Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    99,574
Positions
       517     38,266          0     31,015      7,008        849     28,779     22,389      2,233      8,590      1,761        473     27,118     26,595
 
Changes from:       January 17, 2017                                 Total Change is:      -733
      -796     12,865       -162        317       -420        368      1,133    -11,035         99        824         -9         21     -2,537     -2,460
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       38.4        0.0       31.1        7.0        0.9       28.9       22.5        2.2        8.6        1.8        0.5       27.2       26.7
 
Number of Traders in Each Category                                    Total Traders:        83 
         .         12          0         10          7          4         22         18          7          9          .          .
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Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
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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    45,493
Positions
    27,594      2,470         17      2,088      2,028          0      8,942     21,850        505          0          0          0      6,347     18,623
 
Changes from:       January 17, 2017                                 Total Change is:      -220
    -1,826        928          0          0         99          0      1,286     -1,313         37          0          0          0        283         29
 
Percent of Open Interest Represented by Each Category of Trader
      60.7        5.4        0.0        4.6        4.5        0.0       19.7       48.0        1.1        0.0        0.0        0.0       14.0       40.9
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          .          .          .          .          0         11         21         10          0          0          0
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Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
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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   223,681
Positions
   139,361      7,150        399      9,590     67,389      5,514     28,541     92,956      4,773     11,477     11,621          2     24,024     33,877
 
Changes from:       January 17, 2017                                 Total Change is:    -5,101
   -11,077      1,553        -50        295     -2,582      1,242     -1,290     -2,970      1,484      5,927     -1,062        -90     -1,542     -2,626
 
Percent of Open Interest Represented by Each Category of Trader
      62.3        3.2        0.2        4.3       30.1        2.5       12.8       41.6        2.1        5.1        5.2        0.0       10.7       15.1
 
Number of Traders in Each Category                                    Total Traders:       123 
         8          8          .          7         26          9         16         48         16          5          5          .
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Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   196,765
Positions
    80,561     12,304      1,154     24,939     46,383      6,031     24,178     71,692      4,805     32,898      3,184      7,497     14,702     43,715
 
Changes from:       January 17, 2017                                 Total Change is:   -14,987
   -14,080     -5,900        179      1,278     -3,296        260     -1,602     -2,997     -1,210      1,156       -685       -424       -544       -914
 
Percent of Open Interest Represented by Each Category of Trader
      40.9        6.3        0.6       12.7       23.6        3.1       12.3       36.4        2.4       16.7        1.6        3.8        7.5       22.2
 
Number of Traders in Each Category                                    Total Traders:       116 
         9          8          .         12         22          6         19         40         13          .          4          .
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Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
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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   414,447
Positions
   107,357     85,277      1,610    148,902     86,868     13,753     39,640    138,292      5,275     45,675     23,218        955     51,280     59,199
 
Changes from:       January 17, 2017                                 Total Change is:      -643
    -1,484     17,260        699     -1,155     -2,649     -1,520       -470    -12,842        -60      4,211       -509       -100       -764       -922
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       20.6        0.4       35.9       21.0        3.3        9.6       33.4        1.3       11.0        5.6        0.2       12.4       14.3
 
Number of Traders in Each Category                                    Total Traders:       243 
        16         14          6         45         31         30         23         64         16         27         22          8
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Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    94,379
Positions
     7,101     18,965        893     24,455     14,693        309     35,073     26,861      1,411      1,454      6,463        637     23,046     24,147
 
Changes from:       January 17, 2017                                 Total Change is:     6,748
   -14,622     14,758        409      3,776     -1,021          1     13,107     -4,125       -127       -119       -354        107      4,216     -2,900
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       20.1        0.9       25.9       15.6        0.3       37.2       28.5        1.5        1.5        6.8        0.7       24.4       25.6
 
Number of Traders in Each Category                                    Total Traders:        86 
         5          8          .          9          8          4         25         20          5          .          8          .
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Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    30,405
Positions
     2,046     23,819          0      6,649          0          0     19,146      5,620          0        725          0          0      1,839        966
 
Changes from:       January 17, 2017                                 Total Change is:     1,382
         0        246          0          0          0          0      1,465      1,031          0          0          0          0        -83        105
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       78.3        0.0       21.9        0.0        0.0       63.0       18.5        0.0        2.4        0.0        0.0        6.0        3.2
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          0          .          0          0         11          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   191,470
Positions
    63,571     46,954      8,230     62,267      7,383        261     27,364     92,529     19,747      3,856      8,992         15      6,159      7,359
 
Changes from:       January 17, 2017                                 Total Change is:    14,037
      -571      3,516      6,794       -106       -316         -8      7,177      4,765       -854      2,302        255       -154       -543         39
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       24.5        4.3       32.5        3.9        0.1       14.3       48.3       10.3        2.0        4.7        0.0        3.2        3.8
 
Number of Traders in Each Category                                    Total Traders:       156 
         4          9          .         13         12          5         28         58         15         16         13          .
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Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    37,854
Positions
       810     23,504          0      6,298          0          0     28,019      6,454        915        100      6,405          0      1,712        576
 
Changes from:       January 17, 2017                                 Total Change is:       825
         0        848          0         22          0          0        618       -134         52        100        100          0         33        -41
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       62.1        0.0       16.6        0.0        0.0       74.0       17.0        2.4        0.3       16.9        0.0        4.5        1.5
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          0          4          0          0          7         10          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    44,940
Positions
     8,924      2,294         17      2,012     25,164         38     27,146     10,536      2,035        323      1,497          0      4,445      3,359
 
Changes from:       January 17, 2017                                 Total Change is:    -1,054
    -6,669      1,048         13        178     -1,998          0      4,802        436        129        -80       -435          0        573       -247
 
Percent of Open Interest Represented by Each Category of Trader
      19.9        5.1        0.0        4.5       56.0        0.1       60.4       23.4        4.5        0.7        3.3        0.0        9.9        7.5
 
Number of Traders in Each Category                                    Total Traders:        70 
        10          .          .          7          5          .         26         13          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    16,517
Positions
     3,833         81      3,000        764      2,023          0      7,473     10,525        159        100        210          0      1,188        519
 
Changes from:       January 17, 2017                                 Total Change is:     2,975
       -14       -382      2,000          6         -2          0        793      1,285          0        100        110          0         90        -36
 
Percent of Open Interest Represented by Each Category of Trader
      23.2        0.5       18.2        4.6       12.2        0.0       45.2       63.7        1.0        0.6        1.3        0.0        7.2        3.1
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          .          .          .          .          0         12          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    67,349
Positions
     8,394     42,149      1,201     10,173        267        389     35,101     10,381        896        893      2,985          3     10,301      9,080
 
Changes from:       January 17, 2017                                 Total Change is:     2,141
       392       -570       -242        784       -319        -32      2,807      5,065     -2,152          0        886          0        584       -497
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       62.6        1.8       15.1        0.4        0.6       52.1       15.4        1.3        1.3        4.4        0.0       15.3       13.5
 
Number of Traders in Each Category                                    Total Traders:       122 
        15         24          .         13          .          5         42         15          7          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   134,698
Positions
    16,788     84,297      2,402     20,345        534        777     70,201     20,761      1,792      1,786      5,970          5     20,602     18,160
 
Changes from:       January 17, 2017                                 Total Change is:     4,281
       783     -1,139       -483      1,567       -637        -63      5,614     10,129     -4,304          0      1,772          0      1,167       -994
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       62.6        1.8       15.1        0.4        0.6       52.1       15.4        1.3        1.3        4.4        0.0       15.3       13.5
 
Number of Traders in Each Category                                    Total Traders:       122 
        15         24          .         13          .          5         42         15          7          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   639,223
Positions
    59,861     95,659     16,070    292,964    189,087     60,204     77,494    133,301     19,297     23,843     42,357      3,670     85,819     79,578
 
Changes from:       January 17, 2017                                 Total Change is:    14,746
     7,167     13,006     -3,677     -2,343     -8,120      1,221      5,671      4,533        963       -418      5,576       -787      6,950      2,032
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       15.0        2.5       45.8       29.6        9.4       12.1       20.9        3.0        3.7        6.6        0.6       13.4       12.4
 
Number of Traders in Each Category                                    Total Traders:       591 
        36         32         20        130         78         89         79        130         76         40         66         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    65,336
Positions
    11,782      8,681        820     12,899     18,976      1,456      6,024      9,953        971      2,380      1,700          4     29,000     22,775
 
Changes from:       January 17, 2017                                 Total Change is:     3,009
     2,039     -1,943     -1,175         62         -3         26        958      1,222        876        -18      1,078          0        241      2,928
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       13.3        1.3       19.7       29.0        2.2        9.2       15.2        1.5        3.6        2.6        0.0       44.4       34.9
 
Number of Traders in Each Category                                    Total Traders:        51 
         6          6          .          7          4          .          9         14          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,869,436
Positions
   274,383    468,874     42,264  1,400,327    850,553    293,741    386,501    645,891     62,479    107,330    203,302     18,317    284,094    284,015
 
Changes from:       January 17, 2017                                 Total Change is:    58,687
     7,288     56,394      5,841    -12,025    -40,585      5,975     26,279     19,270     -2,281     -4,107     20,382     -1,829     33,546     -4,480
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       16.3        1.5       48.8       29.6       10.2       13.5       22.5        2.2        3.7        7.1        0.6        9.9        9.9
 
Number of Traders in Each Category                                    Total Traders:       585 
        34         34         16        130         76         88         80        127         66         39         65         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    97,566
Positions
     1,216     49,246        153     52,114     37,937      3,333     27,624      2,149        111        940        551          0     12,075      4,086
 
Changes from:       January 17, 2017                                 Total Change is:       -22
       -60      1,072        -17       -505       -668        -17          0       -540       -293         73          0          0        797        441
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       50.5        0.2       53.4       38.9        3.4       28.3        2.2        0.1        1.0        0.6        0.0       12.4        4.2
 
Number of Traders in Each Category                                    Total Traders:        87 
         .         10          .         35         13         16         18          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    44,694
Positions
     5,319     16,723        225     11,757      5,625      1,041     18,550     12,550        572      1,367      1,880         87      5,776      5,992
 
Changes from:       January 17, 2017                                 Total Change is:      -380
       877       -713         24     -1,030        246        270       -119       -726        -88       -300       -165         25        -39        747
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       37.4        0.5       26.3       12.6        2.3       41.5       28.1        1.3        3.1        4.2        0.2       12.9       13.4
 
Number of Traders in Each Category                                    Total Traders:       226 
        17         18          6         41         21         12         54         42         13         13         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   223,472
Positions
    26,594     83,614      1,125     58,785     28,124      5,206     92,748     62,749      2,862      6,837      9,399        434     28,881     29,959
 
Changes from:       January 17, 2017                                 Total Change is:    -1,902
     4,386     -3,564        118     -5,151      1,228      1,352       -597     -3,630       -440     -1,501       -827        125       -194      3,736
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       37.4        0.5       26.3       12.6        2.3       41.5       28.1        1.3        3.1        4.2        0.2       12.9       13.4
 
Number of Traders in Each Category                                    Total Traders:       226 
        17         18          6         41         21         12         54         42         13         13         20          .
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Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   647,446
Positions
    45,471    213,105      4,171    323,126    149,586     27,917    186,655    198,356      9,780     21,108     22,601        924     28,294     21,006
 
Changes from:       January 17, 2017                                 Total Change is:    -4,679
       288       -347        240     -9,578     -3,958       -109      2,967       -434     -1,078         28      4,098       -230      2,793     -2,861
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       32.9        0.6       49.9       23.1        4.3       28.8       30.6        1.5        3.3        3.5        0.1        4.4        3.2
 
Number of Traders in Each Category                                    Total Traders:       345 
        15         21          5         83         44         35         69         69         25         16         27          .
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Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    28,092
Positions
       691     11,344          0     11,840        534         36      3,402      2,233          0      3,597      7,987          0      8,526      5,958
 
Changes from:       January 17, 2017                                 Total Change is:      -816
         0        182          0     -1,028          0         -2        259       -357       -109       -151        160          0        215       -690
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       40.4        0.0       42.1        1.9        0.1       12.1        7.9        0.0       12.8       28.4        0.0       30.4       21.2
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0         11          .          .          7          4          0          7          4          0
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Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    59,384
Positions
    14,611     10,206      1,742     16,006      5,383      2,024     14,874     14,671        950      1,100      2,508          0      8,077     21,900
 
Changes from:       January 17, 2017                                 Total Change is:     2,200
      -276      2,507        -55        560       -558         66      3,251        173        496       -106       -609          0     -1,736        180
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       17.2        2.9       27.0        9.1        3.4       25.0       24.7        1.6        1.9        4.2        0.0       13.6       36.9
 
Number of Traders in Each Category                                    Total Traders:        98 
        18          9          4         13          9          6         26         17          5          .          .          0
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Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   245,982
Positions
     6,030    151,062      1,106    163,902     62,469     12,257     46,719      9,381      2,127      5,054      3,203          0      8,787      4,377
 
Changes from:       January 17, 2017                                 Total Change is:     8,302
     3,440     11,426       -598      4,022     -4,421       -433      1,395         79        103        221      2,476          0        152       -330
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       61.4        0.4       66.6       25.4        5.0       19.0        3.8        0.9        2.1        1.3        0.0        3.6        1.8
 
Number of Traders in Each Category                                    Total Traders:       124 
         4         14          .         44         23         20         19          9          7          8          .          0
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Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   850,977
Positions
    29,683    630,141      5,327    507,805     83,129     70,397    162,889     24,093     12,414     39,192     15,054      1,505     21,765      8,917
 
Changes from:       January 17, 2017                                 Total Change is:    -4,457
       648     -3,609        176     -8,498        675        370      3,977     -7,375      1,010     -3,668      3,059        630        898        607
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       74.0        0.6       59.7        9.8        8.3       19.1        2.8        1.5        4.6        1.8        0.2        2.6        1.0
 
Number of Traders in Each Category                                    Total Traders:       302 
        19         20         11        101         36         48         52         19         15         38         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   614,355
Positions
     9,370     35,786      1,174    299,132    137,514    108,188     50,968    117,182      8,324     10,197     41,541      1,696    125,306    162,950
 
Changes from:       January 17, 2017                                 Total Change is:    -1,463
      -392        522         68    -11,678     -2,881      6,306      8,334     -7,157       -624     -1,229     10,280       -315     -1,933     -7,662
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        5.8        0.2       48.7       22.4       17.6        8.3       19.1        1.4        1.7        6.8        0.3       20.4       26.5
 
Number of Traders in Each Category                                    Total Traders:       155 
         9         10          5         44         25         34         20         33         16          6          8          .
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Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   696,286
Positions
     1,556    150,702      1,907    422,290     70,985     82,191     37,451    262,299     11,548     25,184     10,774        392    113,767    105,488
 
Changes from:       January 17, 2017                                 Total Change is:     4,345
     1,556      4,372      1,338      3,795      4,387     -2,195      1,591       -438      1,186        390         11        -51     -3,265     -4,265
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       21.6        0.3       60.6       10.2       11.8        5.4       37.7        1.7        3.6        1.5        0.1       16.3       15.2
 
Number of Traders in Each Category                                    Total Traders:       100 
         .         11          .         45          8         28         10         19         11          4          .          .
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Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,252,240
Positions
    63,463     83,546     15,418    420,335    311,890    174,551    332,657    245,942     64,055     73,304    198,938      2,109    106,348    155,791
 
Changes from:       January 17, 2017                                 Total Change is:    79,179
     9,868    -17,022      9,624       -280     68,702      5,953     28,465     14,437      1,280     20,439     -1,174        231      3,599     -2,852
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        6.7        1.2       33.6       24.9       13.9       26.6       19.6        5.1        5.9       15.9        0.2        8.5       12.4
 
Number of Traders in Each Category                                    Total Traders:       256 
        13         24          8         59         36         43         41         37         25         18         28         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,162,734
Positions
    92,273    205,299     47,294  1,246,125  1,098,891    400,865    498,188    599,854     90,523    438,251    189,610     29,049    320,166    501,349
 
Changes from:       January 17, 2017                                 Total Change is:    67,167
   -14,666     28,215     14,843    -54,048     65,471    -16,325     69,934     17,297     -3,871     45,016    -27,853      4,512     21,772    -15,122
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        6.5        1.5       39.4       34.7       12.7       15.8       19.0        2.9       13.9        6.0        0.9       10.1       15.9
 
Number of Traders in Each Category                                    Total Traders:       379 
        23         40         16         52         75         67         50         83         54         19         35         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   309,268
Positions
    10,753     17,276      2,214    100,781    136,577     14,617     89,534     31,585      8,150     11,953      6,629          0     71,266     92,220
 
Changes from:       January 17, 2017                                 Total Change is:    11,045
    -3,354      7,253        763     -1,891      5,013     -1,844     13,453     16,374     -1,575        -73     -2,350          0      5,566    -12,589
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        5.6        0.7       32.6       44.2        4.7       29.0       10.2        2.6        3.9        2.1        0.0       23.0       29.8
 
Number of Traders in Each Category                                    Total Traders:        56 
         4          5          .         11         20         19          8          4          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 3,037,553
Positions
    55,649    372,268     39,633  1,940,886    520,177    249,525    181,782  1,170,611    108,706    221,953    200,340      8,667    230,752    367,626
 
Changes from:       January 17, 2017                                 Total Change is:    56,972
    -1,806      7,244     11,688    -20,385     58,730    -13,942     14,093    -22,013     21,191     61,615     -7,013     -3,496    -11,986      4,583
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       12.3        1.3       63.9       17.1        8.2        6.0       38.5        3.6        7.3        6.6        0.3        7.6       12.1
 
Number of Traders in Each Category                                    Total Traders:       308 
         7         39         12         61         52         56         35         71         39         16         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,118,949
Positions
   291,886    135,319    321,933        350     14,217      7,682    157,536    304,779    180,318     50,120     29,161     79,142     29,982     46,398
 
Changes from:       January 17, 2017                                 Total Change is:   149,494
       -90     35,011     16,293          0      3,500     -3,364     46,364        176     26,530       -702     10,665     61,942      2,521     -1,259
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       12.1       28.8        0.0        1.3        0.7       14.1       27.2       16.1        4.5        2.6        7.1        2.7        4.1
 
Number of Traders in Each Category                                    Total Traders:       136 
        25         30         43          .          .          .         19         41         35          8          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,640,840
Positions
 4,901,078    912,223  2,113,202     45,982  1,618,765    430,978    268,969  2,400,069  2,063,671    830,698    484,170    540,254    446,008  1,077,508
 
Changes from:       January 17, 2017                                 Total Change is:  -500,361
     6,151     73,115   -215,325     -1,932     -1,550     46,732   -101,173   -311,822    -53,095    -55,272     46,771    -13,781   -112,666    -71,406
 
Percent of Open Interest Represented by Each Category of Trader
      42.1        7.8       18.2        0.4       13.9        3.7        2.3       20.6       17.7        7.1        4.2        4.6        3.8        9.3
 
Number of Traders in Each Category                                    Total Traders:       283 
        29         43         68          6         28         28         23        100         97          9         25         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    32,285
Positions
     3,916      4,838          0        146     14,756        119     20,958      8,045          0      6,780      3,995        329         37        203
 
Changes from:       January 17, 2017                                 Total Change is:       310
       628       -438          0         -6        -13          0       -505        652          0         70        -35        160        -37        -16
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       15.0        0.0        0.5       45.7        0.4       64.9       24.9        0.0       21.0       12.4        1.0        0.1        0.6
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          8          0          .         12          .          4         11          0          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    37,708
Positions
     5,918     11,674          0        337      9,203        414     29,962      9,379          0        887      6,719        175         15        144
 
Changes from:       January 17, 2017                                 Total Change is:       151
        37     -2,386          0         22      2,759          3       -224       -592          0        325        389          0        -12        -22
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       31.0        0.0        0.9       24.4        1.1       79.5       24.9        0.0        2.4       17.8        0.5        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          5          0          .          5          .          7          8          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    74,838
Positions
       474     58,784          0     16,639      1,118      1,032     27,007      9,146      1,898     16,955        118          1     10,832      2,741
 
Changes from:       January 17, 2017                                 Total Change is:    -2,881
      -174        -70          0     -1,146         71       -373     -1,897     -1,844        -67      1,069       -250         -2       -291       -346
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       78.5        0.0       22.2        1.5        1.4       36.1       12.2        2.5       22.7        0.2        0.0       14.5        3.7
 
Number of Traders in Each Category                                    Total Traders:       148 
         .          .          0         12          5          .         44         12          8         68          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   478,012
Positions
   129,749     22,189     10,876     79,162     57,501     29,795     83,090    212,678     94,082     10,262      5,158     13,548     27,448     32,185
 
Changes from:       January 17, 2017                                 Total Change is:   -59,644
       131     -3,638    -14,076     20,476     10,357    -10,426    -28,520    -14,266    -12,796       -504     -2,188      1,361    -15,290    -13,972
 
Percent of Open Interest Represented by Each Category of Trader
      27.1        4.6        2.3       16.6       12.0        6.2       17.4       44.5       19.7        2.1        1.1        2.8        5.7        6.7
 
Number of Traders in Each Category                                    Total Traders:       228 
        21          4         20         14         25         13         45         78         49         19         11         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    34,711
Positions
       130      1,339          0     23,887         78          0      6,916     32,843        369      3,287         78          0        122          4
 
Changes from:       January 17, 2017                                 Total Change is:     1,168
        25        -30          0         30          1          0        957      1,196          0        163          1          0         -7          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        3.9        0.0       68.8        0.2        0.0       19.9       94.6        1.1        9.5        0.2        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0         14          .          0         12          5          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of January 24, 2017                                                                               
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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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,234
Positions
     2,375      8,776          0     10,490          0        116      1,248      6,053        114        256          0          0        635        175
 
Changes from:       January 17, 2017                                 Total Change is:    -1,132
         0       -632          0        -33          0          0       -119        490       -980          0          0          0          0        -10
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       57.6        0.0       68.9        0.0        0.8        8.2       39.7        0.7        1.7        0.0        0.0        4.2        1.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0         10          0          .          .          4          .          .          0          0
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Updated January 27, 2017