Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   131,522
Positions
     2,882     71,407        362     34,741      6,231      2,041     45,233     21,402      2,682     10,351      2,103        257     32,973     25,037
 
Changes from:       February 14, 2017                                Total Change is:     6,466
       -15      3,005         96     -1,100         27         46      5,387      1,548        196      1,218         -7         50        588      1,505
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       54.3        0.3       26.4        4.7        1.6       34.4       16.3        2.0        7.9        1.6        0.2       25.1       19.0
 
Number of Traders in Each Category                                    Total Traders:        87 
         .         10          5         12          5          5         25         19         12          9          4          .
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Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    48,398
Positions
    27,445     13,259         23      1,704      1,504          0     10,691     15,675        627          0          0          0      7,908     17,310
 
Changes from:       February 14, 2017                                Total Change is:       916
        23       -220          2          9          0          0        446       -616         68          0          0          0        368      1,682
 
Percent of Open Interest Represented by Each Category of Trader
      56.7       27.4        0.0        3.5        3.1        0.0       22.1       32.4        1.3        0.0        0.0        0.0       16.3       35.8
 
Number of Traders in Each Category                                    Total Traders:        42 
         4          4          .          .          .          0         12         18         11          0          0          0
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Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   213,713
Positions
   126,900      6,360      1,062      9,988     76,455      4,465     24,608     73,631      4,003     16,211     12,761        555     25,921     34,421
 
Changes from:       February 14, 2017                                Total Change is:     1,669
       725     -1,507         12       -678      4,021        602        257     -3,356        591       -343        402         14        489        890
 
Percent of Open Interest Represented by Each Category of Trader
      59.4        3.0        0.5        4.7       35.8        2.1       11.5       34.5        1.9        7.6        6.0        0.3       12.1       16.1
 
Number of Traders in Each Category                                    Total Traders:       122 
        12          6          7          8         25         11         15         44         22          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   205,223
Positions
    83,012     35,728      3,438     24,645     55,074      3,580     26,324     53,926      4,410     36,858      2,132      5,671     17,285     41,264
 
Changes from:       February 14, 2017                                Total Change is:       946
    -3,312      1,601        681      1,892        847       -506      3,449       -709       -754        193        726        -58       -639       -882
 
Percent of Open Interest Represented by Each Category of Trader
      40.4       17.4        1.7       12.0       26.8        1.7       12.8       26.3        2.1       18.0        1.0        2.8        8.4       20.1
 
Number of Traders in Each Category                                    Total Traders:       123 
        11          8          4         15         19          6         23         39         14          4          4          .
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Traders in Financial Futures - Futures Only Positions as of February 21, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   417,129
Positions
   114,768     69,501      1,919    137,567     97,401     10,991     41,682    145,281      6,519     46,759     22,595      1,487     55,437     61,435
 
Changes from:       February 14, 2017                                Total Change is:    10,779
     3,996     -2,819        134      7,167      5,511     -1,732       -771     12,792         -5        562        147       -247      1,675     -3,002
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       16.7        0.5       33.0       23.4        2.6       10.0       34.8        1.6       11.2        5.4        0.4       13.3       14.7
 
Number of Traders in Each Category                                    Total Traders:       247 
        20         11         11         48         35         32         26         61         21         26         19         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    29,147
Positions
       764     21,603          0     17,595          0        454        457      1,522        168          0        836          0      9,709      4,564
 
Changes from:       February 14, 2017                                Total Change is:       105
         0        227          0         -3          0        -23         -6         72          7          0          0          0        130       -178
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       74.1        0.0       60.4        0.0        1.6        1.6        5.2        0.6        0.0        2.9        0.0       33.3       15.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          4          0         12          0          6          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   137,436
Positions
     5,512     62,416      1,139     26,410     18,750        318     69,822     24,080      2,067      1,289      5,901        530     30,349     22,235
 
Changes from:       February 14, 2017                                Total Change is:     9,567
      -981      6,456        -77      2,033         42          1      8,326      2,673       -146        333        365         15         63        238
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       45.4        0.8       19.2       13.6        0.2       50.8       17.5        1.5        0.9        4.3        0.4       22.1       16.2
 
Number of Traders in Each Category                                    Total Traders:        95 
         .         10          4          9          8          4         36         20          9          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    29,979
Positions
     2,046     24,582          1      6,076          0          0     19,250      4,187          2        725        257          0      1,879        950
 
Changes from:       February 14, 2017                                Total Change is:      -438
         0       -154          1     -1,071          0          0        607       -362          0          0          0          0         25         77
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       82.0        0.0       20.3        0.0        0.0       64.2       14.0        0.0        2.4        0.9        0.0        6.3        3.2
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          7          .          .          0          0         12          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   193,415
Positions
    63,593     80,376      1,248     66,754      4,795        209     30,545     70,490     20,574      3,379      9,782        303      6,810      5,638
 
Changes from:       February 14, 2017                                Total Change is:     3,387
      -366      9,363     -4,861        276       -173        118      4,939     -3,148      1,983        443        545        282        573       -722
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       41.6        0.6       34.5        2.5        0.1       15.8       36.4       10.6        1.7        5.1        0.2        3.5        2.9
 
Number of Traders in Each Category                                    Total Traders:       146 
         4         10          .         15          8          .         31         47         13         17         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    37,953
Positions
       673     31,220         71      6,633          0          0     26,916      3,281      1,476          0      1,285          0      2,184        620
 
Changes from:       February 14, 2017                                Total Change is:       819
         0         13          0        463          0          0     -1,116       -854      1,471          0        270          0          1        -81
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       82.3        0.2       17.5        0.0        0.0       70.9        8.6        3.9        0.0        3.4        0.0        5.8        1.6
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          .          4          0          0         11          9          .          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    55,082
Positions
     7,811     23,133          2      1,024     18,169          0     37,399      6,577      2,811      1,064      1,132          0      4,971      3,258
 
Changes from:       February 14, 2017                                Total Change is:    -1,232
       109        407        -21         34        -79          0     -1,166     -1,983        -11       -142         21          0        -35        434
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       42.0        0.0        1.9       33.0        0.0       67.9       11.9        5.1        1.9        2.1        0.0        9.0        5.9
 
Number of Traders in Each Category                                    Total Traders:        75 
         5          6          .          5          4          0         31         14          6          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    30,041
Positions
     5,019        171     15,285        796        315          0      7,400     13,629          2          0        100          0      1,539        539
 
Changes from:       February 14, 2017                                Total Change is:    -1,461
       832         58       -846       -105        -37          0     -1,336       -200        -86       -103       -450          0        183        100
 
Percent of Open Interest Represented by Each Category of Trader
      16.7        0.6       50.9        2.6        1.0        0.0       24.6       45.4        0.0        0.0        0.3        0.0        5.1        1.8
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          .          .          .          .          0         12          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    63,482
Positions
     8,748     37,279      1,466      8,421        537        429     31,364      8,773      2,181        895      3,731         11      9,970      9,078
 
Changes from:       February 14, 2017                                Total Change is:       -33
      -696        306        788        147        -10          2       -475     -1,296        178       -400        481          0        423       -481
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       58.7        2.3       13.3        0.8        0.7       49.4       13.8        3.4        1.4        5.9        0.0       15.7       14.3
 
Number of Traders in Each Category                                    Total Traders:       124 
        13         25          4         13          .          6         39         17          7          4         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   126,964
Positions
    17,496     74,557      2,931     16,841      1,073        858     62,727     17,546      4,361      1,789      7,461         21     19,940     18,156
 
Changes from:       February 14, 2017                                Total Change is:       -66
    -1,391        611      1,576        294        -20          3       -949     -2,591        355       -800        962          0        846       -962
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       58.7        2.3       13.3        0.8        0.7       49.4       13.8        3.4        1.4        5.9        0.0       15.7       14.3
 
Number of Traders in Each Category                                    Total Traders:       124 
        13         25          4         13          .          6         39         17          7          4         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   693,015
Positions
    62,156    115,488     35,309    305,925    177,664     64,525     76,868    121,351     40,457     21,960     49,222      7,357     78,457     81,643
 
Changes from:       February 14, 2017                                Total Change is:    17,725
   -10,580      1,691     16,620      5,396     -9,510        634       -978     -4,566      8,395     -2,071      5,442      2,974     -2,663     -3,954
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       16.7        5.1       44.1       25.6        9.3       11.1       17.5        5.8        3.2        7.1        1.1       11.3       11.8
 
Number of Traders in Each Category                                    Total Traders:       613 
        35         35         24        134         77         88         86        133         81         43         69         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    81,724
Positions
    18,108     12,409      3,592     15,692     19,019      3,524      7,773     18,891        244      3,823      2,308      2,500     26,468     19,237
 
Changes from:       February 14, 2017                                Total Change is:    10,081
      -380      1,931      2,490      1,709     -1,448      2,939        638      6,874     -1,386        956        378      2,500        615     -4,197
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       15.2        4.4       19.2       23.3        4.3        9.5       23.1        0.3        4.7        2.8        3.1       32.4       23.5
 
Number of Traders in Each Category                                    Total Traders:        57 
         6          7          4         10          .          5         12         11          4          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 3,056,454
Positions
   260,358    555,511    118,466  1,455,129    797,186    301,045    433,815    600,641    112,722     97,506    241,388     17,466    259,947    312,029
 
Changes from:       February 14, 2017                                Total Change is:    38,219
   -16,767     33,033     36,416     22,396    -36,349    -15,488     30,364    -18,754     10,459    -10,477     29,978     -2,292    -16,392      1,216
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       18.2        3.9       47.6       26.1        9.8       14.2       19.7        3.7        3.2        7.9        0.6        8.5       10.2
 
Number of Traders in Each Category                                    Total Traders:       601 
        35         33         21        133         76         85         87        129         71         41         67         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    97,472
Positions
     1,121     46,317        209     54,337     38,202      3,228     24,748      4,167      1,404        541        527          0     11,884      3,418
 
Changes from:       February 14, 2017                                Total Change is:     2,743
       -38      1,863          9      3,170       -625          8        462      1,343        178          0          0          0     -1,046        -33
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       47.5        0.2       55.7       39.2        3.3       25.4        4.3        1.4        0.6        0.5        0.0       12.2        3.5
 
Number of Traders in Each Category                                    Total Traders:        92 
         .         11          .         34         14         14         20          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    46,915
Positions
     6,409     13,316        275     11,105      5,122        962     19,509     15,704        932      1,763      3,954         41      5,920      6,610
 
Changes from:       February 14, 2017                                Total Change is:     1,145
       385     -1,890         46       -742         16         56      1,083        748        245        -63      1,767        -37        171        193
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       28.4        0.6       23.7       10.9        2.1       41.6       33.5        2.0        3.8        8.4        0.1       12.6       14.1
 
Number of Traders in Each Category                                    Total Traders:       247 
        16         18          6         41         21         14         61         50         18         13         27          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   234,577
Positions
    32,046     66,580      1,377     55,524     25,608      4,810     97,544     78,518      4,659      8,813     19,771        205     29,599     33,049
 
Changes from:       February 14, 2017                                Total Change is:     5,725
     1,927     -9,448        230     -3,712         81        282      5,416      3,741      1,224       -314      8,833       -183        855        965
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       28.4        0.6       23.7       10.9        2.1       41.6       33.5        2.0        3.8        8.4        0.1       12.6       14.1
 
Number of Traders in Each Category                                    Total Traders:       247 
        16         18          6         41         21         14         61         50         18         13         27          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   612,760
Positions
    50,482    195,710      5,301    305,589    147,194     29,899    163,229    176,344     15,818     12,625     22,646        923     28,894     18,925
 
Changes from:       February 14, 2017                                Total Change is:    -5,570
       803      1,053        328      2,902     -2,924     -1,630    -10,156     -1,961      2,288        388     -1,106         90       -583     -1,708
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       31.9        0.9       49.9       24.0        4.9       26.6       28.8        2.6        2.1        3.7        0.2        4.7        3.1
 
Number of Traders in Each Category                                    Total Traders:       351 
        19         23          9         81         42         37         73         72         24         17         24          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    31,672
Positions
       912     13,041          3     13,894        524         80      2,808      3,138          7      4,392      7,605          0      9,576      7,274
 
Changes from:       February 14, 2017                                Total Change is:      -670
        -1         17          0        356          0          3     -2,413      1,065       -116      1,179       -350          0        322     -1,289
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       41.2        0.0       43.9        1.7        0.3        8.9        9.9        0.0       13.9       24.0        0.0       30.2       23.0
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          .          .         15          .          .          5          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    57,155
Positions
    16,369     10,538      1,976     10,600      3,087      2,272     14,141     17,518      1,502        667      3,066          0      9,628     17,196
 
Changes from:       February 14, 2017                                Total Change is:    -4,367
      -320       -103       -285     -1,104       -579         43       -163     -4,370        152       -399         22          0     -2,291        753
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       18.4        3.5       18.5        5.4        4.0       24.7       30.6        2.6        1.2        5.4        0.0       16.8       30.1
 
Number of Traders in Each Category                                    Total Traders:        85 
        16          9          4         12          6          6         21         15          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   276,358
Positions
    22,244    188,202      4,534    168,944     60,190     12,488     50,351      3,325      2,700      5,334        747        409      9,354      3,763
 
Changes from:       February 14, 2017                                Total Change is:     8,874
     9,127      9,730      1,893     -2,339     -1,224         -6       -271       -365       -175       -395         -8          0      1,040       -971
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       68.1        1.6       61.1       21.8        4.5       18.2        1.2        1.0        1.9        0.3        0.1        3.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       127 
         6         13          6         46         23         20         23          6          7          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   891,953
Positions
    33,654    678,837      7,044    526,301     78,739     60,406    181,762     31,131     12,334     44,606     12,219      2,847     22,999      8,396
 
Changes from:       February 14, 2017                                Total Change is:    14,831
     1,907     18,482      1,931      5,289     -7,331       -544       -354       -549        101      4,275       -421      2,000        226      1,162
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       76.1        0.8       59.0        8.8        6.8       20.4        3.5        1.4        5.0        1.4        0.3        2.6        0.9
 
Number of Traders in Each Category                                    Total Traders:       317 
        20         20         10        104         29         43         57         23         18         49         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   642,991
Positions
     9,077     25,443      6,260    288,751    144,784    117,499     62,267    116,583     13,858      5,410     47,825      2,323    137,546    168,416
 
Changes from:       February 14, 2017                                Total Change is:    10,664
    -4,574      3,407      2,786    -21,216     11,107      2,237      7,630     -7,400      2,081      3,842      3,033         34     17,844     -6,621
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        4.0        1.0       44.9       22.5       18.3        9.7       18.1        2.2        0.8        7.4        0.4       21.4       26.2
 
Number of Traders in Each Category                                    Total Traders:       154 
         8         10          9         38         28         33         24         29         27          4         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   782,955
Positions
     6,296    143,394     18,381    416,118     59,731     84,985     41,480    277,081     59,049     25,960     16,327        418    130,268    123,589
 
Changes from:       February 14, 2017                                Total Change is:    15,833
       637     -5,747      4,756     -4,640      6,019        174      2,998        808     -1,627        521      5,372       -215     13,229      6,293
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       18.3        2.3       53.1        7.6       10.9        5.3       35.4        7.5        3.3        2.1        0.1       16.6       15.8
 
Number of Traders in Each Category                                    Total Traders:       104 
         .         12          5         46          9         28          9         19         15          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,608,124
Positions
    18,020    138,399     54,631    405,619    333,387    188,143    558,672    315,361    134,784    128,199    262,157      8,288    111,768    172,974
 
Changes from:       February 14, 2017                                Total Change is:   146,053
   -19,685     24,707     34,050      8,133     -6,009      4,300     31,135     18,494     55,827     20,997      5,666      6,780      4,516      2,238
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        8.6        3.4       25.2       20.7       11.7       34.7       19.6        8.4        8.0       16.3        0.5        7.0       10.8
 
Number of Traders in Each Category                                    Total Traders:       270 
         5         35         20         57         39         44         44         39         35         19         31         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 3,580,979
Positions
   110,889    182,036    173,639  1,351,743  1,092,476    385,250    490,795    702,416    249,024    432,979    192,796     33,257    353,403    570,085
 
Changes from:       February 14, 2017                                Total Change is:   240,433
   -26,223     18,194     97,788     42,864     25,903    -21,653      6,714     -3,905     79,662      9,289     -3,054     13,682     38,310     33,816
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        5.1        4.8       37.7       30.5       10.8       13.7       19.6        7.0       12.1        5.4        0.9        9.9       15.9
 
Number of Traders in Each Category                                    Total Traders:       364 
        19         41         21         44         79         67         50         73         57         21         36         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   335,555
Positions
    11,915     20,028      2,849    107,963    137,541     12,739     95,522     34,955     16,636      9,251      6,629          0     78,680    104,178
 
Changes from:       February 14, 2017                                Total Change is:    17,490
    -2,208     -1,614      1,053        306       -493     -2,738      3,352      2,540      8,003         31          0          0      9,691     10,739
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        6.0        0.8       32.2       41.0        3.8       28.5       10.4        5.0        2.8        2.0        0.0       23.4       31.0
 
Number of Traders in Each Category                                    Total Traders:        59 
         .          6          .         12         18         18         11          6          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 3,557,180
Positions
    48,578    435,919    112,364  1,924,277    585,728    307,639    202,560  1,098,051    364,325    305,225    248,243     19,648    272,564    385,263
 
Changes from:       February 14, 2017                                Total Change is:   167,043
   -26,360     59,528     -3,331    -37,782     74,007     24,918     46,694    -91,831     91,590     38,923       -933      4,779     27,612      8,316
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       12.3        3.2       54.1       16.5        8.6        5.7       30.9       10.2        8.6        7.0        0.6        7.7       10.8
 
Number of Traders in Each Category                                    Total Traders:       314 
         7         33         16         59         51         56         34         78         50         19         33         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 1,455,720
Positions
   342,475    149,131    420,271          0     29,943     10,200    122,305    306,060    349,262     67,317     22,242    114,393     29,497     54,218
 
Changes from:       February 14, 2017                                Total Change is:   136,528
    11,161     -7,427     49,676          0        -12     -1,200    -23,035     -6,199     85,530      1,987     -3,732      7,542      4,867     12,350
 
Percent of Open Interest Represented by Each Category of Trader
      23.5       10.2       28.9        0.0        2.1        0.7        8.4       21.0       24.0        4.6        1.5        7.9        2.0        3.7
 
Number of Traders in Each Category                                    Total Traders:       150 
        28         36         51          0          5          .         14         44         43          8         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,440,977
Positions
 5,221,988    770,715  2,279,994     34,236  1,652,194    546,484    276,439  2,955,560  1,956,808    951,409    482,453    595,992    577,627  1,200,777
 
Changes from:       February 14, 2017                                Total Change is:   371,930
   193,478    -88,464     86,198    -17,755     79,749     12,751    -31,514    116,010    107,082     27,602     37,541    -14,000      8,088     35,063
 
Percent of Open Interest Represented by Each Category of Trader
      42.0        6.2       18.3        0.3       13.3        4.4        2.2       23.8       15.7        7.6        3.9        4.8        4.6        9.7
 
Number of Traders in Each Category                                    Total Traders:       295 
        28         47         72          6         31         26         24        103        100         12         23         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    32,226
Positions
     5,305      4,203          0        172     13,841        110     19,216      9,287          0      7,209      4,482        139         75        164
 
Changes from:       February 14, 2017                                Total Change is:       703
       244       -401          0         -1       -325          0        369        961          0         -7        430         50         48        -12
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       13.0        0.0        0.5       42.9        0.3       59.6       28.8        0.0       22.4       13.9        0.4        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          8          0          .         12          .          4         12          0          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    43,101
Positions
     6,113     19,383          0        625      8,672        280     35,374      8,472          0        489      5,946        175         45        173
 
Changes from:       February 14, 2017                                Total Change is:       610
       174      1,666          0        122       -262       -102        831       -441          0       -411       -303          0         -4         52
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       45.0        0.0        1.5       20.1        0.6       82.1       19.7        0.0        1.1       13.8        0.4        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          4          0          .          4          .          7          8          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    74,802
Positions
       313     58,262          0     16,158      1,059      1,432     31,113      5,731      2,772     13,749      2,253          2      9,263      3,291
 
Changes from:       February 14, 2017                                Total Change is:       592
      -343       -156         -6        413          0        313      1,737       -217        390     -1,126        -25        -48       -738        341
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       77.9        0.0       21.6        1.4        1.9       41.6        7.7        3.7       18.4        3.0        0.0       12.4        4.4
 
Number of Traders in Each Category                                    Total Traders:       149 
         4          .          0         15          .          4         51         14          8         52          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   551,908
Positions
   128,342     27,467     17,775     76,505     47,690     38,294     94,461    223,842    113,636     15,197     12,772     34,887     32,811     35,545
 
Changes from:       February 14, 2017                                Total Change is:   -89,851
   -10,649      5,732    -24,856     47,732     -6,703    -19,639    -46,382    -13,391    -35,350     -2,456      2,383      3,108     -1,359     -1,135
 
Percent of Open Interest Represented by Each Category of Trader
      23.3        5.0        3.2       13.9        8.6        6.9       17.1       40.6       20.6        2.8        2.3        6.3        5.9        6.4
 
Number of Traders in Each Category                                    Total Traders:       245 
        24          4         19         16         23         16         53         75         57         23         14         26
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Traders in Financial Futures - Futures Only Positions as of February 21, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    35,072
Positions
       135        370          0     23,966         77          0      6,800     34,026        369      3,692        229          0        110          1
 
Changes from:       February 14, 2017                                Total Change is:       -41
        30        370          0         95          0          0        -88       -546          0        -52        151          0        -26        -16
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        1.1        0.0       68.3        0.2        0.0       19.4       97.0        1.1       10.5        0.7        0.0        0.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0         13          .          0         12          5          .          .          .          0
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Updated February 24, 2017