Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   139,807
Positions
     6,581     50,050      7,419     48,980     10,842      1,992     27,082     23,310      9,143      6,488      6,670      1,173     30,948     29,207
 
Changes from:       September 6, 2016                                Total Change is:    -3,784
      -466     -8,817      1,879       -515      1,910     -2,460      7,134      6,177     -5,107        527        -26     -1,210     -3,567      3,870
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       35.8        5.3       35.0        7.8        1.4       19.4       16.7        6.5        4.6        4.8        0.8       22.1       20.9
 
Number of Traders in Each Category                                    Total Traders:        85 
         4          8          8         12          9          6         17         21         16          9          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    46,326
Positions
    23,418      1,607      1,079      1,524      1,239         71      9,562     19,687      3,242          0          0          0      7,430     19,400
 
Changes from:       September 6, 2016                                Total Change is:    -1,496
      -747       -932        241          0       -542          0     -1,733     -2,817      1,528          0          0          0       -785      1,026
 
Percent of Open Interest Represented by Each Category of Trader
      50.6        3.5        2.3        3.3        2.7        0.2       20.6       42.5        7.0        0.0        0.0        0.0       16.0       41.9
 
Number of Traders in Each Category                                    Total Traders:        36 
         5          .          4          .          .          .          9         14         10          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   278,301
Positions
   157,259      8,068     11,769     12,287     72,974      5,293     30,868     91,815     32,059      1,271     10,519      5,734     21,759     40,069
 
Changes from:       September 6, 2016                                Total Change is:   -16,447
    -4,233        474     -3,008       -527       -248     -3,183      2,955     -4,022     -2,000     -1,897     -1,684       -365     -4,188     -2,410
 
Percent of Open Interest Represented by Each Category of Trader
      56.5        2.9        4.2        4.4       26.2        1.9       11.1       33.0       11.5        0.5        3.8        2.1        7.8       14.4
 
Number of Traders in Each Category                                    Total Traders:       127 
        10          8         13          .         28          9         17         50         29          .          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   196,747
Positions
     9,937     11,827     12,601     26,343     36,212      9,056     79,427     26,075     25,240        423     33,920      6,053     27,667     35,763
 
Changes from:       September 6, 2016                                Total Change is:    -9,661
      -575      2,220     -1,447     -1,061     -1,311        669      5,574        881     -6,198        -10        601     -2,995     -3,617     -2,082
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        6.0        6.4       13.4       18.4        4.6       40.4       13.3       12.8        0.2       17.2        3.1       14.1       18.2
 
Number of Traders in Each Category                                    Total Traders:       114 
         6          6         10         11         20         10         30         33         27          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   428,594
Positions
   119,527     23,204     21,404    126,540     95,445     18,654     23,866    112,164     46,434     15,705     31,886      8,164     48,300     71,240
 
Changes from:       September 6, 2016                                Total Change is:   -15,316
   -10,047      6,718     -6,590        173     -8,786         96     -1,587     -8,982      1,574         89     -1,846      1,952       -977        548
 
Percent of Open Interest Represented by Each Category of Trader
      27.9        5.4        5.0       29.5       22.3        4.4        5.6       26.2       10.8        3.7        7.4        1.9       11.3       16.6
 
Number of Traders in Each Category                                    Total Traders:       214 
        18          9         20         37         37         34         19         51         34         21         18         14
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    31,737
Positions
       810     20,610        205     16,476          0      1,250        517      4,032      1,999          0          0          0     10,480      3,641
 
Changes from:       September 6, 2016                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       64.9        0.6       51.9        0.0        3.9        1.6       12.7        6.3        0.0        0.0        0.0       33.0       11.5
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          4          .          9          0          5          .          5          4          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   131,947
Positions
     2,394     30,815     12,648     15,837     11,797      2,813     50,451     23,442     17,135        679      5,150      3,603     26,387     24,544
 
Changes from:       September 6, 2016                                Total Change is:     3,278
      -111     -8,871      8,029     -3,101        429        395     -1,536      6,212      3,819       -159     -5,132        814     -4,872     -2,417
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       23.4        9.6       12.0        8.9        2.1       38.2       17.8       13.0        0.5        3.9        2.7       20.0       18.6
 
Number of Traders in Each Category                                    Total Traders:        94 
         4          8         10          8          7          7         35         22         19          .          7          7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    45,266
Positions
    10,528     35,745      1,908      4,050          0          0     22,113      2,247      3,179        748        230      1,420      1,320        537
 
Changes from:       September 6, 2016                                Total Change is:     6,173
         0         29      1,548       -100          0          0        347        391      2,781        178          0      1,420         -1          4
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       79.0        4.2        8.9        0.0        0.0       48.9        5.0        7.0        1.7        0.5        3.1        2.9        1.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          7          .          .          0          0          8          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   169,458
Positions
    33,159     40,082     20,370     70,292      4,399        775     19,742     73,758     18,439      2,990      4,523        117      3,575      6,996
 
Changes from:       September 6, 2016                                Total Change is:     6,324
       918     -5,554      6,641      1,868       -814        138      3,125     11,523     -5,970        757       -956        -40     -1,113      1,355
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       23.7       12.0       41.5        2.6        0.5       11.6       43.5       10.9        1.8        2.7        0.1        2.1        4.1
 
Number of Traders in Each Category                                    Total Traders:       140 
         6          9          5          9          8          .         23         61         20         12          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    26,578
Positions
       744     17,363         22      5,530          0          0     16,466      6,059      1,124        760      1,165          0      1,932        845
 
Changes from:       September 6, 2016                                Total Change is:      -752
         0         -7          0       -504          0          0        -54       -864          8       -293         80          0         91         31
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       65.3        0.1       20.8        0.0        0.0       62.0       22.8        4.2        2.9        4.4        0.0        7.3        3.2
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          .          .          0          0          9          9          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    61,941
Positions
     1,471     18,012      6,081      2,590     17,102        284     36,272      6,936      7,786      1,524      2,144          0      5,933      3,596
 
Changes from:       September 6, 2016                                Total Change is:    10,002
      -683       -565      5,773       -409       -130        250     -2,040     -1,114      6,856        466       -303          0       -211       -765
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       29.1        9.8        4.2       27.6        0.5       58.6       11.2       12.6        2.5        3.5        0.0        9.6        5.8
 
Number of Traders in Each Category                                    Total Traders:        89 
         .          7          5          7          6          .         47         11         10          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     5,305
Positions
     1,890        346          3        424        872         48      1,389      2,453        713          0          0          0        838        870
 
Changes from:       September 6, 2016                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      35.6        6.5        0.1        8.0       16.4        0.9       26.2       46.2       13.4        0.0        0.0        0.0       15.8       16.4
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          .          .          .          5          7          4          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    79,765
Positions
    10,605     40,575     14,534      6,190      1,804        153     35,816      8,146      1,523      1,169      2,537      1,065      8,711      9,430
 
Changes from:       September 6, 2016                                Total Change is:     4,829
        28     -7,818     13,255     -1,307        927       -122     -7,955       -384        252        219     -1,093        645       -188       -834
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       50.9       18.2        7.8        2.3        0.2       44.9       10.2        1.9        1.5        3.2        1.3       10.9       11.8
 
Number of Traders in Each Category                                    Total Traders:       121 
        11         22         16          6          4          .         40         14         10          7         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   159,529
Positions
    21,210     81,150     29,069     12,380      3,607        305     71,631     16,291      3,046      2,337      5,073      2,129     17,422     18,859
 
Changes from:       September 6, 2016                                Total Change is:     9,657
        57    -15,636     26,510     -2,613      1,854       -243    -15,910       -767        504        438     -2,187      1,290       -377     -1,669
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       50.9       18.2        7.8        2.3        0.2       44.9       10.2        1.9        1.5        3.2        1.3       10.9       11.8
 
Number of Traders in Each Category                                    Total Traders:       121 
        11         22         16          6          4          .         40         14         10          7         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,067,086
Positions
    71,906     77,637    117,639    284,903    204,732     90,794     74,766    139,656    220,383     28,997     36,553     56,598    121,099    123,094
 
Changes from:       September 6, 2016                                Total Change is:    91,495
     9,264     -5,976     30,944    -14,433      6,989     10,416    -13,590     -7,495     40,175        778     -4,821      5,782     22,159     15,482
 
Percent of Open Interest Represented by Each Category of Trader
       6.7        7.3       11.0       26.7       19.2        8.5        7.0       13.1       20.7        2.7        3.4        5.3       11.3       11.5
 
Number of Traders in Each Category                                    Total Traders:       672 
        45         33         57        122         89        110         85        147        127         81         67         87
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   196,965
Positions
    34,537     35,811     12,155     20,938     17,459      8,044     19,351     29,619     42,460      7,004      1,451     10,964     41,513     39,002
 
Changes from:       September 6, 2016                                Total Change is:   -10,111
    10,931     -3,482    -10,670        415     -1,881    -11,931      2,128      4,982     -1,746        617     -1,067       -411        556     16,095
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       18.2        6.2       10.6        8.9        4.1        9.8       15.0       21.6        3.6        0.7        5.6       21.1       19.8
 
Number of Traders in Each Category                                    Total Traders:        85 
         9          9          9         10          .          6         14         19         30         12          6         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 4,350,603
Positions
   294,405    316,689    419,863  1,323,905    940,444    409,669    439,266    712,370    727,429    136,863    202,406    201,276    397,928    420,457
 
Changes from:       September 6, 2016                                Total Change is:   508,031
     7,658      3,523    192,077    -70,159     48,428    107,656    -31,765    -15,556    162,776      1,708    -17,871     30,064    108,016     -3,067
 
Percent of Open Interest Represented by Each Category of Trader
       6.8        7.3        9.7       30.4       21.6        9.4       10.1       16.4       16.7        3.1        4.7        4.6        9.1        9.7
 
Number of Traders in Each Category                                    Total Traders:       653 
        44         34         55        121         86        106         88        139        119         74         66         79
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    85,747
Positions
     1,458     28,922      3,806     40,605     42,220      3,425     22,310      1,645      1,983          0        250          0     12,160      3,496
 
Changes from:       September 6, 2016                                Total Change is:       955
       296     -3,855      3,282        649        660        701     -5,015     -1,486      1,773          0          0          0       -731       -120
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       33.7        4.4       47.4       49.2        4.0       26.0        1.9        2.3        0.0        0.3        0.0       14.2        4.1
 
Number of Traders in Each Category                                    Total Traders:        85 
         .         10          4         35         14         16         18          .          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    69,504
Positions
     6,449     23,213      6,742     13,188      5,363      4,695     23,617     14,849      5,283      2,279      2,977      1,169      6,081      5,213
 
Changes from:       September 6, 2016                                Total Change is:     3,079
     2,029     -7,483      5,564     -4,527        -45      3,821     -5,519        123      1,177         52        205        423         60       -704
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       33.4        9.7       19.0        7.7        6.8       34.0       21.4        7.6        3.3        4.3        1.7        8.7        7.5
 
Number of Traders in Each Category                                    Total Traders:       267 
        13         27         21         45         17         14         60         57         31         19         29         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   347,518
Positions
    32,244    116,064     33,709     65,942     26,813     23,477    118,086     74,246     26,415     11,397     14,887      5,843     30,404     26,063
 
Changes from:       September 6, 2016                                Total Change is:    15,397
    10,145    -37,417     27,821    -22,637       -227     19,106    -27,597        614      5,883        262      1,025      2,113        300     -3,521
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       33.4        9.7       19.0        7.7        6.8       34.0       21.4        7.6        3.3        4.3        1.7        8.7        7.5
 
Number of Traders in Each Category                                    Total Traders:       267 
        13         27         21         45         17         14         60         57         31         19         29         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   362,746
Positions
    77,716     34,809     20,968    114,413    151,450     26,869     82,777     87,242     11,582      7,057      9,170        240     21,124     20,416
 
Changes from:       September 6, 2016                                Total Change is:    23,386
       508     -5,914     19,036        668       -815      3,367     -6,103        -95      6,659       -395       -996       -654        300      2,798
 
Percent of Open Interest Represented by Each Category of Trader
      21.4        9.6        5.8       31.5       41.8        7.4       22.8       24.1        3.2        1.9        2.5        0.1        5.8        5.6
 
Number of Traders in Each Category                                    Total Traders:       262 
        19         17         13         55         42         29         51         50         34         12         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    32,801
Positions
       728     23,324        117     16,381        588         61      2,512      1,750          0      5,913      1,530          0      7,089      5,431
 
Changes from:       September 6, 2016                                Total Change is:   -16,964
    -2,740      6,872    -10,660       -816       -216       -465       -501       -708       -190      1,243     -9,997          0     -2,835     -1,600
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       71.1        0.4       49.9        1.8        0.2        7.7        5.3        0.0       18.0        4.7        0.0       21.6       16.6
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          5          .         14          .          .          5          4          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    50,716
Positions
    12,362      4,289      1,689      9,965      9,119        608     15,869      5,999        613        860      1,422          0      8,750     26,977
 
Changes from:       September 6, 2016                                Total Change is:   -27,509
    -5,349    -10,734     -3,487     -3,675       -128       -188     -5,689     -2,326     -1,947     -1,316        304       -703     -5,155     -8,300
 
Percent of Open Interest Represented by Each Category of Trader
      24.4        8.5        3.3       19.6       18.0        1.2       31.3       11.8        1.2        1.7        2.8        0.0       17.3       53.2
 
Number of Traders in Each Category                                    Total Traders:        70 
        12          8          4         10          7          5         19          9          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   258,707
Positions
    15,888    135,018     31,265    137,425     51,129     24,783     33,214      8,254      2,781      4,022      1,456        307      9,022      3,714
 
Changes from:       September 6, 2016                                Total Change is:    29,610
    -1,123     -5,333     30,440     -8,322      4,075      7,739     -1,050     -8,737        834        190         30        157        745        405
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       52.2       12.1       53.1       19.8        9.6       12.8        3.2        1.1        1.6        0.6        0.1        3.5        1.4
 
Number of Traders in Each Category                                    Total Traders:       124 
         9         11         11         43         22         20         15         12         10          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   946,514
Positions
    53,665    623,184     88,751    445,982     79,072     76,112    195,255     28,468     14,223     44,515     21,970      1,438     26,573     13,296
 
Changes from:       September 6, 2016                                Total Change is:       875
     8,031     13,114     -5,163      4,700      3,125      9,543     -7,691    -11,513       -595     -6,194      1,521        243     -1,999     -9,400
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       65.8        9.4       47.1        8.4        8.0       20.6        3.0        1.5        4.7        2.3        0.2        2.8        1.4
 
Number of Traders in Each Category                                    Total Traders:       309 
        25         21         15        103         33         45         54         21         24         36         15          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   699,227
Positions
    18,233     35,096     26,481    174,350    149,016    133,602     67,004     70,612     91,813      7,082     23,738     14,451    166,211    154,418
 
Changes from:       September 6, 2016                                Total Change is:    66,715
     9,030     17,587     13,026     -8,304    -25,139     21,720    -13,849      9,790     36,094       -836    -13,748      6,869      2,965        517
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        5.0        3.8       24.9       21.3       19.1        9.6       10.1       13.1        1.0        3.4        2.1       23.8       22.1
 
Number of Traders in Each Category                                    Total Traders:       158 
        13         10         18         38         28         34         30         24         38          8          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   607,653
Positions
         0     65,112      1,059    301,926     92,646     94,967     43,417    233,689     25,280     15,055      3,875        508    125,441     90,518
 
Changes from:       September 6, 2016                                Total Change is:    -9,296
    -1,820      3,901     -1,960     -9,643     -8,252      2,769      4,089        114     -2,547          0          0          0       -183     -3,321
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       10.7        0.2       49.7       15.2       15.6        7.1       38.5        4.2        2.5        0.6        0.1       20.6       14.9
 
Number of Traders in Each Category                                    Total Traders:        97 
         0          8          .         42         12         31         13         17         11          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   999,025
Positions
    54,965     84,763     10,626    324,299    177,271    122,966    257,027    174,821     49,799     53,952    215,995      8,338    117,053    154,446
 
Changes from:       September 6, 2016                                Total Change is:   -71,579
      -886    -19,249     -7,438    -16,037    -16,713     -9,987    -32,698    -30,344     -6,261        298     10,147        629        802      7,638
 
Percent of Open Interest Represented by Each Category of Trader
       5.5        8.5        1.1       32.5       17.7       12.3       25.7       17.5        5.0        5.4       21.6        0.8       11.7       15.5
 
Number of Traders in Each Category                                    Total Traders:       236 
        13         30         16         50         32         43         40         31         36         15         25         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,319,301
Positions
   121,871    163,100    167,365    855,406    929,488    497,894    540,362    571,296    281,196    411,090    147,209     67,442    376,675    494,312
 
Changes from:       September 6, 2016                                Total Change is:    83,496
    24,929    -61,971      9,324     15,280    -59,603     44,580    -57,791    114,417     -8,172     43,854     -6,047      7,376      4,116     43,593
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        4.9        5.0       25.8       28.0       15.0       16.3       17.2        8.5       12.4        4.4        2.0       11.3       14.9
 
Number of Traders in Each Category                                    Total Traders:       361 
        23         27         37         56         71         79         61         65         78         26         32         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   209,841
Positions
     5,831     11,341      3,587     59,616     82,690      5,978     69,216     12,177      1,307      3,703          0          0     60,603     92,761
 
Changes from:       September 6, 2016                                Total Change is:     1,062
   -10,992        219      2,469      7,212        483      1,294      9,231      2,073     -7,794          0     -2,185          0       -357      4,503
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        5.4        1.7       28.4       39.4        2.8       33.0        5.8        0.6        1.8        0.0        0.0       28.9       44.2
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          4          4          5         11          7          7          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,963,335
Positions
    63,505    280,924     89,713  1,552,629    545,719    292,578    293,864    957,672    214,664    173,921    194,051     23,784    258,677    364,228
 
Changes from:       September 6, 2016                                Total Change is:    -7,107
    18,863    -50,157      8,332     22,885      1,444        397    -32,831     57,170    -27,943     15,855      5,255     -5,535     -7,129      3,930
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        9.5        3.0       52.4       18.4        9.9        9.9       32.3        7.2        5.9        6.5        0.8        8.7       12.3
 
Number of Traders in Each Category                                    Total Traders:       295 
        12         32         25         50         49         48         45         61         64         17         29          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,048,414
Positions
   380,063    188,365    264,727     13,677     16,775     19,368     43,019    225,005    217,252     51,622     18,745     37,758     20,929     60,420
 
Changes from:       September 6, 2016                                Total Change is:    53,539
     8,314        -12     10,717      8,977    -13,585        307      2,215     29,591     22,194      8,387      6,616     -6,263     -1,310      3,974
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       18.0       25.3        1.3        1.6        1.8        4.1       21.5       20.7        4.9        1.8        3.6        2.0        5.8
 
Number of Traders in Each Category                                    Total Traders:       154 
        19         35         41          .          7          5         18         50         40          7         12          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is19,842,406
Positions
 3,703,498  1,496,152  3,675,588    369,301  1,819,853    648,815    553,552    997,306  8,070,362    725,764    611,164  1,293,669    801,857  1,229,497
 
Changes from:       September 6, 2016                                Total Change is:   461,853
   -51,584        129     64,425     21,733      9,751     33,916    -13,285    -65,788    327,440     30,780     30,992     22,766     25,662     38,222
 
Percent of Open Interest Represented by Each Category of Trader
      18.7        7.5       18.5        1.9        9.2        3.3        2.8        5.0       40.7        3.7        3.1        6.5        4.0        6.2
 
Number of Traders in Each Category                                    Total Traders:       328 
        32         53         81         14         33         36         37         98        114         18         30         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    26,986
Positions
     4,952      3,244          1         50     10,664        108     12,076      9,857         27      8,838      2,300        565        369        220
 
Changes from:       September 6, 2016                                Total Change is:    -1,516
       -78     -1,561          1         -9        128          0     -2,020       -333         -6        442        123         26        128        106
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       12.0        0.0        0.2       39.5        0.4       44.7       36.5        0.1       32.8        8.5        2.1        1.4        0.8
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          6          .          .         11          .          7          7          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    38,998
Positions
     7,209     19,667          0        327      6,874        357     29,382      7,478          0      1,608      4,474         52         63         96
 
Changes from:       September 6, 2016                                Total Change is:        42
      -446        461          0        -43        -40         36        254       -330          0        235       -110         52        -46        -27
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       50.4        0.0        0.8       17.6        0.9       75.3       19.2        0.0        4.1       11.5        0.1        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        33 
         4          4          0          .          .          .          9          6          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    55,885
Positions
       194     20,154         98     12,915      1,644      1,744     11,833     23,003      6,590     14,614        249         92      7,805      2,311
 
Changes from:       September 6, 2016                                Total Change is:    -2,690
         3        103         89       -235      1,101        -15      1,425       -744     -2,657       -242         27         20     -1,078       -614
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       36.1        0.2       23.1        2.9        3.1       21.2       41.2       11.8       26.2        0.4        0.2       14.0        4.1
 
Number of Traders in Each Category                                    Total Traders:       122 
         .          5          4          5          5          .         30         27         20         41          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   478,117
Positions
   138,645     14,407     32,527     80,121     38,422     43,439     41,228    196,415     83,948      6,865     12,350     23,179     28,165     33,430
 
Changes from:       September 6, 2016                                Total Change is:   -69,627
   -19,206     -7,228      5,837    -33,094    -11,939     11,882    -15,055    -55,354    -14,098     -2,677      4,413     -3,905        689        765
 
Percent of Open Interest Represented by Each Category of Trader
      29.0        3.0        6.8       16.8        8.0        9.1        8.6       41.1       17.6        1.4        2.6        4.8        5.9        7.0
 
Number of Traders in Each Category                                    Total Traders:       209 
        17         10         22         14         18         15         37         68         60         17         14         20
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    20,947
Positions
       910      2,874          0     13,156        196        190      3,017     15,026        390      1,817        882          0      1,467      1,389
 
Changes from:       September 6, 2016                                Total Change is:     1,446
       776          0         -6       -714         71        -25        103         -2        -11        -25         40          0      1,348      1,379
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       13.7        0.0       62.8        0.9        0.9       14.4       71.7        1.9        8.7        4.2        0.0        7.0        6.6
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0          8          .          .         10          6          .          .          .          0
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Updated September 16, 2016