Traders in Financial Futures - Futures Only Positions as of September 27, 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   105,130
Positions
    14,269     14,901         35     39,410     11,379        936     18,617     40,338        473      5,957      4,389        213     25,220     32,466
 
Changes from:       September 20, 2016                               Total Change is:   -32,074
     3,430    -25,649    -10,475       -798        -30        -76    -22,727      2,191       -355       -856     -2,185          0       -217      4,505
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       14.2        0.0       37.5       10.8        0.9       17.7       38.4        0.4        5.7        4.2        0.2       24.0       30.9
 
Number of Traders in Each Category                                    Total Traders:        84 
         7          4          .          8         10          4         17         25          4          9          4          .
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Traders in Financial Futures - Futures Only Positions as of September 27, 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    38,969
Positions
    21,475        596          0      2,289      1,288         71      7,800     20,032        556          0          0          0      6,778     16,426
 
Changes from:       September 20, 2016                               Total Change is:    -1,869
    11,343       -178          0        778       -451          0    -15,506        388        136          0          0          0      1,380     -1,764
 
Percent of Open Interest Represented by Each Category of Trader
      55.1        1.5        0.0        5.9        3.3        0.2       20.0       51.4        1.4        0.0        0.0        0.0       17.4       42.2
 
Number of Traders in Each Category                                    Total Traders:        35 
         6          .          0          .          .          .         10         13          7          0          0          0
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Traders in Financial Futures - Futures Only Positions as of September 27, 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   239,025
Positions
   152,525      2,043      1,311     12,780     77,962      1,530     40,781    102,964      4,761      4,440     12,015         53     20,844     36,386
 
Changes from:       September 20, 2016                               Total Change is:     1,266
    18,543     -5,450      1,102        125         99        -66    -21,218      7,605       -874        638        774          0      3,016     -1,924
 
Percent of Open Interest Represented by Each Category of Trader
      63.8        0.9        0.5        5.3       32.6        0.6       17.1       43.1        2.0        1.9        5.0        0.0        8.7       15.2
 
Number of Traders in Each Category                                    Total Traders:       127 
        11          5          .          .         28          7         29         41         11          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   155,170
Positions
     3,385     21,636        647     29,034     36,834      3,694     87,127     26,397      1,751      1,746     29,796        522     27,264     33,893
 
Changes from:       September 20, 2016                               Total Change is:    14,432
      -859      8,107        102     -1,142       -448       -521     12,674        249        431        661      2,276        242      2,844      3,994
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       13.9        0.4       18.7       23.7        2.4       56.1       17.0        1.1        1.1       19.2        0.3       17.6       21.8
 
Number of Traders in Each Category                                    Total Traders:       115 
         5          8          .         13         19          8         28         30         10          .          9          .
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Traders in Financial Futures - Futures Only Positions as of September 27, 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   328,490
Positions
    75,038      9,853      4,724    135,038    101,191     13,265     27,769    107,429      7,459     19,290     26,850        845     45,062     56,874
 
Changes from:       September 20, 2016                               Total Change is:     3,965
   -12,180      2,099      3,777      9,599     -1,432     -1,095     -1,367     -3,884      3,563        944      3,319        265        459     -2,647
 
Percent of Open Interest Represented by Each Category of Trader
      22.8        3.0        1.4       41.1       30.8        4.0        8.5       32.7        2.3        5.9        8.2        0.3       13.7       17.3
 
Number of Traders in Each Category                                    Total Traders:       222 
        17         11          9         37         37         29         28         41         18         24         25         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    29,630
Positions
       784     22,116          0     16,475          0      1,318      1,183      2,440          0        344          0        133      9,393      3,623
 
Changes from:       September 20, 2016                               Total Change is:       943
      -309      3,612       -163        131          0        181        652     -3,289          0        344          0        133        -26        469
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       74.6        0.0       55.6        0.0        4.4        4.0        8.2        0.0        1.2        0.0        0.4       31.7       12.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          4          0         10          0          5          .          .          0          .          0          .
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Traders in Financial Futures - Futures Only Positions as of September 27, 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    98,351
Positions
     2,016     19,986        241     24,959     10,769      1,050     43,392     32,762      1,908          0     10,011         61     24,724     21,563
 
Changes from:       September 20, 2016                               Total Change is:    11,737
    -6,304      5,257         51      4,557     -1,616        396     11,091      2,871         17        -11      3,596         45      1,895      1,120
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       20.3        0.2       25.4       10.9        1.1       44.1       33.3        1.9        0.0       10.2        0.1       25.1       21.9
 
Number of Traders in Each Category                                    Total Traders:        94 
         5          9          5          9          7          6         34         21          8          0          9          .
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Traders in Financial Futures - Futures Only Positions as of September 27, 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    36,928
Positions
     6,750     31,150        350      3,960          0          0     24,052      3,013          0        802      1,842          0      1,014        573
 
Changes from:       September 20, 2016                               Total Change is:     1,837
       288      4,452          0         60          0          0      1,425     -2,619          0         53         83          0         11        -79
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       84.4        0.9       10.7        0.0        0.0       65.1        8.2        0.0        2.2        5.0        0.0        2.7        1.6
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          7          .          .          0          0          7          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   160,243
Positions
    59,366     25,035          1     69,069      5,354      1,219     20,088    113,778      1,000      3,840      5,474        396      5,264      7,986
 
Changes from:       September 20, 2016                               Total Change is:     6,965
     6,340      2,601          0     -1,893       -198        444          1      3,379        134        592         35        396        951        174
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       15.6        0.0       43.1        3.3        0.8       12.5       71.0        0.6        2.4        3.4        0.2        3.3        5.0
 
Number of Traders in Each Category                                    Total Traders:       157 
         9          4          .         11          9          .         25         67          7         16         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    28,194
Positions
       744     17,261          0      5,422          0        185     18,270      7,608        853        660        954        375      1,685        958
 
Changes from:       September 20, 2016                               Total Change is:     2,770
         0        479        -25       -204          0        185      2,830      2,201       -241       -100       -231        375        -50         27
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       61.2        0.0       19.2        0.0        0.7       64.8       27.0        3.0        2.3        3.4        1.3        6.0        3.4
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0          .          0          .         10         10          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    49,416
Positions
     2,644     14,301          3      2,171     20,432         34     36,580      9,330        910      1,541      1,012          0      5,533      3,394
 
Changes from:       September 20, 2016                               Total Change is:      -110
       188      2,252          0       -531      3,672          0         30     -5,509          1        265       -317          0        -63       -209
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       28.9        0.0        4.4       41.3        0.1       74.0       18.9        1.8        3.1        2.0        0.0       11.2        6.9
 
Number of Traders in Each Category                                    Total Traders:        87 
         4          5          .          8          5          .         41         17          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    60,653
Positions
     8,825     39,085        724      6,724      1,220        295     34,511      7,479        183      1,304      3,497        151      7,937      8,020
 
Changes from:       September 20, 2016                               Total Change is:     2,539
      -227        728          7      1,090       -382         63      1,657      1,431        -94        -78        445          2        119        339
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       64.4        1.2       11.1        2.0        0.5       56.9       12.3        0.3        2.1        5.8        0.2       13.1       13.2
 
Number of Traders in Each Category                                    Total Traders:       118 
        13         23          .          9          .          4         37         14          4          6         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   121,306
Positions
    17,650     78,170      1,448     13,448      2,439        590     69,021     14,958        366      2,607      6,994        302     15,874     16,039
 
Changes from:       September 20, 2016                               Total Change is:     5,078
      -453      1,455         14      2,180       -763        125      3,313      2,862       -187       -156        890          4        238        678
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       64.4        1.2       11.1        2.0        0.5       56.9       12.3        0.3        2.1        5.8        0.2       13.1       13.2
 
Number of Traders in Each Category                                    Total Traders:       118 
        13         23          .          9          .          4         37         14          4          6         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   641,376
Positions
    82,437     74,574      7,275    290,988    201,466     61,325     67,699    152,154     18,746     24,424     33,001      4,203     84,278     88,632
 
Changes from:       September 20, 2016                               Total Change is:       293
       497     -5,165      1,724        321     -1,725     -3,691      1,268      6,992       -970        200      1,522        255        689      1,351
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       11.6        1.1       45.4       31.4        9.6       10.6       23.7        2.9        3.8        5.1        0.7       13.1       13.8
 
Number of Traders in Each Category                                    Total Traders:       597 
        37         32         17        119         86         90         74        134         70         47         67         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    63,904
Positions
    10,879      8,722      1,310     14,764     19,711      2,359      4,346      4,822         20      2,954      2,205         25     27,247     24,730
 
Changes from:       September 20, 2016                               Total Change is:     2,569
        23        978      1,150       -211      2,561       -981      2,171     -1,476         -5         44        101          0        378        241
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       13.6        2.0       23.1       30.8        3.7        6.8        7.5        0.0        4.6        3.5        0.0       42.6       38.7
 
Number of Traders in Each Category                                    Total Traders:        57 
         5          5          .         10          .          4         10         14          .          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 2,887,362
Positions
   365,329    336,801     22,286  1,391,298    918,950    284,652    340,017    759,911     70,382    114,761    161,392     13,480    285,157    319,508
 
Changes from:       September 20, 2016                               Total Change is:   -11,379
     3,287    -29,799      1,956        909    -23,178    -11,802     -2,824     44,030     -6,516      1,620      7,943        437      1,554      5,550
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       11.7        0.8       48.2       31.8        9.9       11.8       26.3        2.4        4.0        5.6        0.5        9.9       11.1
 
Number of Traders in Each Category                                    Total Traders:       588 
        36         33         15        118         84         86         74        132         59         47         63         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    82,981
Positions
     1,616     30,685        442     39,373     43,232      3,639     25,043      1,372        408          0        459          0     12,460      2,744
 
Changes from:       September 20, 2016                               Total Change is:     1,905
      -102      1,247          0        -91        396        334      1,389       -534        274          0          0          0        101        188
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       37.0        0.5       47.4       52.1        4.4       30.2        1.7        0.5        0.0        0.6        0.0       15.0        3.3
 
Number of Traders in Each Category                                    Total Traders:        82 
         4          7          .         31         14         15         21          .          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    59,441
Positions
     4,441     30,374        166     16,167      5,362      1,151     28,697     14,559        470      2,213      1,901         81      6,056      5,377
 
Changes from:       September 20, 2016                               Total Change is:     4,473
      -353      3,748         14        -30        -20        259      4,034        -62        113        -90        184         33        493        204
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       51.1        0.3       27.2        9.0        1.9       48.3       24.5        0.8        3.7        3.2        0.1       10.2        9.0
 
Number of Traders in Each Category                                    Total Traders:       249 
        12         23          5         44         18         13         65         48         15         17         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   297,206
Positions
    22,205    151,872        829     80,836     26,812      5,757    143,483     72,794      2,348     11,067      9,506        403     30,278     26,885
 
Changes from:       September 20, 2016                               Total Change is:    22,366
    -1,767     18,738         72       -150       -101      1,297     20,171       -310        565       -450        921        164      2,464      1,020
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       51.1        0.3       27.2        9.0        1.9       48.3       24.5        0.8        3.7        3.2        0.1       10.2        9.0
 
Number of Traders in Each Category                                    Total Traders:       249 
        12         23          5         44         18         13         65         48         15         17         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   330,116
Positions
    69,292     49,524      1,141    115,063    141,809     24,479     83,866     82,927      8,851      6,141      6,693         63     21,220     14,629
 
Changes from:       September 20, 2016                               Total Change is:     7,382
      -674     11,181        212      3,662     -6,482        493      2,636        239        180       -189        266          0      1,062      1,293
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       15.0        0.3       34.9       43.0        7.4       25.4       25.1        2.7        1.9        2.0        0.0        6.4        4.4
 
Number of Traders in Each Category                                    Total Traders:       257 
        14         18          .         56         43         30         49         51         23         11         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    34,218
Positions
       728     24,630        117     16,146      1,079        114      3,470        638          1      5,810      1,940          0      7,832      5,699
 
Changes from:       September 20, 2016                               Total Change is:       976
         0        685          0       -926        491         42        899       -690          1       -210       -316          0      1,170        763
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       72.0        0.3       47.2        3.2        0.3       10.1        1.9        0.0       17.0        5.7        0.0       22.9       16.7
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          5          .         13          .          .          8          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    51,862
Positions
    13,491      5,984      2,276      8,631     13,386      1,721     14,586      8,622        319      1,908      1,243          0      8,930     18,311
 
Changes from:       September 20, 2016                               Total Change is:     6,808
      -406      2,012        596     -2,818      3,311      1,142      7,518      1,917       -359      1,042        127          0         93     -1,938
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       11.5        4.4       16.6       25.8        3.3       28.1       16.6        0.6        3.7        2.4        0.0       17.2       35.3
 
Number of Traders in Each Category                                    Total Traders:        71 
        14          9          4          7          8          5         13         15          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   210,580
Positions
    10,374    117,362        217    136,260     61,180     16,340     33,691      7,673      2,488      2,896      1,453          0      8,314      3,867
 
Changes from:       September 20, 2016                               Total Change is:     1,409
        61      3,035        -29      2,047        378       -474        496     -1,225        -25       -613        -35          0        -54       -216
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       55.7        0.1       64.7       29.1        7.8       16.0        3.6        1.2        1.4        0.7        0.0        3.9        1.8
 
Number of Traders in Each Category                                    Total Traders:       114 
         7          9          .         42         23         20         16         10          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   850,885
Positions
    41,683    634,102      3,280    468,685     84,509     61,486    197,956     32,307      8,281     46,600     16,693      1,256     21,658      8,971
 
Changes from:       September 20, 2016                               Total Change is:    36,616
     2,506     51,044        832     35,924     -7,220    -13,102      6,926      5,442          4      2,048        702         -2      1,480     -1,084
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       74.5        0.4       55.1        9.9        7.2       23.3        3.8        1.0        5.5        2.0        0.1        2.5        1.1
 
Number of Traders in Each Category                                    Total Traders:       308 
        21         21          8        106         34         43         53         20         13         37         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   564,271
Positions
    20,472     28,790      2,364    177,983    151,193    113,055     64,466     87,814     12,830      9,273     30,801         11    163,817    137,413
 
Changes from:       September 20, 2016                               Total Change is:     4,077
    -3,984     -5,222       -671      2,909     -3,260      3,960      3,773      5,873     -4,202     -5,370      3,889       -112      7,774      3,822
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        5.1        0.4       31.5       26.8       20.0       11.4       15.6        2.3        1.6        5.5        0.0       29.0       24.4
 
Number of Traders in Each Category                                    Total Traders:       147 
         9         10          4         39         26         34         24         27         13          7          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   605,356
Positions
     5,287     67,061      1,163    303,031     88,216     99,328     35,803    235,172     23,876     15,084      3,875        508    121,276     86,157
 
Changes from:       September 20, 2016                               Total Change is:     7,108
     2,034        528        277      2,345     -7,480      5,727     -2,595      5,244      2,690       -123          0          0     -3,247        122
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       11.1        0.2       50.1       14.6       16.4        5.9       38.8        3.9        2.5        0.6        0.1       20.0       14.2
 
Number of Traders in Each Category                                    Total Traders:       100 
         .          8          .         43         11         31         12         18         13          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 1,018,599
Positions
    34,895    125,206      4,875    308,078    165,201    135,520    313,570    167,534     37,929     62,053    232,001      4,881    116,798    145,452
 
Changes from:       September 20, 2016                               Total Change is:    52,879
     1,820     35,419     -3,373      9,477      7,802     -5,620     43,600     21,417        172      6,060     -9,378        692         51      5,748
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       12.3        0.5       30.2       16.2       13.3       30.8       16.4        3.7        6.1       22.8        0.5       11.5       14.3
 
Number of Traders in Each Category                                    Total Traders:       239 
        11         32          6         52         35         45         38         32         26         15         24          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 2,819,244
Positions
   126,878    185,472     43,482    857,531    922,896    430,772    542,186    589,598     66,760    381,061    140,333     13,795    356,779    426,136
 
Changes from:       September 20, 2016                               Total Change is:    55,588
    -9,261      4,969     -2,154     33,527     -8,242     18,516      6,048     27,427     13,531    -15,122      2,876     -3,716     14,219      2,381
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        6.6        1.5       30.4       32.7       15.3       19.2       20.9        2.4       13.5        5.0        0.5       12.7       15.1
 
Number of Traders in Each Category                                    Total Traders:       349 
        18         35         11         56         74         75         60         63         41         18         25         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   225,380
Positions
     4,963     25,365         57     39,829     94,947      5,964    109,453      9,710      2,216      3,703      4,129          0     59,195     82,992
 
Changes from:       September 20, 2016                               Total Change is:    15,691
      -263      7,255        -90    -13,405      9,909        -69     23,761      2,225      1,902          0          0          0      3,855     -5,441
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       11.3        0.0       17.7       42.1        2.6       48.6        4.3        1.0        1.6        1.8        0.0       26.3       36.8
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          4          .          5         14          9          8          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 2,805,086
Positions
    34,376    300,083     28,920  1,574,299    477,720    316,572    323,099  1,064,897     70,767    199,349    210,809      7,981    249,723    327,337
 
Changes from:       September 20, 2016                               Total Change is:    36,708
   -14,137     41,172     -2,706     30,012    -20,259       -519     19,530     29,020    -19,024      3,453      7,081        734     19,365      1,209
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       10.7        1.0       56.1       17.0       11.3       11.5       38.0        2.5        7.1        7.5        0.3        8.9       11.7
 
Number of Traders in Each Category                                    Total Traders:       296 
         6         34         12         58         44         49         41         64         35         17         32          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 1,139,523
Positions
   374,202    222,891    291,595      1,572     26,830     21,546    113,343    209,633    217,824     29,632     16,878     66,929     22,880     65,397
 
Changes from:       September 20, 2016                               Total Change is:     3,147
   -36,158      4,135     11,227    -12,260      1,852      5,325     28,544    -32,387      4,801    -10,284     -8,069      9,753      2,199      6,510
 
Percent of Open Interest Represented by Each Category of Trader
      32.8       19.6       25.6        0.1        2.4        1.9        9.9       18.4       19.1        2.6        1.5        5.9        2.0        5.7
 
Number of Traders in Each Category                                    Total Traders:       159 
        20         39         44          .          6          .         24         47         39          5         13         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 is10,917,029
Positions
 3,631,897  1,048,754  2,309,384    303,299  1,741,680    484,875    528,342  1,043,580  1,954,500    653,658    896,968    327,908    723,166  1,109,380
 
Changes from:       September 20, 2016                               Total Change is:   135,618
    38,047     39,020     55,698     15,670     51,495      2,841     59,542    -13,326    -50,142     24,060     27,789     11,033    -21,131     11,210
 
Percent of Open Interest Represented by Each Category of Trader
      33.3        9.6       21.2        2.8       16.0        4.4        4.8        9.6       17.9        6.0        8.2        3.0        6.6       10.2
 
Number of Traders in Each Category                                    Total Traders:       274 
        36         45         73          9         24         25         31         77         95          9         25         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    26,696
Positions
     2,211      4,397          0         50     10,756        108     14,445      8,385          0      9,241      2,464        453        188        133
 
Changes from:       September 20, 2016                               Total Change is:     1,514
       202        557          0          0        142          0      1,132        471          0         89        221        124        -33         -1
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       16.5        0.0        0.2       40.3        0.4       54.1       31.4        0.0       34.6        9.2        1.7        0.7        0.5
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          8          0          .         11          .          7          8          0          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    24,398
Positions
     3,965      3,815          0        327      7,021        357     17,953      8,398          0      1,604      4,545        136         56        126
 
Changes from:       September 20, 2016                               Total Change is:     2,339
       881      1,133          0          0        179          0      1,441        984          0         22          0          0         -5         43
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       15.6        0.0        1.3       28.8        1.5       73.6       34.4        0.0        6.6       18.6        0.6        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        32 
         4          4          0          .          .          .         11          4          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    50,534
Positions
       204     17,897          0     12,397        649      1,760      6,784     23,032      4,640     17,212        235         61      7,476      2,260
 
Changes from:       September 20, 2016                               Total Change is:     2,570
       -56       -120          0       -810       -112          9       -299      1,909        877      2,341        -58         61        447          4
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       35.4        0.0       24.5        1.3        3.5       13.4       45.6        9.2       34.1        0.5        0.1       14.8        4.5
 
Number of Traders in Each Category                                    Total Traders:       121 
         .          .          0          7          4          5         29         31         15         41          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   473,209
Positions
   127,589     19,889     33,214    100,253     38,828     41,188     32,263    194,825     87,400      9,034      8,704     17,031     25,237     32,130
 
Changes from:       September 20, 2016                               Total Change is:     2,104
     7,295      4,850     -9,000     34,851      5,312     -7,925    -21,623     12,986       -456      2,555      1,258     -1,990     -1,603     -2,931
 
Percent of Open Interest Represented by Each Category of Trader
      27.0        4.2        7.0       21.2        8.2        8.7        6.8       41.2       18.5        1.9        1.8        3.6        5.3        6.8
 
Number of Traders in Each Category                                    Total Traders:       206 
        17          9         19         10         19         10         36         68         54         17         21         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    21,543
Positions
        48      3,316          0     14,793         46        326      2,681     16,582        390      3,157        863          0        148         20
 
Changes from:       September 20, 2016                               Total Change is:      -394
      -914        406          0      4,403        -95        326       -457      2,829     -3,827         90          0          0        -15        -33
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       15.4        0.0       68.7        0.2        1.5       12.4       77.0        1.8       14.7        4.0        0.0        0.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          0          9          .          .          9          6          .          7          .          0
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Updated September 30, 2016