Traders in Financial Futures - Futures Only Positions as of November 29, 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   114,416
Positions
    40,625     19,256        332     27,366     12,959        662     10,701     39,427      2,518      4,615      3,059      1,771     25,826     34,432
 
Changes from:       November 22, 2016                                Total Change is:    -4,251
    -3,042       -200        105     -2,205        106        -35        679     -2,342        207     -1,170        201         15      1,195     -2,308
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       16.8        0.3       23.9       11.3        0.6        9.4       34.5        2.2        4.0        2.7        1.5       22.6       30.1
 
Number of Traders in Each Category                                    Total Traders:        90 
         8          6          .          9         14          .         11         31         11          6          5          4
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Traders in Financial Futures - Futures Only Positions as of November 29, 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   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    67,062
Positions
    46,583          0         15      1,606      3,664          0     12,111     37,054        372        415          0          0      5,960     25,957
 
Changes from:       November 22, 2016                                Total Change is:     6,871
     4,363          0         -1          0        401          0      1,858      4,819         -1        -11          0          0        663      1,653
 
Percent of Open Interest Represented by Each Category of Trader
      69.5        0.0        0.0        2.4        5.5        0.0       18.1       55.3        0.6        0.6        0.0        0.0        8.9       38.7
 
Number of Traders in Each Category                                    Total Traders:        49 
         9          0          .          .          .          0         15         20          6          .          0          0
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Traders in Financial Futures - Futures Only Positions as of November 29, 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   244,257
Positions
   150,867     11,438      4,094      9,014     71,160      3,688     40,880     94,875      8,842      3,283     13,323        305     23,284     36,532
 
Changes from:       November 22, 2016                                Total Change is:     1,341
     2,121        861        357        -80      1,064        748     -3,889     -2,490      1,491        100         94       -139        632       -645
 
Percent of Open Interest Represented by Each Category of Trader
      61.8        4.7        1.7        3.7       29.1        1.5       16.7       38.8        3.6        1.3        5.5        0.1        9.5       15.0
 
Number of Traders in Each Category                                    Total Traders:       135 
         8         10          6          6         25          9         27         48         22          5          6          .
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Traders in Financial Futures - Futures Only Positions as of November 29, 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   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   202,171
Positions
   105,666      9,726      2,431     23,147     53,143      5,059     42,122     46,057      2,914      1,573     39,683         66     19,193     43,092
 
Changes from:       November 22, 2016                                Total Change is:    14,487
    19,362     -1,465       -209     -6,188      3,460        206      1,529      4,409        -33       -383      3,881          0        203      4,238
 
Percent of Open Interest Represented by Each Category of Trader
      52.3        4.8        1.2       11.4       26.3        2.5       20.8       22.8        1.4        0.8       19.6        0.0        9.5       21.3
 
Number of Traders in Each Category                                    Total Traders:       120 
        12          8          5          9         23          9         19         39         12          .          7          .
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Traders in Financial Futures - Futures Only Positions as of November 29, 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   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   447,190
Positions
   142,169     20,780     15,139    142,027     98,728     14,605     43,426    199,792      9,398     24,459     23,227      1,286     54,681     64,235
 
Changes from:       November 22, 2016                                Total Change is:    12,422
     9,376      1,888        -87      3,154      1,356       -328     -1,628     18,817      1,487       -647     -8,638        122        973     -2,195
 
Percent of Open Interest Represented by Each Category of Trader
      31.8        4.6        3.4       31.8       22.1        3.3        9.7       44.7        2.1        5.5        5.2        0.3       12.2       14.4
 
Number of Traders in Each Category                                    Total Traders:       250 
        19         11         12         46         36         36         25         68         19         24         20          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    92,699
Positions
    16,345     20,617        949      9,399     12,887        642     37,449     25,725      2,742      3,326      3,630          0     21,847     25,507
 
Changes from:       November 22, 2016                                Total Change is:    -8,290
     9,251     -8,625        434     -1,404        453          0     -8,070       -229        255     -7,167        787        -12     -1,577     -1,353
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       22.2        1.0       10.1       13.9        0.7       40.4       27.8        3.0        3.6        3.9        0.0       23.6       27.5
 
Number of Traders in Each Category                                    Total Traders:        91 
         9          7          4          6         11          .         26         20         13          6          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    33,151
Positions
     3,084     29,630         65      5,159          0          0     23,149      1,163         44        400      1,650          0      1,250        599
 
Changes from:       November 22, 2016                                Total Change is:        -3
       113        133         65          6          0          0        -96         -4         -3          0          0          0        -88       -194
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       89.4        0.2       15.6        0.0        0.0       69.8        3.5        0.1        1.2        5.0        0.0        3.8        1.8
 
Number of Traders in Each Category                                    Total Traders:        28 
         4          6          .          .          0          0         13          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   155,401
Positions
    56,738     44,474      6,400     50,037      6,485        159     16,754     67,356     16,697      2,251      6,480         15      6,350      7,335
 
Changes from:       November 22, 2016                                Total Change is:       425
       747     -7,794      6,399     -3,013        195         -3        129      4,688     -3,955          0        363         -5        126        537
 
Percent of Open Interest Represented by Each Category of Trader
      36.5       28.6        4.1       32.2        4.2        0.1       10.8       43.3       10.7        1.4        4.2        0.0        4.1        4.7
 
Number of Traders in Each Category                                    Total Traders:       138 
         6          8          .         11          9          4         19         54         15         12         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    32,314
Positions
         0     19,990      4,528      5,661          0          0     17,374      3,112      2,571        636      1,303          0      1,544        810
 
Changes from:       November 22, 2016                                Total Change is:     6,615
         0          0      4,505        -36          0          0       -527       -603      2,375        400        262          0       -102         76
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       61.9       14.0       17.5        0.0        0.0       53.8        9.6        8.0        2.0        4.0        0.0        4.8        2.5
 
Number of Traders in Each Category                                    Total Traders:        32 
         0          .          .          .          0          0         12          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    49,885
Positions
    16,865     11,550        116        494     24,829         59     26,956      6,436      1,640          0      1,797          0      3,755      3,458
 
Changes from:       November 22, 2016                                Total Change is:      -122
     3,688          2        -31        102          0          0     -2,942          9        -80       -288       -210          0       -571        188
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       23.2        0.2        1.0       49.8        0.1       54.0       12.9        3.3        0.0        3.6        0.0        7.5        6.9
 
Number of Traders in Each Category                                    Total Traders:        71 
         9          4          .          .          4          .         30         14          7          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    72,827
Positions
     9,252     40,712      1,059      9,394      1,500        212     41,260     10,361      1,393      1,022      5,330        153      9,083     12,108
 
Changes from:       November 22, 2016                                Total Change is:     5,567
        31      5,038        148      2,033        124        -25      3,770        971       -191        110       -169          1       -310       -330
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       55.9        1.5       12.9        2.1        0.3       56.7       14.2        1.9        1.4        7.3        0.2       12.5       16.6
 
Number of Traders in Each Category                                    Total Traders:       127 
        12         28          4         12          .          4         42         14          5          .         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   145,653
Positions
    18,503     81,423      2,118     18,788      3,000        424     82,519     20,721      2,786      2,044     10,660        305     18,166     24,216
 
Changes from:       November 22, 2016                                Total Change is:    11,133
        62     10,075        295      4,066        247        -49      7,539      1,941       -381        220       -337          1       -620       -659
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       55.9        1.5       12.9        2.1        0.3       56.7       14.2        1.9        1.4        7.3        0.2       12.5       16.6
 
Number of Traders in Each Category                                    Total Traders:       127 
        12         28          4         12          .          4         42         14          5          .         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   707,887
Positions
    76,496     66,695     39,610    284,375    218,304     63,147     84,651    139,926     31,415     23,064     39,610      4,688    100,440    104,492
 
Changes from:       November 22, 2016                                Total Change is:    10,126
      -943        175      3,509     11,078      2,713       -920       -613      8,933         -9        894      1,778      1,105     -3,976     -7,158
 
Percent of Open Interest Represented by Each Category of Trader
      10.8        9.4        5.6       40.2       30.8        8.9       12.0       19.8        4.4        3.3        5.6        0.7       14.2       14.8
 
Number of Traders in Each Category                                    Total Traders:       609 
        38         28         32        129         90         91         80        133         77         47         62         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    91,633
Positions
    23,894     13,812        655     18,948     20,558      1,815     14,523      9,639        225      2,317        151         89     29,167     44,689
 
Changes from:       November 22, 2016                                Total Change is:     1,200
       778      1,120          0         12        885       -149      1,551      2,189         25         55        -40         14     -1,086     -2,844
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       15.1        0.7       20.7       22.4        2.0       15.8       10.5        0.2        2.5        0.2        0.1       31.8       48.8
 
Number of Traders in Each Category                                    Total Traders:        61 
        10          5          .          9          5          .         12         13          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 3,081,271
Positions
   338,513    339,916    119,274  1,340,206  1,001,802    293,592    425,907    726,701     80,680    104,286    197,846     22,446    356,367    299,014
 
Changes from:       November 22, 2016                                Total Change is:    44,630
     6,325     10,206      2,615     53,422      7,229     -1,945     -7,797     36,742     -3,194      4,431      9,324      5,221    -14,448    -21,568
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       11.0        3.9       43.5       32.5        9.5       13.8       23.6        2.6        3.4        6.4        0.7       11.6        9.7
 
Number of Traders in Each Category                                    Total Traders:       601 
        35         32         26        128         86         88         81        132         69         45         61         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    88,480
Positions
     1,367     34,502        485     45,078     41,900      2,491     26,659      3,441        111          0      1,229          0     12,289      4,321
 
Changes from:       November 22, 2016                                Total Change is:     5,378
      -292      5,394         41      2,965        248         -7      1,425       -905        -15          0         40          0      1,261        582
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       39.0        0.5       50.9       47.4        2.8       30.1        3.9        0.1        0.0        1.4        0.0       13.9        4.9
 
Number of Traders in Each Category                                    Total Traders:        82 
         .          8          .         32         14         17         16          5          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    51,057
Positions
     7,310     20,452        288     13,037      6,056        877     20,588     15,287        630      2,144      2,284         63      6,120      5,119
 
Changes from:       November 22, 2016                                Total Change is:       940
     1,547        710         26        208       -120        -53       -804         74        -92       -254        364          1        360         30
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       40.1        0.6       25.5       11.9        1.7       40.3       29.9        1.2        4.2        4.5        0.1       12.0       10.0
 
Number of Traders in Each Category                                    Total Traders:       249 
        17         23          9         42         20         10         60         55         19         14         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   255,284
Positions
    36,548    102,262      1,441     65,183     30,282      4,385    102,942     76,433      3,150     10,722     11,421        313     30,600     25,597
 
Changes from:       November 22, 2016                                Total Change is:     4,698
     7,737      3,548        131      1,041       -600       -267     -4,020        368       -458     -1,271      1,822          4      1,801        150
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       40.1        0.6       25.5       11.9        1.7       40.3       29.9        1.2        4.2        4.5        0.1       12.0       10.0
 
Number of Traders in Each Category                                    Total Traders:       249 
        17         23          9         42         20         10         60         55         19         14         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   355,514
Positions
    41,816    115,309      1,244    160,999     81,117     15,699     94,908    106,661      7,094      8,656      8,659        388     24,710     19,343
 
Changes from:       November 22, 2016                                Total Change is:     2,846
    -6,736     11,209         67     14,434     -1,504       -476     -2,268     -4,298       -673       -434       -645        -15     -1,053       -819
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       32.4        0.3       45.3       22.8        4.4       26.7       30.0        2.0        2.4        2.4        0.1        7.0        5.4
 
Number of Traders in Each Category                                    Total Traders:       277 
        16         20          5         69         39         30         57         51         19         13         12          .
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Traders in Financial Futures - Futures Only Positions as of November 29, 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    36,014
Positions
     1,442     27,424        253     15,265        550         69      5,700      1,423          0      4,761      1,625          0      8,524      4,670
 
Changes from:       November 22, 2016                                Total Change is:       178
        -6        103        136        -10          0       -176        352       -234          0        -43         58          0        -75        291
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       76.1        0.7       42.4        1.5        0.2       15.8        4.0        0.0       13.2        4.5        0.0       23.7       13.0
 
Number of Traders in Each Category                                    Total Traders:        49 
         5          6          .         16          .          .          9          4          0          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    73,354
Positions
    21,439     17,317      1,187     17,298     13,495      2,742     13,183     19,793      1,981      2,514      1,736      1,018     11,992     14,085
 
Changes from:       November 22, 2016                                Total Change is:     4,153
       475        116       -229        680     -7,198        779        767      3,157          6        153       -958      1,018        504      7,462
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       23.6        1.6       23.6       18.4        3.7       18.0       27.0        2.7        3.4        2.4        1.4       16.3       19.2
 
Number of Traders in Each Category                                    Total Traders:        88 
        13         15          .         11         10          8         14         16          6          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   224,724
Positions
     7,326    128,281      2,673    155,400     62,230     13,408     33,597      9,503      2,575      3,019      1,990          0      6,726      4,064
 
Changes from:       November 22, 2016                                Total Change is:    -2,098
        21      1,598        369     -1,261      1,701       -151       -335     -5,045        -55       -312        186          0       -374       -701
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       57.1        1.2       69.2       27.7        6.0       15.0        4.2        1.1        1.3        0.9        0.0        3.0        1.8
 
Number of Traders in Each Category                                    Total Traders:       121 
         8         11          5         45         23         21         14         11          8          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   827,266
Positions
    33,551    595,212     10,859    481,396    104,489     63,276    156,663     21,348     11,257     48,035     11,456      1,075     21,154      8,294
 
Changes from:       November 22, 2016                                Total Change is:    -6,116
    -3,134     -6,129      3,384     -1,187     -2,649      2,985     -4,633     -3,004        421     -2,751       -830         36     -1,237       -330
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       71.9        1.3       58.2       12.6        7.6       18.9        2.6        1.4        5.8        1.4        0.1        2.6        1.0
 
Number of Traders in Each Category                                    Total Traders:       303 
        25         21          9         99         37         46         51         20         19         35         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   578,177
Positions
     8,236     43,289      9,335    263,878    126,938     79,940     38,861    115,844     14,804     19,653     13,739         63    143,407    174,225
 
Changes from:       November 22, 2016                                Total Change is:   -23,914
   -10,763      2,019      5,606     20,499     -8,628     -2,999    -25,294      7,842    -14,460     10,001     -1,898     -1,177     -5,327    -10,219
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        7.5        1.6       45.6       22.0       13.8        6.7       20.0        2.6        3.4        2.4        0.0       24.8       30.1
 
Number of Traders in Each Category                                    Total Traders:       147 
         5         12          8         42         23         31         21         32         22          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   654,331
Positions
     6,167    114,152      5,307    359,645    106,205     83,077     37,025    207,348     23,805     14,526      7,551        456    124,323    106,430
 
Changes from:       November 22, 2016                                Total Change is:   -28,459
    -1,446      2,056     -3,754     13,347     -7,120      1,005      4,352      8,871    -29,044        273        -14         -8    -13,184       -451
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       17.4        0.8       55.0       16.2       12.7        5.7       31.7        3.6        2.2        1.2        0.1       19.0       16.3
 
Number of Traders in Each Category                                    Total Traders:       100 
         .         10          7         47         10         31         10         15         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 1,157,658
Positions
    38,758     58,242     28,242    326,070    260,542    136,133    299,694    161,943    117,251    103,433    232,489      6,055    102,022    156,761
 
Changes from:       November 22, 2016                                Total Change is:   -34,749
    -5,606    -16,530     13,096    -17,301      2,577    -12,903     27,406    -19,479        147    -21,254      5,888     -3,722    -14,612     -3,823
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        5.0        2.4       28.2       22.5       11.8       25.9       14.0       10.1        8.9       20.1        0.5        8.8       13.5
 
Number of Traders in Each Category                                    Total Traders:       233 
        11         21         15         57         35         44         44         26         30         16         23          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 3,008,378
Positions
   108,747    233,588     56,524  1,049,183    889,769    443,575    478,372    577,085    137,669    400,319    135,710     26,534    307,455    507,924
 
Changes from:       November 22, 2016                                Total Change is:  -122,962
   -10,626    -79,458      9,578    154,504    -83,290     13,204   -169,586    112,973    -67,808    -18,030    -14,169        607    -34,805    -14,599
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        7.8        1.9       34.9       29.6       14.7       15.9       19.2        4.6       13.3        4.5        0.9       10.2       16.9
 
Number of Traders in Each Category                                    Total Traders:       363 
        25         31         23         55         80         80         54         65         54         25         28         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   315,299
Positions
    14,073     11,700      5,019     59,769    150,127      7,355    124,001     18,308     14,356      8,794      6,629          0     81,932    101,805
 
Changes from:       November 22, 2016                                Total Change is:    12,466
       885      3,165     -1,685      5,416       -183      3,423     -5,433      2,277      3,562      1,984          0          0      4,314      1,907
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        3.7        1.6       19.0       47.6        2.3       39.3        5.8        4.6        2.8        2.1        0.0       26.0       32.3
 
Number of Traders in Each Category                                    Total Traders:        48 
         4          4          5          7         16         14         10          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 3,026,123
Positions
    84,138    254,567     59,277  1,638,056    385,416    286,656    217,382  1,168,848    265,693    194,972    199,655     15,290    264,659    390,721
 
Changes from:       November 22, 2016                                Total Change is:  -128,752
    12,491    -66,185    -76,050     36,743     30,112    -46,825    -56,254     59,110      2,317     17,558    -15,825        863    -19,595    -16,269
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        8.4        2.0       54.1       12.7        9.5        7.2       38.6        8.8        6.4        6.6        0.5        8.7       12.9
 
Number of Traders in Each Category                                    Total Traders:       292 
        12         33         19         59         45         54         42         59         50         15         27          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 1,012,863
Positions
   330,474    151,108    323,054          0     22,509      4,052     89,802    251,727    167,929     32,734      6,111     41,054     23,764     45,319
 
Changes from:       November 22, 2016                                Total Change is:    57,249
     9,022    -12,860     25,172          0      3,216         -1     18,475     37,350     13,516     -4,208     -1,651       -150     -4,577     -7,343
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       14.9       31.9        0.0        2.2        0.4        8.9       24.9       16.6        3.2        0.6        4.1        2.3        4.5
 
Number of Traders in Each Category                                    Total Traders:       137 
        26         35         48          0          6          .         26         28         39          9          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 is12,500,249
Positions
 4,568,454    785,826  2,799,691     37,326  1,639,145    432,694    526,365  2,210,691  2,179,602    804,831    669,113    608,482    542,804  1,175,005
 
Changes from:       November 22, 2016                                Total Change is:    23,001
    33,066      9,106     27,333     -2,989     10,920     24,463     -8,806    -34,397     30,323     57,942     79,287    -89,093    -49,238    -34,941
 
Percent of Open Interest Represented by Each Category of Trader
      36.5        6.3       22.4        0.3       13.1        3.5        4.2       17.7       17.4        6.4        5.4        4.9        4.3        9.4
 
Number of Traders in Each Category                                    Total Traders:       280 
        38         42         73          8         25         26         24         95         88         12         25         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    31,491
Positions
     5,855      7,062          0        137     13,577        113     14,996      6,183          0     10,083      4,021        270         37        265
 
Changes from:       November 22, 2016                                Total Change is:       806
       299         48          0          4         34          0        497        106          0        -20        581         28         -2          9
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       22.4        0.0        0.4       43.1        0.4       47.6       19.6        0.0       32.0       12.8        0.9        0.1        0.8
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          8          0          .         12          .          5          8          0          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    43,590
Positions
     4,431     21,694          0        340      7,028        426     37,189      8,520          0      1,025      5,702        136         43         84
 
Changes from:       November 22, 2016                                Total Change is:     4,306
     1,027      3,344          0         -3        217          3      3,413        453          0       -174        280          0         40          9
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       49.8        0.0        0.8       16.1        1.0       85.3       19.5        0.0        2.4       13.1        0.3        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          5          0          .          5          .          8          6          0          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    92,156
Positions
       798     50,887        505     21,594        300      1,771     34,356     29,408      4,865     18,681      1,241         24      9,562      3,155
 
Changes from:       November 22, 2016                                Total Change is:    -1,809
       -34       -827        505        739          0         11      1,144     -3,131      1,887     -6,225         39          2        162       -295
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       55.2        0.5       23.4        0.3        1.9       37.3       31.9        5.3       20.3        1.3        0.0       10.4        3.4
 
Number of Traders in Each Category                                    Total Traders:       157 
         6          .          .         15          .          .         54         20         13         44         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   408,886
Positions
    94,838     16,516     15,615    110,832     37,319     24,034     44,343    195,494     69,278      8,130      5,474     11,103     30,713     34,053
 
Changes from:       November 22, 2016                                Total Change is:    18,949
     2,296      1,659       -397      7,883      2,942     -5,998      4,698     13,124      5,097      3,035       -101     -1,852      4,187      4,475
 
Percent of Open Interest Represented by Each Category of Trader
      23.2        4.0        3.8       27.1        9.1        5.9       10.8       47.8       16.9        2.0        1.3        2.7        7.5        8.3
 
Number of Traders in Each Category                                    Total Traders:       213 
        16          7         17         16         20         11         39         69         57         17         15         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    21,694
Positions
        30      3,667          0     11,525        970          4      7,081     16,669        369      2,600          0          0         85         15
 
Changes from:       November 22, 2016                                Total Change is:     3,975
         0        388          0      1,151          0          0      3,505      3,590          0       -631          0          0        -50         -3
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       16.9        0.0       53.1        4.5        0.0       32.6       76.8        1.7       12.0        0.0        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          0         10          .          .          9          9          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated December 2, 2016