6        5.3        0.0        0.0        0.0       17.4       35.0
 
Number of Traders in Each Category                                    Total Traders:        40 
         5          .          .          .          4          0         11         15         13          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   261,671
Positions
   129,431      7,186      9,335      9,822     84,495      4,659     29,083     73,049     29,039     16,706     11,430      5,186     28,411     37,292
 
Changes from:       February 21, 2017                                Total Change is:    16,445
     4,773      1,019       -700        -66      7,340       -908      3,894      2,224      7,471      1,024       -770        382        575        387
 
Percent of Open Interest Represented by Each Category of Trader
      49.5        2.7        3.6        3.8       32.3        1.8       11.1       27.9       11.1        6.4        4.4        2.0       10.9       14.3
 
Number of Traders in Each Category                                    Total Traders:       126 
        11          6         10          7         25         11         21         44         30          7          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   260,367
Positions
    85,127     41,702     19,601     24,529     59,709      6,162     29,736     49,124     33,385     36,341      1,433      4,124     21,362     45,128
 
Changes from:       February 21, 2017                                Total Change is:     2,321
     1,995      7,131     -1,605       -581        883       -560      3,278       -497      2,665      1,140       -828     -6,035      2,025      1,167
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       16.0        7.5        9.4       22.9        2.4       11.4       18.9       12.8       14.0        0.6        1.6        8.2       17.3
 
Number of Traders in Each Category                                    Total Traders:       125 
         9          7          7         13         21          8         26         41         26          .          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   515,811
Positions
   108,659     88,638     27,947    148,046    103,265     11,874     46,462    129,444     55,501     47,532     21,765      8,807     60,983     68,570
 
Changes from:       February 21, 2017                                Total Change is:    12,911
    -6,574      7,235      2,179      9,919      6,945     -1,630      3,348     -6,407      4,397      1,877       -896       -395       -210      1,482
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       17.2        5.4       28.7       20.0        2.3        9.0       25.1       10.8        9.2        4.2        1.7       11.8       13.3
 
Number of Traders in Each Category                                    Total Traders:       254 
        16         14         19         50         36         35         34         52         37         30         22         18
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    30,948
Positions
       764     21,302        527     17,251          0        482        456      1,091        633          0      1,736          0     10,835      5,177
 
Changes from:       February 21, 2017                                Total Change is:     1,801
         0       -301        527       -344          0         28         -1       -431        465          0        900          0      1,126        613
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       68.8        1.7       55.7        0.0        1.6        1.5        3.5        2.0        0.0        5.6        0.0       35.0       16.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          4          .         11          0          5          .          .          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   163,543
Positions
     4,060     71,701      7,623     27,017     13,729      3,112     72,078     19,509     14,065      1,736      5,627      2,646     31,206     25,532
 
Changes from:       February 21, 2017                                Total Change is:     4,649
    -3,753      8,111      1,795      1,610     -5,537        996      3,951     -3,480        905       -106        704        -19       -730      1,174
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       43.8        4.7       16.5        8.4        1.9       44.1       11.9        8.6        1.1        3.4        1.6       19.1       15.6
 
Number of Traders in Each Category                                    Total Traders:        93 
         4         10          9          8          8          7         34         19         15          4          6          4
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    29,183
Positions
     2,046     24,580          1      6,168          0          0     18,417      3,435          2        701        257          0      1,848        908
 
Changes from:       February 21, 2017                                Total Change is:      -796
         0         -2          0         92          0          0       -833       -752          0        -24          0          0        -31        -42
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       84.2        0.0       21.1        0.0        0.0       63.1       11.8        0.0        2.4        0.9        0.0        6.3        3.1
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          7          .          .          0          0         11          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   196,255
Positions
    63,483     91,148      1,547     62,863      4,147        121     37,050     61,916     19,950      3,629     11,975        235      7,378      5,216
 
Changes from:       February 21, 2017                                Total Change is:     1,447
      -110     10,306        215     -3,891       -648        -88      6,520     -8,171     -1,657        141      2,192        -68        385       -634
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       46.4        0.8       32.0        2.1        0.1       18.9       31.5       10.2        1.8        6.1        0.1        3.8        2.7
 
Number of Traders in Each Category                                    Total Traders:       135 
         .         11          .         12          7          .         34         37         16         15         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    31,024
Positions
         0     23,669         74      6,556          0          0     22,020      5,186        196          0      1,285          0      2,178        614
 
Changes from:       February 21, 2017                                Total Change is:    -6,929
      -673     -7,551          3        -77          0          0     -4,896      1,905     -1,280          0          0          0         -6         -6
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       76.3        0.2       21.1        0.0        0.0       71.0       16.7        0.6        0.0        4.1        0.0        7.0        2.0
 
Number of Traders in Each Category                                    Total Traders:        29 
         0          .          .          4          0          0          9          8          .          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    57,102
Positions
     7,689     25,525         51      1,599     18,063          0     39,784      7,152      2,210        621      1,357          0      5,148      2,744
 
Changes from:       February 21, 2017                                Total Change is:     2,020
      -122      2,392         49        575       -106          0      2,385        575       -601       -443        225          0        177       -514
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       44.7        0.1        2.8       31.6        0.0       69.7       12.5        3.9        1.1        2.4        0.0        9.0        4.8
 
Number of Traders in Each Category                                    Total Traders:        70 
         4          7          .          6          .          0         29         12          4          .          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    27,639
Positions
     5,378        171     12,906        780        254          0      6,996     13,629          1          0        100          0      1,578        578
 
Changes from:       February 21, 2017                                Total Change is:    -2,402
       359          0     -2,379        -16        -61          0       -404          0         -1          0          0          0         39         39
 
Percent of Open Interest Represented by Each Category of Trader
      19.5        0.6       46.7        2.8        0.9        0.0       25.3       49.3        0.0        0.0        0.4        0.0        5.7        2.1
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          .          .          .          .          0         12          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    70,646
Positions
     8,925     39,452      1,903      9,920        222        702     34,224      9,833      3,139      1,039      4,189        392     10,403     10,814
 
Changes from:       February 21, 2017                                Total Change is:     6,235
        15      2,175        378      1,499       -315        273      3,013      1,047        565         75        510         71        346      1,532
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       55.8        2.7       14.0        0.3        1.0       48.4       13.9        4.4        1.5        5.9        0.6       14.7       15.3
 
Number of Traders in Each Category                                    Total Traders:       127 
        13         26          8         14          .          6         40         16          9          6         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   141,292
Positions
    17,850     78,905      3,805     19,839        443      1,404     68,448     19,666      6,278      2,078      8,377        784     20,805     21,629
 
Changes from:       February 21, 2017                                Total Change is:    12,469
        30      4,349        756      2,998       -630        546      6,027      2,093      1,130        150      1,020        141        692      3,064
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       55.8        2.7       14.0        0.3        1.0       48.4       13.9        4.4        1.5        5.9        0.6       14.7       15.3
 
Number of Traders in Each Category                                    Total Traders:       127 
        13         26          8         14          .          6         40         16          9          6         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   953,625
Positions
    67,730    118,274     57,514    292,883    183,501     92,497     85,554    121,491    186,593     23,967     41,570     42,247    104,640    109,938
 
Changes from:       February 21, 2017                                Total Change is:   -10,052
    -5,989      4,676     -1,129    -11,019    -13,022      1,159      6,948      3,566     -7,795        648     -1,841     -2,720      9,846      7,055
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       12.4        6.0       30.7       19.2        9.7        9.0       12.7       19.6        2.5        4.4        4.4       11.0       11.5
 
Number of Traders in Each Category                                    Total Traders:       678 
        33         39         41        129         83         99         84        145        131         80         83         86
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   188,680
Positions
    27,282     12,403     16,131     15,407     39,015     18,796     14,250     11,079     45,994      5,014        504      9,855     35,951     34,903
 
Changes from:       February 21, 2017                                Total Change is:   -20,998
    -2,580      1,380     -5,820       -263       -553     -8,216      2,629     -3,833     -7,076      1,106         81     -2,966      2,187      6,005
 
Percent of Open Interest Represented by Each Category of Trader
      14.5        6.6        8.5        8.2       20.7       10.0        7.6        5.9       24.4        2.7        0.3        5.2       19.1       18.5
 
Number of Traders in Each Category                                    Total Traders:        70 
         6         10         10          9          .          5         14         10         24         11          5         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,824,725
Positions
   247,769    574,887    161,384  1,448,637    783,685    307,248    452,304    647,847    607,208    107,275    217,842    149,451    343,449    375,173
 
Changes from:       February 21, 2017                                Total Change is:    54,728
   -13,070     20,459     19,477     -6,288    -14,853       -622     23,738     39,139     -5,738      1,771     -5,550     -2,832     38,292      5,249
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       15.0        4.2       37.9       20.5        8.0       11.8       16.9       15.9        2.8        5.7        3.9        9.0        9.8
 
Number of Traders in Each Category                                    Total Traders:       658 
        32         39         39        129         81         95         81        144        127         73         79         77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    96,283
Positions
     1,151     45,189        219     52,781     38,373      3,246     24,049      3,238      2,019        541        564          0     12,277      3,435
 
Changes from:       February 21, 2017                                Total Change is:    -1,189
        30     -1,128         10     -1,556        171         18       -699       -929        615          0         37          0        393         17
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       46.9        0.2       54.8       39.9        3.4       25.0        3.4        2.1        0.6        0.6        0.0       12.8        3.6
 
Number of Traders in Each Category                                    Total Traders:        88 
         .         11          .         33         14         14         20          4          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    51,218
Positions
     6,318     13,813        355      9,627      5,325      1,629     21,231     15,567      3,262      1,700      4,059        727      6,368      6,481
 
Changes from:       February 21, 2017                                Total Change is:     1,297
       -91        426         20     -1,477        204        666      1,701        191        252       -117        -88         89        252       -463
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       27.0        0.7       18.8       10.4        3.2       41.5       30.4        6.4        3.3        7.9        1.4       12.4       12.7
 
Number of Traders in Each Category                                    Total Traders:       254 
        14         20          7         42         22         16         60         55         27         15         26          6
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   256,089
Positions
    31,592     69,063      1,776     48,136     26,626      8,145    106,156     77,835     16,310      8,500     20,293      3,634     31,840     32,407
 
Changes from:       February 21, 2017                                Total Change is:     6,484
      -454      2,128        101     -7,383      1,018      3,330      8,507        956      1,259       -584       -439        446      1,262     -2,315
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       27.0        0.7       18.8       10.4        3.2       41.5       30.4        6.4        3.3        7.9        1.4       12.4       12.7
 
Number of Traders in Each Category                                    Total Traders:       254 
        14         20          7         42         22         16         60         55         27         15         26          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   616,636
Positions
    53,283    168,637      5,825    299,094    148,144     38,526    164,088    196,810     13,239     10,966     20,410      2,861     28,753     22,183
 
Changes from:       February 21, 2017                                Total Change is:     1,165
     2,801    -27,073        524     -6,436        950      8,568      1,056     19,560     -3,471     -1,659       -999        148       -366      2,957
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       27.3        0.9       48.5       24.0        6.2       26.6       31.9        2.1        1.8        3.3        0.5        4.7        3.6
 
Number of Traders in Each Category                                    Total Traders:       348 
        23         21          9         85         40         35         60         77         27         20         22          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    32,043
Positions
       915     13,049          3     13,909        490         85      2,969      3,421        139      5,024      7,345          0      8,999      7,511
 
Changes from:       February 21, 2017                                Total Change is:       371
         3          8          0         15        -34          5        161        283        132        632       -260          0       -577        237
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       40.7        0.0       43.4        1.5        0.3        9.3       10.7        0.4       15.7       22.9        0.0       28.1       23.4
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          .         15          .          .          4          9          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    58,145
Positions
    16,276     12,238        534     10,672      2,640      2,096     17,307     17,684      1,619        872      2,769          0      8,769     18,565
 
Changes from:       February 21, 2017                                Total Change is:       990
       -93      1,700     -1,442         72       -447       -176      3,166        166        117        205       -297          0       -859      1,369
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       21.0        0.9       18.4        4.5        3.6       29.8       30.4        2.8        1.5        4.8        0.0       15.1       31.9
 
Number of Traders in Each Category                                    Total Traders:        94 
        16         10          4         14          5          6         26         17          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   282,794
Positions
    24,860    190,472      4,399    167,736     64,239     12,996     56,343      3,136      2,272      4,757        705        409      9,022      4,166
 
Changes from:       February 21, 2017                                Total Change is:     6,436
     2,616      2,270       -135     -1,208      4,049        508      5,992       -189       -428       -577        -42          0       -332        403
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       67.4        1.6       59.3       22.7        4.6       19.9        1.1        0.8        1.7        0.2        0.1        3.2        1.5
 
Number of Traders in Each Category                                    Total Traders:       133 
         8         12          6         47         25         21         27          6          6          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   901,839
Positions
    33,508    685,250      8,772    519,482     84,231     62,789    196,728     25,678     11,011     43,111     12,183      3,088     23,350      8,837
 
Changes from:       February 21, 2017                                Total Change is:     9,886
      -146      6,413      1,728     -6,819      5,492      2,383     14,966     -5,453     -1,323     -1,495        -36        241        351        441
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       76.0        1.0       57.6        9.3        7.0       21.8        2.8        1.2        4.8        1.4        0.3        2.6        1.0
 
Number of Traders in Each Category                                    Total Traders:       318 
        21         19         13        100         34         45         61         19         17         50         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   758,866
Positions
     8,123     26,240     18,929    309,037    168,019    120,383     59,750    120,274     73,564      7,729     43,547     17,090    144,262    170,820
 
Changes from:       February 21, 2017                                Total Change is:   -30,526
       -69      4,157     -9,125     12,707     19,223     -7,633      4,901        650    -21,747      2,258      2,403     -6,199     -5,619    -12,254
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        3.5        2.5       40.7       22.1       15.9        7.9       15.8        9.7        1.0        5.7        2.3       19.0       22.5
 
Number of Traders in Each Category                                    Total Traders:       159 
         6          9         12         39         34         37         23         29         36          9         10         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   748,693
Positions
     5,442    139,783     10,169    415,292     56,483     84,959     43,571    274,726     43,655     28,316     19,861        354    116,935    118,703
 
Changes from:       February 21, 2017                                Total Change is:   -34,357
      -854     -3,611     -8,212       -826     -3,248        -26      2,091     -2,353    -15,396      2,356      3,534        -64    -13,426     -4,981
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       18.7        1.4       55.5        7.5       11.3        5.8       36.7        5.8        3.8        2.7        0.0       15.6       15.9
 
Number of Traders in Each Category                                    Total Traders:       102 
         .         11          5         46          7         26          8         22         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,436,646
Positions
    22,839    158,266     33,800    388,853    292,466    187,210    486,528    315,729     55,749    150,481    234,501      6,009    105,177    152,916
 
Changes from:       February 21, 2017                                Total Change is:  -183,132
     4,707     20,153    -23,228    -16,731    -43,083       -970    -71,840      2,587    -86,596     21,836    -27,566     -3,395     -6,916    -21,036
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       11.0        2.4       27.1       20.4       13.0       33.9       22.0        3.9       10.5       16.3        0.4        7.3       10.6
 
Number of Traders in Each Category                                    Total Traders:       267 
         5         35         21         55         38         44         45         41         38         20         28          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,764,076
Positions
    99,320    194,836    164,826  1,439,378  1,057,444    428,025    413,819    720,088    374,467    397,792    192,788     75,182    371,267    556,421
 
Changes from:       February 21, 2017                                Total Change is:  -400,442
    -9,365    -10,716   -132,924     79,167    -45,434    -10,113    -64,753     38,208   -184,882    -37,473     15,218    -28,152    -11,946    -41,647
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        5.2        4.4       38.2       28.1       11.4       11.0       19.1        9.9       10.6        5.1        2.0        9.9       14.8
 
Number of Traders in Each Category                                    Total Traders:       367 
        19         40         47         46         79         73         48         72         89         25         38         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   339,258
Positions
    16,332     31,254      3,175    114,456    127,142     15,876    101,458     40,531     13,093      8,662      6,629          0     66,206    101,558
 
Changes from:       February 21, 2017                                Total Change is:     3,659
     4,417     11,226        326      6,493    -10,399      3,137      5,934      5,576     -3,551       -589          0          0    -12,507     -2,656
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        9.2        0.9       33.7       37.5        4.7       29.9       11.9        3.9        2.6        2.0        0.0       19.5       29.9
 
Number of Traders in Each Category                                    Total Traders:        64 
         5          6          5         12         21         20         12          5          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 3,365,862
Positions
    38,645    387,985    111,324  1,785,236    690,145    325,399    260,901    920,764    290,199    258,323    228,963     41,765    254,070    369,319
 
Changes from:       February 21, 2017                                Total Change is:  -452,423
   -10,820    -49,119    -64,303   -119,056    102,498    -11,198     55,338   -149,504   -221,413    -43,360    -21,330    -12,582    -25,028    -25,471
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       11.5        3.3       53.0       20.5        9.7        7.8       27.4        8.6        7.7        6.8        1.2        7.5       11.0
 
Number of Traders in Each Category                                    Total Traders:       315 
        10         36         26         64         48         61         43         66         64         18         30         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,584,340
Positions
   396,806    162,263    404,699     20,816     21,076     15,638    214,840    428,015    315,381     49,127     52,315    132,447     34,586     52,507
 
Changes from:       February 21, 2017                                Total Change is:   128,156
    54,380     13,132    -15,721     20,816     -8,867      5,438     92,535    121,992    -34,115    -18,190     30,073     18,054      4,960     -1,829
 
Percent of Open Interest Represented by Each Category of Trader
      25.0       10.2       25.5        1.3        1.3        1.0       13.6       27.0       19.9        3.1        3.3        8.4        2.2        3.3
 
Number of Traders in Each Category                                    Total Traders:       151 
        26         36         51          .          4          .         23         35         40         11         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is24,102,387
Positions
 5,414,610    918,893  3,858,114     69,651  1,979,125    980,506    421,384  2,579,794 10,183,724    845,591    594,699  1,724,956    603,850  1,282,575
 
Changes from:       February 21, 2017                                Total Change is:   426,193
   286,724     17,869     14,641         40    116,230     -2,939      3,114     51,178    273,891     38,040    114,253   -170,890    -16,428     11,960
 
Percent of Open Interest Represented by Each Category of Trader
      22.5        3.8       16.0        0.3        8.2        4.1        1.7       10.7       42.3        3.5        2.5        7.2        2.5        5.3
 
Number of Traders in Each Category                                    Total Traders:       329 
        26         55         76          8         32         31         41        110        118         13         32         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    32,387
Positions
     6,138      4,407          0        172     12,928        110     16,732      8,535      1,899      7,241      4,303         56         39        149
 
Changes from:       February 21, 2017                                Total Change is:       161
       833        204          0          0       -913          0     -2,484       -752      1,899         32       -179        -83        -36        -15
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       13.6        0.0        0.5       39.9        0.3       51.7       26.4        5.9       22.4       13.3        0.2        0.1        0.5
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          8          0          .         12          .          4         12          .          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    44,576
Positions
     5,864     17,662         12        726      8,970        187     34,215      8,939      2,712        564      5,734        243         53        117
 
Changes from:       February 21, 2017                                Total Change is:     1,475
      -249     -1,721         12        101        298        -93     -1,159        467      2,712         75       -212         68          8        -56
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       39.6        0.0        1.6       20.1        0.4       76.8       20.1        6.1        1.3       12.9        0.5        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          5          .          .          4          .          6          8          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    75,463
Positions
       293     58,690        208     15,666      1,059      1,438     30,537      5,704      3,049     14,798      2,259        100      9,373      2,955
 
Changes from:       February 21, 2017                                Total Change is:        59
        52        274        131       -548          0          6       -757        -68         86      1,072         16         -5         22       -380
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       77.8        0.3       20.8        1.4        1.9       40.5        7.6        4.0       19.6        3.0        0.1       12.4        3.9
 
Number of Traders in Each Category                                    Total Traders:       152 
         4          .          .         15          .          4         46         17         15         52         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   585,686
Positions
   132,632     23,364     16,782     72,188     46,656     44,848     97,821    235,295    124,969     13,218      5,429     50,891     32,337     37,452
 
Changes from:       February 21, 2017                                Total Change is:    33,778
     4,290     -4,103       -993     -4,317     -1,034      6,554      3,360     11,453     11,333     -1,979     -7,343     16,004       -474      1,907
 
Percent of Open Interest Represented by Each Category of Trader
      22.6        4.0        2.9       12.3        8.0        7.7       16.7       40.2       21.3        2.3        0.9        8.7        5.5        6.4
 
Number of Traders in Each Category                                    Total Traders:       255 
        27          .         20         18         23         19         56         72         62         20         17         28
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    37,884
Positions
       186          0          0     26,171         79          0      7,082     37,194        369      3,969        229          0        107         13
 
Changes from:       February 21, 2017                                Total Change is:     2,812
        51       -370          0      2,205          2          0        282      3,168          0        277          0          0         -3         12
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        0.0        0.0       69.1        0.2        0.0       18.7       98.2        1.0       10.5        0.6        0.0        0.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          0          0         13          .          0         12          5          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,479
Positions
     2,900      8,384          4      9,804        217        223      1,479      6,420          0        242          0          0        827        231
 
Changes from:       February 21, 2017                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       54.2        0.0       63.3        1.4        1.4        9.6       41.5        0.0        1.6        0.0        0.0        5.3        1.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          9          .          .          .          4          0          .          0          0
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Updated March 3, 2017