Traders in Financial Futures - Futures Only Positions as of December 6, 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   107,289
Positions
    28,802     18,994        401     27,594     10,677        574     13,129     36,705      2,861      4,549      2,963      1,948     27,431     32,166
 
Changes from:       November 29, 2016                                Total Change is:    -7,127
   -11,823       -262         69        228     -2,282        -88      2,428     -2,722        343        -66        -96        177      1,605     -2,266
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       17.7        0.4       25.7       10.0        0.5       12.2       34.2        2.7        4.2        2.8        1.8       25.6       30.0
 
Number of Traders in Each Category                                    Total Traders:        86 
         8          6          6          9         10          .         12         30         12          6          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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    65,455
Positions
    44,644        337        546      1,606      3,645          0     10,048     34,171      1,137        446          0          0      7,028     25,619
 
Changes from:       November 29, 2016                                Total Change is:    -1,607
    -1,939        337        531          0        -19          0     -2,063     -2,883        765         31          0          0      1,068       -338
 
Percent of Open Interest Represented by Each Category of Trader
      68.2        0.5        0.8        2.5        5.6        0.0       15.4       52.2        1.7        0.7        0.0        0.0       10.7       39.1
 
Number of Traders in Each Category                                    Total Traders:        46 
         9          .          4          .          .          0         11         19         10          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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   243,671
Positions
   151,870     16,914      3,895      8,578     72,618      5,677     32,585     81,116     14,150      3,793     13,777        457     22,666     35,067
 
Changes from:       November 29, 2016                                Total Change is:      -586
     1,003      5,476       -199       -436      1,458      1,989     -8,295    -13,759      5,308        510        454        152       -618     -1,465
 
Percent of Open Interest Represented by Each Category of Trader
      62.3        6.9        1.6        3.5       29.8        2.3       13.4       33.3        5.8        1.6        5.7        0.2        9.3       14.4
 
Number of Traders in Each Category                                    Total Traders:       132 
         9          9          8          5         24          8         22         49         24          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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   235,915
Positions
   130,451      7,912      2,596     22,264     59,780      5,929     50,263     70,939      3,507      1,956     43,147         66     18,883     42,039
 
Changes from:       November 29, 2016                                Total Change is:    33,744
    24,785     -1,814        165       -883      6,637        870      8,141     24,882        593        383      3,464          0       -310     -1,053
 
Percent of Open Interest Represented by Each Category of Trader
      55.3        3.4        1.1        9.4       25.3        2.5       21.3       30.1        1.5        0.8       18.3        0.0        8.0       17.8
 
Number of Traders in Each Category                                    Total Traders:       132 
        13          7          5          9         25         11         25         40         12          .         11          .
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Traders in Financial Futures - Futures Only Positions as of December 6, 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   433,237
Positions
   129,170     26,747     17,538    137,597    102,590     15,315     44,906    171,370      9,018     26,402     25,308      1,420     51,871     63,931
 
Changes from:       November 29, 2016                                Total Change is:   -13,953
   -12,999      5,967      2,399     -4,430      3,862        710      1,480    -28,422       -380      1,943      2,081        134     -2,810       -304
 
Percent of Open Interest Represented by Each Category of Trader
      29.8        6.2        4.0       31.8       23.7        3.5       10.4       39.6        2.1        6.1        5.8        0.3       12.0       14.8
 
Number of Traders in Each Category                                    Total Traders:       256 
        18         12         14         47         35         35         24         67         18         26         25         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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    84,900
Positions
    12,680     22,306      1,082     10,598     12,811          0     27,031     19,581      2,698      8,413      2,956          0     22,398     23,466
 
Changes from:       November 29, 2016                                Total Change is:    -7,799
    -3,665      1,689        133      1,199        -76       -642    -10,418     -6,144        -44      5,087       -674          0        551     -2,041
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       26.3        1.3       12.5       15.1        0.0       31.8       23.1        3.2        9.9        3.5        0.0       26.4       27.6
 
Number of Traders in Each Category                                    Total Traders:        85 
         7          8          4          5         11          0         25         18         12          6          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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    34,499
Positions
     3,165     29,414          0      5,163          0          0     22,322        747      2,017        594      1,650          0      1,238        671
 
Changes from:       November 29, 2016                                Total Change is:     1,348
        81       -216        -65          4          0          0       -827       -416      1,973        194          0          0        -12         72
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       85.3        0.0       15.0        0.0        0.0       64.7        2.2        5.8        1.7        4.8        0.0        3.6        1.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         4          6          0          .          0          0         12          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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   151,640
Positions
    59,305     45,162      4,198     45,917      5,933        960     16,775     66,567     15,619      2,319      5,908         15      6,532      7,278
 
Changes from:       November 29, 2016                                Total Change is:    -3,761
     2,567        688     -2,202     -4,120       -552        801         21       -789     -1,078         68       -572          0        182        -57
 
Percent of Open Interest Represented by Each Category of Trader
      39.1       29.8        2.8       30.3        3.9        0.6       11.1       43.9       10.3        1.5        3.9        0.0        4.3        4.8
 
Number of Traders in Each Category                                    Total Traders:       135 
         6          8          .         11          9          4         21         53         14         11         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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    19,925
Positions
       754     12,608          0      5,716          0          0     10,345      4,306      1,073        699      1,260          0      1,338        678
 
Changes from:       November 29, 2016                                Total Change is:   -12,389
       754     -7,382     -4,528         55          0          0     -7,029      1,194     -1,498         63        -43          0       -206       -132
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       63.3        0.0       28.7        0.0        0.0       51.9       21.6        5.4        3.5        6.3        0.0        6.7        3.4
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0          .          0          0          9         10          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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    48,740
Positions
    18,273     11,519        306        399     25,033         59     23,653      6,163      1,811          0      1,244          0      4,239      2,605
 
Changes from:       November 29, 2016                                Total Change is:    -1,145
     1,408        -31        190        -95        204          0     -3,303       -273        171          0       -553          0        484       -853
 
Percent of Open Interest Represented by Each Category of Trader
      37.5       23.6        0.6        0.8       51.4        0.1       48.5       12.6        3.7        0.0        2.6        0.0        8.7        5.3
 
Number of Traders in Each Category                                    Total Traders:        68 
         9          4          .          .          5          .         29         13          6          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2016                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     5,739
Positions
     1,438          0          0        506      1,936          0      1,958      2,069      1,120          0          0          0        717        614
 
Changes from:       November 29, 2016                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      25.1        0.0        0.0        8.8       33.7        0.0       34.1       36.1       19.5        0.0        0.0        0.0       12.5       10.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          0          0          .          .          0         10          .          4          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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    71,133
Positions
     9,193     39,502      2,141      9,141      1,109        221     39,390     10,252        601        901      5,434        156      9,391     11,720
 
Changes from:       November 29, 2016                                Total Change is:    -1,694
       -59     -1,210      1,082       -254       -392          9     -1,870       -109       -792       -122        104          3        308       -389
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       55.5        3.0       12.8        1.6        0.3       55.4       14.4        0.8        1.3        7.6        0.2       13.2       16.5
 
Number of Traders in Each Category                                    Total Traders:       126 
        14         28          9         12          .          6         36         16          5          .         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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   142,266
Positions
    18,386     79,003      4,281     18,281      2,217        442     78,780     20,504      1,202      1,801     10,867        311     18,782     23,439
 
Changes from:       November 29, 2016                                Total Change is:    -3,387
      -117     -2,420      2,163       -507       -783         18     -3,739       -217     -1,584       -243        207          6        616       -777
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       55.5        3.0       12.8        1.6        0.3       55.4       14.4        0.8        1.3        7.6        0.2       13.2       16.5
 
Number of Traders in Each Category                                    Total Traders:       126 
        14         28          9         12          .          6         36         16          5          .         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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   702,523
Positions
    78,802     69,580     42,734    269,570    218,072     63,126     82,989    129,220     30,347     23,221     38,027      4,857    106,876    106,558
 
Changes from:       November 29, 2016                                Total Change is:    -5,364
     2,306      2,886      3,123    -14,805       -232        -22     -1,662    -10,705     -1,067        157     -1,583        169      6,436      2,067
 
Percent of Open Interest Represented by Each Category of Trader
      11.2        9.9        6.1       38.4       31.0        9.0       11.8       18.4        4.3        3.3        5.4        0.7       15.2       15.2
 
Number of Traders in Each Category                                    Total Traders:       596 
        39         26         35        126         86         93         82        128         86         49         58         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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    92,138
Positions
    20,145     15,056      2,655     20,232     19,518      1,794     13,144      9,268        381      2,397        407          0     31,390     43,059
 
Changes from:       November 29, 2016                                Total Change is:       505
    -3,749      1,244      2,000      1,284     -1,040        -21     -1,379       -371        156         80        256        -89      2,223     -1,630
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       16.3        2.9       22.0       21.2        1.9       14.3       10.1        0.4        2.6        0.4        0.0       34.1       46.7
 
Number of Traders in Each Category                                    Total Traders:        60 
        10          6          4          8          5          4         14         11          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 3,051,926
Positions
   369,322    348,658    124,358  1,251,300    997,382    302,049    413,482    664,019     85,575    104,122    188,101     24,287    377,431    317,497
 
Changes from:       November 29, 2016                                Total Change is:   -29,345
    30,809      8,742      5,084    -88,906     -4,420      8,457    -12,425    -62,682      4,895       -164     -9,745      1,841     21,064     18,483
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       11.4        4.1       41.0       32.7        9.9       13.5       21.8        2.8        3.4        6.2        0.8       12.4       10.4
 
Number of Traders in Each Category                                    Total Traders:       586 
        37         29         29        125         82         89         86        123         79         46         57         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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    88,102
Positions
     1,808     34,818        525     42,293     40,517      3,628     27,428      3,417        114          0      1,080          0     12,306      4,003
 
Changes from:       November 29, 2016                                Total Change is:      -378
       441        316         40     -2,785     -1,383      1,137        769        -24          3          0       -149          0         17       -318
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       39.5        0.6       48.0       46.0        4.1       31.1        3.9        0.1        0.0        1.2        0.0       14.0        4.5
 
Number of Traders in Each Category                                    Total Traders:        87 
         5          8          .         32         13         17         19          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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    50,837
Positions
    12,000     17,184        626     10,647      7,044        861     16,447     14,980      1,723      2,166      1,785        102      6,265      6,530
 
Changes from:       November 29, 2016                                Total Change is:      -220
     4,690     -3,268        338     -2,390        987        -16     -4,141       -306      1,093         22       -499         39        145      1,411
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       33.8        1.2       20.9       13.9        1.7       32.4       29.5        3.4        4.3        3.5        0.2       12.3       12.8
 
Number of Traders in Each Category                                    Total Traders:       220 
        16         21         12         35         18         14         49         52         17         15         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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   254,185
Positions
    59,998     85,922      3,132     53,233     35,219      4,306     82,237     74,902      8,617     10,830      8,927        509     31,323     32,651
 
Changes from:       November 29, 2016                                Total Change is:    -1,099
    23,450    -16,340      1,691    -11,950      4,937        -79    -20,705     -1,531      5,467        108     -2,494        196        723      7,054
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       33.8        1.2       20.9       13.9        1.7       32.4       29.5        3.4        4.3        3.5        0.2       12.3       12.8
 
Number of Traders in Each Category                                    Total Traders:       220 
        16         21         12         35         18         14         49         52         17         15         14          .
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Traders in Financial Futures - Futures Only Positions as of December 6, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   691,904
Positions
    83,535    218,644      4,663    318,479    160,844     33,623    184,816    212,999     14,540     19,611     22,021        934     31,703     23,636
 
Changes from:       November 29, 2016                                Total Change is:   336,390
    41,719    103,335      3,419    157,480     79,727     17,924     89,908    106,338      7,446     10,955     13,362        546      6,993      4,293
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       31.6        0.7       46.0       23.2        4.9       26.7       30.8        2.1        2.8        3.2        0.1        4.6        3.4
 
Number of Traders in Each Category                                    Total Traders:       359 
        19         23          8         82         49         36         72         68         21         21         25          5
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Traders in Financial Futures - Futures Only Positions as of December 6, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    50,456
Positions
     1,128     27,332      5,108     14,812        543         48      5,560      1,796      1,329      4,297      1,327      5,768     12,406      7,205
 
Changes from:       November 29, 2016                                Total Change is:    14,442
      -314        -92      4,855       -453         -7        -21       -140        373      1,329       -464       -298      5,768      3,882      2,535
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       54.2       10.1       29.4        1.1        0.1       11.0        3.6        2.6        8.5        2.6       11.4       24.6       14.3
 
Number of Traders in Each Category                                    Total Traders:        47 
         4          6          .         14          .          .         10          5          5          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 6, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    88,361
Positions
    21,721     16,835      4,031     13,409     11,124      3,040     13,619     23,829      5,334      2,915      1,975      1,238     23,054     20,955
 
Changes from:       November 29, 2016                                Total Change is:    15,007
       282       -482      2,844     -3,889     -2,371        298        436      4,036      3,353        401        239        220     11,062      6,870
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       19.1        4.6       15.2       12.6        3.4       15.4       27.0        6.0        3.3        2.2        1.4       26.1       23.7
 
Number of Traders in Each Category                                    Total Traders:        93 
        11         14         10         11          9          8         19         19         14          4          4          .
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Traders in Financial Futures - Futures Only Positions as of December 6, 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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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   221,754
Positions
     9,664    128,302      3,339    148,660     60,490     13,000     33,776      7,090      2,245      3,027      1,666        500      7,543      5,122
 
Changes from:       November 29, 2016                                Total Change is:    -2,970
     2,338         21        666     -6,740     -1,740       -408        179     -2,413       -330          8       -324        500        817      1,058
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       57.9        1.5       67.0       27.3        5.9       15.2        3.2        1.0        1.4        0.8        0.2        3.4        2.3
 
Number of Traders in Each Category                                    Total Traders:       115 
        10         10          4         43         23         20         11         11          7          .          4          .
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Traders in Financial Futures - Futures Only Positions as of December 6, 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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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   834,985
Positions
    28,393    600,828     23,711    476,327     91,549     64,008    159,826     19,115     13,489     48,658     10,707      1,007     19,566     10,571
 
Changes from:       November 29, 2016                                Total Change is:     7,719
    -5,158      5,616     12,852     -5,069    -12,940        732      3,163     -2,233      2,232        623       -749        -68     -1,588      2,277
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       72.0        2.8       57.0       11.0        7.7       19.1        2.3        1.6        5.8        1.3        0.1        2.3        1.3
 
Number of Traders in Each Category                                    Total Traders:       303 
        23         22         13         97         38         47         55         19         19         35         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   575,948
Positions
     9,796     34,960      8,462    284,487    142,612     73,272     41,288    116,348     12,804      6,968     19,504      1,731    137,140    166,255
 
Changes from:       November 29, 2016                                Total Change is:    -2,229
     1,560     -8,329       -873     20,609     15,674     -6,668      2,427        504     -2,000    -12,685      5,765      1,668     -6,267     -7,970
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        6.1        1.5       49.4       24.8       12.7        7.2       20.2        2.2        1.2        3.4        0.3       23.8       28.9
 
Number of Traders in Each Category                                    Total Traders:       151 
         6         10          6         39         29         31         18         37         17          6          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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   661,168
Positions
     8,312    122,812      2,052    377,433     82,460     84,448     41,679    232,715     20,867     15,498      8,676        456    110,423    106,682
 
Changes from:       November 29, 2016                                Total Change is:     6,837
     2,145      8,660     -3,255     17,788    -23,745      1,371      4,654     25,367     -2,938        972      1,125          0    -13,900        252
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       18.6        0.3       57.1       12.5       12.8        6.3       35.2        3.2        2.3        1.3        0.1       16.7       16.1
 
Number of Traders in Each Category                                    Total Traders:       103 
         .         10          5         48         10         31          9         18         13          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 1,162,331
Positions
    45,598     63,497     10,100    359,367    255,256    154,160    305,787    179,992    100,326     81,300    245,224      4,530    101,163    149,246
 
Changes from:       November 29, 2016                                Total Change is:     4,673
     6,840      5,255    -18,142     33,297     -5,286     18,027      6,093     18,049    -16,925    -22,133     12,735     -1,525       -859     -7,515
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        5.5        0.9       30.9       22.0       13.3       26.3       15.5        8.6        7.0       21.1        0.4        8.7       12.8
 
Number of Traders in Each Category                                    Total Traders:       236 
        11         21         14         54         37         44         43         28         30         18         24          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 2,973,876
Positions
   109,368    234,368     38,912  1,070,530    924,078    430,837    492,290    538,934    119,309    391,357    160,191     19,389    301,884    507,858
 
Changes from:       November 29, 2016                                Total Change is:   -34,502
       621        780    -17,612     21,347     34,309    -12,738     13,918    -38,151    -18,360     -8,962     24,481     -7,145     -5,571        -66
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        7.9        1.3       36.0       31.1       14.5       16.6       18.1        4.0       13.2        5.4        0.7       10.2       17.1
 
Number of Traders in Each Category                                    Total Traders:       373 
        21         33         17         51         85         79         49         80         52         18         35         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   311,749
Positions
    11,466     14,398      2,376     64,038    151,623      6,769    134,203     20,873      8,073      9,627      6,629          0     75,197    101,008
 
Changes from:       November 29, 2016                                Total Change is:    -3,550
    -2,607      2,698     -2,643      4,269      1,496       -586     10,202      2,565     -6,283        833          0          0     -6,735       -797
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        4.6        0.8       20.5       48.6        2.2       43.0        6.7        2.6        3.1        2.1        0.0       24.1       32.4
 
Number of Traders in Each Category                                    Total Traders:        52 
         .          5          .          7         18         15         12          4          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 2,844,573
Positions
    69,056    234,129     37,479  1,716,258    420,611    259,193    170,322  1,177,599    137,622    204,518    194,432     12,799    237,326    370,709
 
Changes from:       November 29, 2016                                Total Change is:  -181,550
   -15,082    -20,438    -21,798     78,202     35,195    -27,463    -47,060      8,751   -128,071      9,546     -5,223     -2,491    -27,333    -20,012
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        8.2        1.3       60.3       14.8        9.1        6.0       41.4        4.8        7.2        6.8        0.4        8.3       13.0
 
Number of Traders in Each Category                                    Total Traders:       283 
         9         31         13         62         43         56         33         58         35         17         30          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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   885,668
Positions
   311,149    136,900    251,126        350     13,890      9,081     91,555    263,031    120,733     47,016     19,252     24,671     29,987     46,984
 
Changes from:       November 29, 2016                                Total Change is:  -127,195
   -19,325    -14,208    -71,928        350     -8,619      5,029      1,753     11,304    -47,196     14,282     13,141    -16,383      6,223      1,665
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       15.5       28.4        0.0        1.6        1.0       10.3       29.7       13.6        5.3        2.2        2.8        3.4        5.3
 
Number of Traders in Each Category                                    Total Traders:       116 
        28         28         40          .          5          .         22         21         28          9          .          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 is12,748,555
Positions
 4,776,834    912,586  2,666,725     30,037  1,754,315    346,607    578,111  2,256,567  2,397,231    825,235    698,236    605,740    522,035  1,110,548
 
Changes from:       November 29, 2016                                Total Change is:   248,306
   208,380    126,760   -132,966     -7,289    115,170    -86,087     51,746     45,876    217,629     20,404     29,123     -2,742    -20,769    -64,457
 
Percent of Open Interest Represented by Each Category of Trader
      37.5        7.2       20.9        0.2       13.8        2.7        4.5       17.7       18.8        6.5        5.5        4.8        4.1        8.7
 
Number of Traders in Each Category                                    Total Traders:       287 
        38         43         76          7         28         26         22         98         92         12         26         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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    32,248
Positions
     5,804      7,558          0        151     13,721        113     15,370      5,876          0     10,456      4,423        292         62        265
 
Changes from:       November 29, 2016                                Total Change is:       757
       -51        496          0         14        144          0        374       -307          0        373        402         22         25          0
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       23.4        0.0        0.5       42.5        0.4       47.7       18.2        0.0       32.4       13.7        0.9        0.2        0.8
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          9          0          .         12          .          5          9          0          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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    52,738
Positions
     4,923     29,203          0        371      6,985        360     45,904     10,242          0      1,028      5,702        136         16        110
 
Changes from:       November 29, 2016                                Total Change is:     9,148
       492      7,509          0         31        -43        -66      8,715      1,722          0          3          0          0        -27         26
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       55.4        0.0        0.7       13.2        0.7       87.0       19.4        0.0        1.9       10.8        0.3        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          5          0          .          5          .          6          8          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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    93,311
Positions
       842     50,878        514     20,759        200      1,599     37,629     29,079      5,131     14,778        785        215     11,844      4,910
 
Changes from:       November 29, 2016                                Total Change is:     1,155
        44         -9          9       -835       -100       -172      3,273       -329        266     -3,903       -456        191      2,282      1,755
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       54.5        0.6       22.2        0.2        1.7       40.3       31.2        5.5       15.8        0.8        0.2       12.7        5.3
 
Number of Traders in Each Category                                    Total Traders:       155 
         5          .          .         16          .          .         58         22         16         41          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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   431,627
Positions
   104,909     19,603     16,525    103,511     41,994     25,547     49,848    195,423     80,928      8,206      7,226     14,289     27,864     30,092
 
Changes from:       November 29, 2016                                Total Change is:    22,741
    10,071      3,087        910     -7,321      4,675      1,513      5,505        -71     11,650         76      1,752      3,186     -2,849     -3,961
 
Percent of Open Interest Represented by Each Category of Trader
      24.3        4.5        3.8       24.0        9.7        5.9       11.5       45.3       18.7        1.9        1.7        3.3        6.5        7.0
 
Number of Traders in Each Category                                    Total Traders:       210 
        17          7         20         13         20          9         41         68         56         15         18         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    22,797
Positions
        51      2,522          0     14,014        969          4      5,274     18,886        369      2,948          0          0        137         47
 
Changes from:       November 29, 2016                                Total Change is:     1,103
        21     -1,145          0      2,489         -1          0     -1,807      2,217          0        348          0          0         52         32
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       11.1        0.0       61.5        4.3        0.0       23.1       82.8        1.6       12.9        0.0        0.0        0.6        0.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          0         10          .          .         10          8          .          .          0          0
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Updated December 9, 2016