Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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   135,355
Positions
    17,446     14,660      3,535     27,210      9,257      2,256     20,617     52,009     13,860     21,267      3,022      2,522     26,642     34,235
 
Changes from:       March 14, 2017                                   Total Change is:   -57,512
     8,589    -18,783    -24,149      2,011       -134     -1,564    -40,365        950        838     10,347       -888    -11,799     -1,421     -1,984
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       10.8        2.6       20.1        6.8        1.7       15.2       38.4       10.2       15.7        2.2        1.9       19.7       25.3
 
Number of Traders in Each Category                                    Total Traders:        91 
         6          .          7          9          9          5         18         32         18         10          4          5
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Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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    44,313
Positions
    17,285          0        657      1,978      1,787          0      8,859     21,808      2,351      5,263        419          0      7,921     17,292
 
Changes from:       March 14, 2017                                   Total Change is:    -3,045
     2,203       -413         84          0     -1,651          0     -6,595        194        596       -331        419          0        999     -2,273
 
Percent of Open Interest Represented by Each Category of Trader
      39.0        0.0        1.5        4.5        4.0        0.0       20.0       49.2        5.3       11.9        0.9        0.0       17.9       39.0
 
Number of Traders in Each Category                                    Total Traders:        40 
         4          0          .          .          .          0         11         18         13          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   289,361
Positions
   150,500      4,482      8,040     10,379     90,741      4,860     29,245     97,457     28,206     27,763     12,009      2,826     27,542     40,741
 
Changes from:       March 14, 2017                                   Total Change is:    -3,310
     4,298       -152     -2,542         96     -1,964        782     -6,453     -2,003      4,108     -2,900        592        289       -986     -2,419
 
Percent of Open Interest Represented by Each Category of Trader
      52.0        1.5        2.8        3.6       31.4        1.7       10.1       33.7        9.7        9.6        4.2        1.0        9.5       14.1
 
Number of Traders in Each Category                                    Total Traders:       130 
         9          6          9          7         27         10         21         50         28          4          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   231,525
Positions
    91,161     19,214     10,876     23,342     56,469      7,501     27,497     64,746     24,091     23,512      1,731      3,301     20,244     43,595
 
Changes from:       March 14, 2017                                   Total Change is:    -4,800
    -6,815      6,296         48        293     -4,348        254     -5,193     -4,249      3,272      1,024     -2,741       -156      2,472     -3,177
 
Percent of Open Interest Represented by Each Category of Trader
      39.4        8.3        4.7       10.1       24.4        3.2       11.9       28.0       10.4       10.2        0.7        1.4        8.7       18.8
 
Number of Traders in Each Category                                    Total Traders:       120 
        10          7          8         14         18          8         27         35         24          5          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   477,634
Positions
    84,052     70,344     17,863    163,840     97,019     12,551     51,196    120,287     43,371     31,397     45,024      8,083     65,280     63,092
 
Changes from:       March 14, 2017                                   Total Change is:    38,468
     2,600     32,734      1,542      8,317     -8,304      2,058      8,018     -9,364      8,792      1,571      4,473      1,759      3,811      4,779
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       14.7        3.7       34.3       20.3        2.6       10.7       25.2        9.1        6.6        9.4        1.7       13.7       13.2
 
Number of Traders in Each Category                                    Total Traders:       253 
        14         16         16         50         35         36         29         52         34         31         26         16
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Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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    34,725
Positions
       752     23,857          1     18,268          0        444      1,796      1,852        214      1,142      3,351          0     12,108      5,006
 
Changes from:       March 14, 2017                                   Total Change is:       931
         0        853          0         48          0        -24       -362       -559        -43      1,142          0          0        170        704
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       68.7        0.0       52.6        0.0        1.3        5.2        5.3        0.6        3.3        9.7        0.0       34.9       14.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          4          .         12          0          5          .          4          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   154,077
Positions
     2,430     62,329      6,033     26,545     11,270      2,789     65,006     21,120     12,512      2,451     11,916      2,770     33,541     23,338
 
Changes from:       March 14, 2017                                   Total Change is:    22,916
      -701     22,065      1,682      6,143     -4,184      1,078      5,687       -364      1,665        753      2,574        158      6,449     -1,758
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       40.5        3.9       17.2        7.3        1.8       42.2       13.7        8.1        1.6        7.7        1.8       21.8       15.1
 
Number of Traders in Each Category                                    Total Traders:       104 
         .          9          6          9         10          6         33         22         19          4         14          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    28,263
Positions
     1,251     24,749        277      4,697          0          0     19,868      2,380          0        843        117          0      1,327        740
 
Changes from:       March 14, 2017                                   Total Change is:    -5,683
       224        455     -5,403     -1,430          0          0      1,398       -563       -101        245         10          0       -616        -81
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       87.6        1.0       16.6        0.0        0.0       70.3        8.4        0.0        3.0        0.4        0.0        4.7        2.6
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          6          .          .          0          0         10          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   177,399
Positions
    49,475    102,941         28     61,128      3,054         94     52,983     54,585      1,778      3,535     10,633         18      8,360      4,268
 
Changes from:       March 14, 2017                                   Total Change is:     6,962
       255     12,770         -8     -2,117       -721        -10      7,022     -6,313        307        110        299          0      1,403        639
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       58.0        0.0       34.5        1.7        0.1       29.9       30.8        1.0        2.0        6.0        0.0        4.7        2.4
 
Number of Traders in Each Category                                    Total Traders:       135 
         .         12          .         14          5          .         42         29         10         15         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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    28,221
Positions
       103     22,013        387      7,068          0          0     18,248      3,293        479          0      1,374          0      1,936        675
 
Changes from:       March 14, 2017                                   Total Change is:      -644
         0       -151          0        -87          0          0       -573       -684        117          0         71          0       -101          3
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       78.0        1.4       25.0        0.0        0.0       64.7       11.7        1.7        0.0        4.9        0.0        6.9        2.4
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .          4          0          0          9          9          .          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    37,898
Positions
    14,459      1,798          1      1,622     15,792          0     15,981     13,043      2,328        385        924          0      3,122      4,012
 
Changes from:       March 14, 2017                                   Total Change is:     2,912
     7,935     -1,376          1         60       -637          0     -3,729      5,033         29       -419       -265          0       -965        127
 
Percent of Open Interest Represented by Each Category of Trader
      38.2        4.7        0.0        4.3       41.7        0.0       42.2       34.4        6.1        1.0        2.4        0.0        8.2       10.6
 
Number of Traders in Each Category                                    Total Traders:        63 
         8          .          .          4          4          0         15         23          8          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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    27,017
Positions
    11,345      1,394     10,680        774        275          0      2,920     13,634         72          0        100          0      1,226        862
 
Changes from:       March 14, 2017                                   Total Change is:       389
       638        181          0        -14         21          0       -257        239         46          0          0          0        -24        -98
 
Percent of Open Interest Represented by Each Category of Trader
      42.0        5.2       39.5        2.9        1.0        0.0       10.8       50.5        0.3        0.0        0.4        0.0        4.5        3.2
 
Number of Traders in Each Category                                    Total Traders:        29 
         5          .          .          .          .          0         10          7          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    67,336
Positions
     6,322     46,481      1,840     10,762        856        697     31,486      3,454      3,957      1,774      2,247        151     10,347      7,653
 
Changes from:       March 14, 2017                                   Total Change is:   -21,858
    -2,149     -3,655    -12,455     -1,094        502         52     -4,289     -3,001       -387        108     -1,227       -346     -1,297     -1,340
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       69.0        2.7       16.0        1.3        1.0       46.8        5.1        5.9        2.6        3.3        0.2       15.4       11.4
 
Number of Traders in Each Category                                    Total Traders:       120 
        11         22          .         13          4          7         37         15          9         10          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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   134,671
Positions
    12,644     92,961      3,680     21,523      1,712      1,394     62,971      6,908      7,914      3,547      4,494        302     20,695     15,306
 
Changes from:       March 14, 2017                                   Total Change is:   -43,715
    -4,298     -7,310    -24,911     -2,188      1,004        104     -8,578     -6,002       -774        215     -2,454       -692     -2,594     -2,680
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       69.0        2.7       16.0        1.3        1.0       46.8        5.1        5.9        2.6        3.3        0.2       15.4       11.4
 
Number of Traders in Each Category                                    Total Traders:       120 
        11         22          .         13          4          7         37         15          9         10          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   806,449
Positions
    52,481    100,770     15,283    299,908    195,114     82,331     75,151    121,349    135,587     23,234     38,356     27,410     95,064     90,249
 
Changes from:       March 14, 2017                                   Total Change is:  -255,779
   -17,338    -39,073    -67,438      5,368     12,239    -43,263    -17,677      2,431    -85,266       -921     -8,176    -15,367    -13,878    -11,866
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       12.5        1.9       37.2       24.2       10.2        9.3       15.0       16.8        2.9        4.8        3.4       11.8       11.2
 
Number of Traders in Each Category                                    Total Traders:       682 
        38         31         38        130         90         98         91        132        116        102         67         90
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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   110,921
Positions
     5,797      6,316      6,818      9,214     28,447     13,503      9,179      1,235     28,360      4,083        138      2,909     31,058     23,195
 
Changes from:       March 14, 2017                                   Total Change is:   -86,195
   -21,948    -13,202     -8,299     -4,901    -10,894     -6,928     -7,841    -13,141    -24,046     -1,683        -35     -2,627     -7,921     -7,023
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        5.7        6.1        8.3       25.6       12.2        8.3        1.1       25.6        3.7        0.1        2.6       28.0       20.9
 
Number of Traders in Each Category                                    Total Traders:        59 
         5          6          6          6          .          .         16          8         22          8          6          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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 3,477,642
Positions
   237,313    476,164     38,433  1,481,235    861,102    316,372    361,404    632,114    504,588    103,085    198,418    115,179    320,034    335,272
 
Changes from:       March 14, 2017                                   Total Change is:  -847,921
   -11,656   -164,066   -260,988      7,213     71,529   -137,542   -129,016     -1,974   -226,259     -3,755    -48,276    -56,132    -29,785    -24,212
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       13.7        1.1       42.6       24.8        9.1       10.4       18.2       14.5        3.0        5.7        3.3        9.2        9.6
 
Number of Traders in Each Category                                    Total Traders:       663 
        37         30         33        130         88         95         85        133        112         97         63         86
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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    92,451
Positions
     2,630     41,556        714     47,324     38,021      3,453     22,697      2,755      1,533      1,846        564          0     12,254      3,855
 
Changes from:       March 14, 2017                                   Total Change is:   -10,300
     1,562     -4,731     -5,067     -3,732        553     -1,838     -1,080       -323        387      1,099          0          0     -1,631        719
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       44.9        0.8       51.2       41.1        3.7       24.6        3.0        1.7        2.0        0.6        0.0       13.3        4.2
 
Number of Traders in Each Category                                    Total Traders:        86 
         6          8          .         32         14         13         18          4          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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    50,093
Positions
     2,519     15,097        446     14,871      5,536      1,309     18,727     15,308      2,672      2,221      3,440        675      6,653      5,611
 
Changes from:       March 14, 2017                                   Total Change is:   -14,172
    -4,809      6,134     -5,995      6,309       -778     -7,370         14     -2,254     -1,206         97       -764        -58     -1,155     -1,881
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       30.1        0.9       29.7       11.1        2.6       37.4       30.6        5.3        4.4        6.9        1.3       13.3       11.2
 
Number of Traders in Each Category                                    Total Traders:       242 
        11         23          6         34         22         14         56         59         30         17         20          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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   250,465
Positions
    12,593     75,483      2,232     74,356     27,678      6,543     93,634     76,538     13,361     11,105     17,201      3,376     33,265     28,053
 
Changes from:       March 14, 2017                                   Total Change is:   -70,859
   -24,043     30,668    -29,973     31,543     -3,891    -36,848         72    -11,271     -6,028        484     -3,820       -292     -5,774     -9,403
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       30.1        0.9       29.7       11.1        2.6       37.4       30.6        5.3        4.4        6.9        1.3       13.3       11.2
 
Number of Traders in Each Category                                    Total Traders:       242 
        11         23          6         34         22         14         56         59         30         17         20          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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   552,213
Positions
    45,564    114,603      3,259    259,463    138,490     39,618    145,878    197,552     15,884     13,087     15,869      2,446     27,014     24,492
 
Changes from:       March 14, 2017                                   Total Change is:   -78,626
    -9,889     -3,100    -50,150      5,946      2,596    -11,078     -3,503     -4,785     -4,752        -72     -4,957       -653     -4,475     -1,747
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       20.8        0.6       47.0       25.1        7.2       26.4       35.8        2.9        2.4        2.9        0.4        4.9        4.4
 
Number of Traders in Each Category                                    Total Traders:       339 
        22         19          4         84         42         32         58         79         29         19         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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    33,346
Positions
     1,112     17,948          0     15,607        490         44      1,790      4,056          0      5,467      2,705          0      9,326      8,103
 
Changes from:       March 14, 2017                                   Total Change is:      -653
        15        -10          0       -311          0         10     -1,293        -39          0        -58        235          0        984       -849
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       53.8        0.0       46.8        1.5        0.1        5.4       12.2        0.0       16.4        8.1        0.0       28.0       24.3
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          5          0         17          .          .          .          6          0          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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    56,910
Positions
     8,022      5,713        131     10,408      8,120      2,198     23,861      9,007         35      1,941      1,624          0     10,314     30,082
 
Changes from:       March 14, 2017                                   Total Change is:     1,124
      -323       -942         61     -1,549      6,033         66      4,114      2,810       -706        226        294          0       -765     -6,492
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       10.0        0.2       18.3       14.3        3.9       41.9       15.8        0.1        3.4        2.9        0.0       18.1       52.9
 
Number of Traders in Each Category                                    Total Traders:        72 
         5          9          .         12          6          7         21         12          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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   271,013
Positions
    19,180    142,585      1,580    167,940     61,654     13,845     54,803      7,588      2,760      1,831      1,030        170      8,904     39,801
 
Changes from:       March 14, 2017                                   Total Change is:   -50,914
    -5,762    -39,969    -38,189      6,925     -2,230     -6,366       -779     -1,091     -2,231     -3,172        269       -439       -901     39,332
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       52.6        0.6       62.0       22.7        5.1       20.2        2.8        1.0        0.7        0.4        0.1        3.3       14.7
 
Number of Traders in Each Category                                    Total Traders:       131 
         8         10          4         47         25         21         24          9          8          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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   892,884
Positions
    37,316    687,290      5,718    514,571     75,550     56,026    196,557     28,999     12,866     42,616     14,194      1,036     26,178     11,205
 
Changes from:       March 14, 2017                                   Total Change is:   -51,852
     7,339     17,235    -45,913     -1,726     -8,924     -4,223     14,659      2,580     -7,767     -3,398      2,452     -2,443     -8,380     -4,849
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       77.0        0.6       57.6        8.5        6.3       22.0        3.2        1.4        4.8        1.6        0.1        2.9        1.3
 
Number of Traders in Each Category                                    Total Traders:       324 
        22         18          7        105         29         43         65         22         19         46         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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   785,661
Positions
     8,115     21,684     24,574    280,663    158,581    130,954     66,015    126,537     99,246     10,369     22,558     21,503    144,223    180,025
 
Changes from:       March 14, 2017                                   Total Change is:   -22,454
    -8,431      7,465        772    -18,511    -21,932      7,377      3,114     -7,247        689     -3,753     -2,651     -6,305      2,594       -622
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        2.8        3.1       35.7       20.2       16.7        8.4       16.1       12.6        1.3        2.9        2.7       18.4       22.9
 
Number of Traders in Each Category                                    Total Traders:       156 
         6         11         12         36         31         35         27         26         41          8         11         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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   712,930
Positions
     4,113    144,601      1,837    407,664     49,131     89,522     44,336    285,974     16,562     29,794     12,976        341    118,761    111,986
 
Changes from:       March 14, 2017                                   Total Change is:    10,772
    -1,952     24,259     -8,272      9,901      2,933      2,859      5,582      1,451     -2,014        872     -3,522          0      3,796     -6,922
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       20.3        0.3       57.2        6.9       12.6        6.2       40.1        2.3        4.2        1.8        0.0       16.7       15.7
 
Number of Traders in Each Category                                    Total Traders:        97 
         .         10          .         46          8         27          8         20         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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 1,471,153
Positions
    58,771    144,218     10,427    437,332    261,940    186,538    419,680    291,279     83,573    160,739    322,593      4,615    109,478    165,971
 
Changes from:       March 14, 2017                                   Total Change is:    10,987
    13,250     20,535     -1,452     15,628     -4,778     -8,770      2,605     -4,994    -11,832        439     20,515        382        739      1,382
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        9.8        0.7       29.7       17.8       12.7       28.5       19.8        5.7       10.9       21.9        0.3        7.4       11.3
 
Number of Traders in Each Category                                    Total Traders:       281 
        11         31         14         55         36         44         47         44         38         19         38         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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 3,696,225
Positions
    87,262    227,419    167,693  1,319,351    929,678    462,502    440,129    680,813    384,103    415,347    196,630     72,761    347,076    574,626
 
Changes from:       March 14, 2017                                   Total Change is:  -140,218
   -12,653     38,118        548    -46,470    -45,486     24,076     32,461    -78,642    -58,488    -50,757        967    -18,531    -10,404     -2,780
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        6.2        4.5       35.7       25.2       12.5       11.9       18.4       10.4       11.2        5.3        2.0        9.4       15.5
 
Number of Traders in Each Category                                    Total Traders:       412 
        22         45         48         54         79         74         65         70         87         33         44         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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   332,985
Positions
    15,901     27,165      2,356    110,983    129,040     17,644     97,082     37,173      8,596     10,218      6,629          0     70,205    104,382
 
Changes from:       March 14, 2017                                   Total Change is:     2,010
     1,661     -6,694        -22     -6,272      6,723      1,443      1,421       -238        709       -459          0          0      3,528         89
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        8.2        0.7       33.3       38.8        5.3       29.2       11.2        2.6        3.1        2.0        0.0       21.1       31.3
 
Number of Traders in Each Category                                    Total Traders:        61 
         4          6          .         12         20         20         10          5          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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 3,260,519
Positions
    46,651    337,737    101,679  1,668,495    695,343    335,996    273,926    847,498    296,495    236,952    240,088     39,147    261,179    366,536
 
Changes from:       March 14, 2017                                   Total Change is:   -99,800
   -12,706    -37,613      2,089    -57,831     54,458    -18,494      5,284    -23,497    -11,353    -12,692     -9,018    -10,810     16,711    -45,562
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       10.4        3.1       51.2       21.3       10.3        8.4       26.0        9.1        7.3        7.4        1.2        8.0       11.2
 
Number of Traders in Each Category                                    Total Traders:       318 
        10         40         29         59         43         60         41         71         72         19         35         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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 1,659,255
Positions
   561,849    193,293    414,907      7,127      1,710     15,193    155,173    369,770    377,136      6,123    139,407     81,990     39,757     65,849
 
Changes from:       March 14, 2017                                   Total Change is:    90,565
    37,519      6,279     48,832       -161          0        -69      8,429      2,870     18,387    -13,951     16,580     -5,048     -3,372      2,734
 
Percent of Open Interest Represented by Each Category of Trader
      33.9       11.6       25.0        0.4        0.1        0.9        9.4       22.3       22.7        0.4        8.4        4.9        2.4        4.0
 
Number of Traders in Each Category                                    Total Traders:       155 
        31         30         51          .          .          .         26         39         48          6         13         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is21,798,227
Positions
 5,556,665  1,005,999  3,559,682    121,136  1,709,102    876,226    277,169  2,759,931  8,674,290    763,952    629,271  1,299,992    669,115  1,283,733
 
Changes from:       March 14, 2017                                   Total Change is:-1,310,349
   244,428    115,091     24,679      6,502     55,730   -142,055    -59,018    141,018 -1,242,757     13,166    -44,478   -210,355     55,060     -7,222
 
Percent of Open Interest Represented by Each Category of Trader
      25.5        4.6       16.3        0.6        7.8        4.0        1.3       12.7       39.8        3.5        2.9        6.0        3.1        5.9
 
Number of Traders in Each Category                                    Total Traders:       330 
        23         56         71          5         31         34         34        118        119         12         39         38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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    31,797
Positions
     9,960      2,996          0        207     12,811        135     16,341     12,146          0      5,049      3,522         52         53        135
 
Changes from:       March 14, 2017                                   Total Change is:       171
       909        -93          0       -114       -100         44     -1,590        834          0        936       -525         -4        -10         15
 
Percent of Open Interest Represented by Each Category of Trader
      31.3        9.4        0.0        0.7       40.3        0.4       51.4       38.2        0.0       15.9       11.1        0.2        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        49 
         5          5          0          .         12          .          4         10          0          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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    27,704
Positions
     6,658      2,771          0        561      9,037        146     19,438      9,207          0        759      6,346        136          6         61
 
Changes from:       March 14, 2017                                   Total Change is:     1,001
     1,201        380          0         -7        -91        -45       -252        865        -14        143        -88         -6        -19          0
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       10.0        0.0        2.0       32.6        0.5       70.2       33.2        0.0        2.7       22.9        0.5        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        38 
         4          .          0          .          4          .          8          9          0          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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    72,994
Positions
       225     61,000         54     12,494      1,099      1,287     28,676      5,446      1,315     19,619        257         58      9,265      2,477
 
Changes from:       March 14, 2017                                   Total Change is:    -1,742
         0        -48         -8     -2,688        268       -159        531     -1,858        278        363         43         10        -69       -268
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       83.6        0.1       17.1        1.5        1.8       39.3        7.5        1.8       26.9        0.4        0.1       12.7        3.4
 
Number of Traders in Each Category                                    Total Traders:       150 
         .          5          .         16          4          5         37         20         15         60          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 2017                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   601,319
Positions
   144,061     27,776     31,899     66,139     48,578     40,076     99,037    229,069    152,844     15,525     14,405     19,051     32,687     37,621
 
Changes from:       March 14, 2017                                   Total Change is:     2,701
    14,039        920       -246    -16,541       -964      5,880     17,586     11,465    -15,315        895      2,146     -3,213       -384      2,028
 
Percent of Open Interest Represented by Each Category of Trader
      24.0        4.6        5.3       11.0        8.1        6.7       16.5       38.1       25.4        2.6        2.4        3.2        5.4        6.3
 
Number of Traders in Each Category                                    Total Traders:       246 
        24          4         21         18         23         13         62         66         67         21         16         21
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Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 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    35,150
Positions
        50      7,734          0     22,560          0          0      6,531     26,889        369      5,515        109          0        125         49
 
Changes from:       March 14, 2017                                   Total Change is:   -35,535
         0      7,364     -7,734    -20,082          0          0        734    -26,678     -1,828         28         30          0     -6,653     -6,689
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       22.0        0.0       64.2        0.0        0.0       18.6       76.5        1.0       15.7        0.3        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0         12          0          0          9          7          .          4          .          0
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Updated March 24, 2017