Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   124,676
Positions
     7,545     49,275      3,480     48,502     11,345      1,096     27,274     24,426      1,044      6,364      6,092        372     28,999     27,546
 
Changes from:       September 6, 2016                                Total Change is:     1,929
     1,266     -9,539      1,807     -4,230      2,619        329      7,942      5,372     -2,177        308       -813         82     -3,398      4,249
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       39.5        2.8       38.9        9.1        0.9       21.9       19.6        0.8        5.1        4.9        0.3       23.3       22.1
 
Number of Traders in Each Category                                    Total Traders:        84 
         .          9          5         11         10          5         18         20          9          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    44,748
Positions
    23,245      1,649        723      1,524      1,239         71      9,511     19,680      2,720          0          0          0      6,954     18,666
 
Changes from:       September 6, 2016                                Total Change is:    -1,047
      -629       -941        349          0       -542          0     -1,795     -2,423      2,004          0          0          0       -976        506
 
Percent of Open Interest Represented by Each Category of Trader
      51.9        3.7        1.6        3.4        2.8        0.2       21.3       44.0        6.1        0.0        0.0        0.0       15.5       41.7
 
Number of Traders in Each Category                                    Total Traders:        36 
         5          .          .          .          .          .          9         14         10          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   252,539
Positions
   157,194      8,832      4,634     13,167     73,220      3,278     32,297     94,002     16,412      1,910     10,285      3,443     20,204     38,433
 
Changes from:       September 6, 2016                                Total Change is:    -3,414
    -2,364        340     -2,542     -1,503        209     -1,521      3,107     -4,628      5,367     -1,434     -2,329        711     -3,235        979
 
Percent of Open Interest Represented by Each Category of Trader
      62.2        3.5        1.8        5.2       29.0        1.3       12.8       37.2        6.5        0.8        4.1        1.4        8.0       15.2
 
Number of Traders in Each Category                                    Total Traders:       125 
         8         10          7          4         27          8         22         44         22          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   167,340
Positions
    10,176     12,241      6,214     26,071     37,155      5,178     78,321     26,306     11,554      1,227     33,455      2,294     26,305     32,943
 
Changes from:       September 6, 2016                                Total Change is:     7,998
     3,648      2,795        294     -1,333      1,814       -255      1,272       -402      5,201        426     -2,247      1,141     -2,396       -343
 
Percent of Open Interest Represented by Each Category of Trader
       6.1        7.3        3.7       15.6       22.2        3.1       46.8       15.7        6.9        0.7       20.0        1.4       15.7       19.7
 
Number of Traders in Each Category                                    Total Traders:       112 
         6          6          4          9         22          8         31         30         21          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   379,624
Positions
   112,651     24,635      7,540    126,684     95,907     16,555     29,045    111,600     21,716     15,627     30,117      3,890     45,916     67,664
 
Changes from:       September 6, 2016                                Total Change is:     3,639
    -4,617      8,402     -2,847        252     -7,211        111     -3,864     -8,921     11,012         67     -1,470      3,155        370      1,408
 
Percent of Open Interest Represented by Each Category of Trader
      29.7        6.5        2.0       33.4       25.3        4.4        7.7       29.4        5.7        4.1        7.9        1.0       12.1       17.8
 
Number of Traders in Each Category                                    Total Traders:       212 
        18          9         14         37         37         31         24         46         27         20         17         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    31,737
Positions
       810     20,610        205     16,476          0      1,250        517      4,032      1,999          0          0          0     10,480      3,641
 
Changes from:       September 6, 2016                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       64.9        0.6       51.9        0.0        3.9        1.6       12.7        6.3        0.0        0.0        0.0       33.0       11.5
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          4          .          9          0          5          .          5          4          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   112,367
Positions
     3,302     30,207      8,949     15,836     13,133        782     51,517     23,738      6,547        641      5,633          9     24,784     23,369
 
Changes from:       September 6, 2016                                Total Change is:     3,515
     1,179     -8,607      7,238     -3,725      2,238       -280       -553      3,397      4,532        241     -3,080        -72     -5,045     -1,851
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       26.9        8.0       14.1       11.7        0.7       45.8       21.1        5.8        0.6        5.0        0.0       22.1       20.8
 
Number of Traders in Each Category                                    Total Traders:        91 
         5          6          7          7          8          5         38         18         13          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    45,266
Positions
    10,528     35,745      1,908      4,050          0          0     22,113      2,247      3,179        748        230      1,420      1,320        537
 
Changes from:       September 6, 2016                                Total Change is:     6,173
         0         29      1,548       -100          0          0        347        391      2,781        178          0      1,420         -1          4
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       79.0        4.2        8.9        0.0        0.0       48.9        5.0        7.0        1.7        0.5        3.1        2.9        1.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          7          .          .          0          0          8          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   168,729
Positions
    33,163     40,082     20,366     70,292      4,399        775     19,660     73,782     17,979      2,896      4,523        116      3,482      6,707
 
Changes from:       September 6, 2016                                Total Change is:     6,299
       913     -5,554      6,646      1,868       -814        138      3,066     11,617     -5,986        791       -956        -35     -1,102      1,243
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       23.8       12.1       41.7        2.6        0.5       11.7       43.7       10.7        1.7        2.7        0.1        2.1        4.0
 
Number of Traders in Each Category                                    Total Traders:       139 
         6          9          5          9          8          .         22         62         18         11          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    26,578
Positions
       744     17,363         22      5,530          0          0     16,466      6,059      1,124        760      1,165          0      1,932        845
 
Changes from:       September 6, 2016                                Total Change is:      -752
         0         -7          0       -504          0          0        -54       -864          8       -293         80          0         91         31
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       65.3        0.1       20.8        0.0        0.0       62.0       22.8        4.2        2.9        4.4        0.0        7.3        3.2
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          .          .          0          0          9          9          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    61,941
Positions
     1,471     18,012      6,081      2,590     17,102        284     36,272      6,936      7,786      1,524      2,144          0      5,933      3,596
 
Changes from:       September 6, 2016                                Total Change is:    10,002
      -683       -565      5,773       -409       -130        250     -2,040     -1,114      6,856        466       -303          0       -211       -765
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       29.1        9.8        4.2       27.6        0.5       58.6       11.2       12.6        2.5        3.5        0.0        9.6        5.8
 
Number of Traders in Each Category                                    Total Traders:        89 
         .          7          5          7          6          .         47         11         10          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     5,305
Positions
     1,890        346          3        424        872         48      1,389      2,453        713          0          0          0        838        870
 
Changes from:       September 6, 2016                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      35.6        6.5        0.1        8.0       16.4        0.9       26.2       46.2       13.4        0.0        0.0        0.0       15.8       16.4
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          .          .          .          5          7          4          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    78,565
Positions
    10,605     40,662     14,288      6,190      1,804        153     35,802      8,145      1,063      1,140      2,450        733      8,593      9,269
 
Changes from:       September 6, 2016                                Total Change is:     4,539
       178     -7,801     13,146     -1,307        927       -122     -8,059       -284        144        212     -1,209        590       -244       -854
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       51.8       18.2        7.9        2.3        0.2       45.6       10.4        1.4        1.5        3.1        0.9       10.9       11.8
 
Number of Traders in Each Category                                    Total Traders:       118 
        11         22         15          6          4          .         40         14          8          4         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   157,129
Positions
    21,210     81,324     28,576     12,380      3,607        305     71,603     16,290      2,125      2,280      4,900      1,465     17,185     18,537
 
Changes from:       September 6, 2016                                Total Change is:     9,077
       355    -15,601     26,292     -2,613      1,854       -243    -16,118       -567        287        424     -2,418      1,180       -487     -1,707
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       51.8       18.2        7.9        2.3        0.2       45.6       10.4        1.4        1.5        3.1        0.9       10.9       11.8
 
Number of Traders in Each Category                                    Total Traders:       118 
        11         22         15          6          4          .         40         14          8          4         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   825,324
Positions
    72,885     75,746     99,288    284,340    203,578     81,508     76,592    141,017     66,705     28,545     40,546      8,708    106,753    108,226
 
Changes from:       September 6, 2016                                Total Change is:    90,002
     9,597     -4,384     40,212    -15,965      6,585     23,465     -9,656     -7,633     21,529        217     -5,999         41     20,563     16,187
 
Percent of Open Interest Represented by Each Category of Trader
       8.8        9.2       12.0       34.5       24.7        9.9        9.3       17.1        8.1        3.5        4.9        1.1       12.9       13.1
 
Number of Traders in Each Category                                    Total Traders:       615 
        45         31         47        122         86         98         83        136         89         49         62         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   122,381
Positions
    33,371     33,329      4,354     19,850     17,459      3,010     18,787     28,924        746      6,919      1,070         40     35,304     33,449
 
Changes from:       September 6, 2016                                Total Change is:    17,267
     9,980     -2,997      1,264       -456     -1,881       -664      4,877      5,013        191        585     -1,216          5      1,485     17,552
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       27.2        3.6       16.2       14.3        2.5       15.4       23.6        0.6        5.7        0.9        0.0       28.8       27.3
 
Number of Traders in Each Category                                    Total Traders:        65 
         8          8          4          9          .          5         15         12          9          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,514,714
Positions
   304,218    318,736    368,021  1,326,529    934,677    388,410    445,245    716,685    173,577    134,047    223,299     17,424    357,243    373,885
 
Changes from:       September 6, 2016                                Total Change is:   363,676
    13,467      8,450    179,356    -73,465     46,408    116,563    -17,216     -7,781     51,240       -782    -22,860       -876     95,389     -6,824
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        9.1       10.5       37.7       26.6       11.1       12.7       20.4        4.9        3.8        6.4        0.5       10.2       10.6
 
Number of Traders in Each Category                                    Total Traders:       609 
        44         32         45        122         83         95         82        137         82         48         60         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    85,747
Positions
     1,458     28,922      3,806     40,605     42,220      3,425     22,310      1,645      1,983          0        250          0     12,160      3,496
 
Changes from:       September 6, 2016                                Total Change is:       955
       296     -3,855      3,282        649        660        701     -5,015     -1,486      1,773          0          0          0       -731       -120
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       33.7        4.4       47.4       49.2        4.0       26.0        1.9        2.3        0.0        0.3        0.0       14.2        4.1
 
Number of Traders in Each Category                                    Total Traders:        85 
         .         10          4         35         14         16         18          .          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    64,292
Positions
     6,449     23,170      6,431     13,188      5,363      4,695     23,630     15,059      1,378      2,441      2,963        239      5,841      4,994
 
Changes from:       September 6, 2016                                Total Change is:     2,490
     2,029     -7,493      5,585     -4,511        -45      3,821     -5,567        258        695        222        127        232        -15       -690
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       36.0       10.0       20.5        8.3        7.3       36.8       23.4        2.1        3.8        4.6        0.4        9.1        7.8
 
Number of Traders in Each Category                                    Total Traders:       261 
        13         27         21         44         17         14         59         56         25         17         28          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   321,461
Positions
    32,244    115,851     32,155     65,941     26,813     23,477    118,148     75,295      6,891     12,206     14,815      1,194     29,205     24,970
 
Changes from:       September 6, 2016                                Total Change is:    12,449
    10,145    -37,465     27,923    -22,557       -227     19,106    -27,834      1,292      3,474      1,108        637      1,159        -75     -3,450
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       36.0       10.0       20.5        8.3        7.3       36.8       23.4        2.1        3.8        4.6        0.4        9.1        7.8
 
Number of Traders in Each Category                                    Total Traders:       261 
        13         27         21         44         17         14         59         56         25         17         28          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 $100.00)                  
CFTC Code #23977A                                                    Open Interest is   362,177
Positions
    77,716     34,809     20,968    114,413    151,450     26,869     82,681     87,108     11,393      7,057      9,175         73     21,007     20,332
 
Changes from:       September 6, 2016                                Total Change is:    23,360
       508     -5,914     19,036        668       -815      3,367     -6,199       -191      6,723       -395     -1,054       -614        266      2,822
 
Percent of Open Interest Represented by Each Category of Trader
      21.5        9.6        5.8       31.6       41.8        7.4       22.8       24.1        3.1        1.9        2.5        0.0        5.8        5.6
 
Number of Traders in Each Category                                    Total Traders:       262 
        19         17         13         55         42         29         51         50         31         12         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    32,801
Positions
       728     23,324        117     16,381        588         61      2,512      1,750          0      5,913      1,530          0      7,089      5,431
 
Changes from:       September 6, 2016                                Total Change is:   -16,964
    -2,740      6,872    -10,660       -816       -216       -465       -501       -708       -190      1,243     -9,997          0     -2,835     -1,600
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       71.1        0.4       49.9        1.8        0.2        7.7        5.3        0.0       18.0        4.7        0.0       21.6       16.6
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          5          .         14          .          .          5          4          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    50,716
Positions
    12,362      4,289      1,689      9,965      9,119        608     15,869      5,999        613        860      1,422          0      8,750     26,977
 
Changes from:       September 6, 2016                                Total Change is:   -27,509
    -5,349    -10,734     -3,487     -3,675       -128       -188     -5,689     -2,326     -1,947     -1,316        304       -703     -5,155     -8,300
 
Percent of Open Interest Represented by Each Category of Trader
      24.4        8.5        3.3       19.6       18.0        1.2       31.3       11.8        1.2        1.7        2.8        0.0       17.3       53.2
 
Number of Traders in Each Category                                    Total Traders:        70 
        12          8          4         10          7          5         19          9          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   258,707
Positions
    15,888    135,018     31,265    137,425     51,129     24,783     33,214      8,254      2,781      4,022      1,456        307      9,022      3,714
 
Changes from:       September 6, 2016                                Total Change is:    29,610
    -1,123     -5,333     30,440     -8,322      4,075      7,739     -1,050     -8,737        834        190         30        157        745        405
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       52.2       12.1       53.1       19.8        9.6       12.8        3.2        1.1        1.6        0.6        0.1        3.5        1.4
 
Number of Traders in Each Category                                    Total Traders:       124 
         9         11         11         43         22         20         15         12         10          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   946,514
Positions
    53,665    623,184     88,751    445,982     79,072     76,112    195,255     28,468     14,223     44,515     21,970      1,438     26,573     13,296
 
Changes from:       September 6, 2016                                Total Change is:       875
     8,031     13,114     -5,163      4,700      3,125      9,543     -7,691    -11,513       -595     -6,194      1,521        243     -1,999     -9,400
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       65.8        9.4       47.1        8.4        8.0       20.6        3.0        1.5        4.7        2.3        0.2        2.8        1.4
 
Number of Traders in Each Category                                    Total Traders:       309 
        25         21         15        103         33         45         54         21         24         36         15          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   560,056
Positions
    19,607     31,399      4,995    174,867    147,458    113,426     65,557     76,041     21,494     11,204     24,439        151    148,755    140,653
 
Changes from:       September 6, 2016                                Total Change is:    -2,649
     8,881     14,445      1,473     -8,882    -18,100      8,738    -12,569      6,057        327      2,129    -14,579        151     -2,897     -1,161
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        5.6        0.9       31.2       26.3       20.3       11.7       13.6        3.8        2.0        4.4        0.0       26.6       25.1
 
Number of Traders in Each Category                                    Total Traders:       149 
        11         12          7         36         28         31         27         24         17          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   606,864
Positions
         0     65,112      1,059    301,931     92,646     94,962     43,473    233,595     25,100     15,055      3,875        508    124,776     90,007
 
Changes from:       September 6, 2016                                Total Change is:    -9,690
    -1,820      3,901     -1,960     -9,617     -8,252      2,764      4,117         48     -2,619          0          0          0       -555     -3,572
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       10.7        0.2       49.8       15.3       15.6        7.2       38.5        4.1        2.5        0.6        0.1       20.6       14.8
 
Number of Traders in Each Category                                    Total Traders:        97 
         0          8          .         42         12         31         14         16         10          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   973,142
Positions
    55,310     84,265      8,204    324,183    170,758    122,480    255,040    178,673     35,427     53,900    218,653      3,364    115,234    151,318
 
Changes from:       September 6, 2016                                Total Change is:   -74,774
    -1,163    -19,518     -7,666    -15,916    -19,115     -9,670    -34,126    -27,527     -8,765      1,588      9,679        822        122      6,986
 
Percent of Open Interest Represented by Each Category of Trader
       5.7        8.7        0.8       33.3       17.5       12.6       26.2       18.4        3.6        5.5       22.5        0.3       11.8       15.5
 
Number of Traders in Each Category                                    Total Traders:       236 
        14         29          8         50         32         43         38         33         30         14         26          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,854,613
Positions
   130,385    150,326     53,429    831,007    936,272    424,996    549,294    587,879     89,879    408,771    136,483     14,198    352,654    461,151
 
Changes from:       September 6, 2016                                Total Change is:   -10,884
    22,306    -60,774    -13,777     -2,887    -58,298     33,276    -52,404     99,009    -30,227     34,403    -11,817       -695       -879     32,419
 
Percent of Open Interest Represented by Each Category of Trader
       4.6        5.3        1.9       29.1       32.8       14.9       19.2       20.6        3.1       14.3        4.8        0.5       12.4       16.2
 
Number of Traders in Each Category                                    Total Traders:       345 
        24         26         13         54         72         72         55         64         38         28         22         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   208,252
Positions
     5,831     11,341      3,587     59,616     82,696      5,972     69,833     12,177        313      3,703          0          0     59,397     92,166
 
Changes from:       September 6, 2016                                Total Change is:     1,026
   -10,992        219      2,469      7,212        290      1,487      9,960      2,073     -8,118          0     -2,185          0       -992      4,791
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        5.4        1.7       28.6       39.7        2.9       33.5        5.8        0.2        1.8        0.0        0.0       28.5       44.3
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          4          4          5         11          7          7          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,771,965
Positions
    72,735    267,475     43,900  1,545,466    536,341    280,189    288,126    976,265    111,433    172,669    196,153      7,713    249,734    352,496
 
Changes from:       September 6, 2016                                Total Change is:   -48,812
    15,951    -58,219      5,147         54     -2,727     12,516    -34,138     46,332    -48,886     19,546      4,652     -8,749    -10,253      1,122
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        9.6        1.6       55.8       19.3       10.1       10.4       35.2        4.0        6.2        7.1        0.3        9.0       12.7
 
Number of Traders in Each Category                                    Total Traders:       293 
        14         30         14         50         49         48         37         68         35         16         29          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,044,822
Positions
   380,165    188,286    264,132     13,677     16,775     19,368     43,080    225,750    214,648     51,622     18,745     37,758     20,372     59,360
 
Changes from:       September 6, 2016                                Total Change is:    50,991
     8,311        -11     10,261      8,977    -13,585        307      2,196     29,782     20,656      8,387      6,616     -6,263     -1,841      3,228
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       18.0       25.3        1.3        1.6        1.9        4.1       21.6       20.5        4.9        1.8        3.6        1.9        5.7
 
Number of Traders in Each Category                                    Total Traders:       154 
        19         35         41          .          7          5         17         51         39          7         12          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is11,344,404
Positions
 3,536,743  1,361,535  2,284,196    323,184  1,787,828    471,775    664,647  1,082,914  2,126,092    714,744    591,889    479,378    743,645  1,158,797
 
Changes from:       September 6, 2016                                Total Change is:    82,392
   -48,572     11,563    -29,262      8,221      4,575     21,490     49,029     -4,218      4,410     73,096     55,093    -17,676     21,656     36,417
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       12.0       20.1        2.8       15.8        4.2        5.9        9.5       18.7        6.3        5.2        4.2        6.6       10.2
 
Number of Traders in Each Category                                    Total Traders:       293 
        34         49         77          9         30         31         36         79         91         10         26         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    26,986
Positions
     4,952      3,244          1         50     10,664        108     12,076      9,857         27      8,838      2,300        565        369        220
 
Changes from:       September 6, 2016                                Total Change is:    -1,516
       -78     -1,561          1         -9        128          0     -2,020       -333         -6        442        123         26        128        106
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       12.0        0.0        0.2       39.5        0.4       44.7       36.5        0.1       32.8        8.5        2.1        1.4        0.8
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          6          .          .         11          .          7          7          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    38,998
Positions
     7,209     19,667          0        327      6,874        357     29,382      7,478          0      1,608      4,474         52         63         96
 
Changes from:       September 6, 2016                                Total Change is:        42
      -446        461          0        -43        -40         36        254       -330          0        235       -110         52        -46        -27
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       50.4        0.0        0.8       17.6        0.9       75.3       19.2        0.0        4.1       11.5        0.1        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        33 
         4          4          0          .          .          .          9          6          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    55,501
Positions
       197     20,056         94     12,915      1,644      1,744     11,654     22,940      6,511     14,637        235          4      7,745      2,273
 
Changes from:       September 6, 2016                                Total Change is:    -2,668
         3         81         94       -235      1,101        -15      1,348       -820     -2,550       -227         50          4     -1,090       -613
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       36.1        0.2       23.3        3.0        3.1       21.0       41.3       11.7       26.4        0.4        0.0       14.0        4.1
 
Number of Traders in Each Category                                    Total Traders:       122 
         .          4          .          5          5          .         29         28         20         42          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   478,117
Positions
   138,645     14,407     32,527     80,121     38,422     43,439     41,228    196,415     83,948      6,865     12,350     23,179     28,165     33,430
 
Changes from:       September 6, 2016                                Total Change is:   -69,627
   -19,206     -7,228      5,837    -33,094    -11,939     11,882    -15,055    -55,354    -14,098     -2,677      4,413     -3,905        689        765
 
Percent of Open Interest Represented by Each Category of Trader
      29.0        3.0        6.8       16.8        8.0        9.1        8.6       41.1       17.6        1.4        2.6        4.8        5.9        7.0
 
Number of Traders in Each Category                                    Total Traders:       209 
        17         10         22         14         18         15         37         68         60         17         14         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2016                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    20,947
Positions
       910      2,874          0     13,156        196        190      3,017     15,026        390      1,817        882          0      1,467      1,389
 
Changes from:       September 6, 2016                                Total Change is:     1,446
       776          0         -6       -714         71        -25        103         -2        -11        -25         40          0      1,348      1,379
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       13.7        0.0       62.8        0.9        0.9       14.4       71.7        1.9        8.7        4.2        0.0        7.0        6.6
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0          8          .          .         10          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated September 16, 2016