Traders in Financial Futures - Futures Only Positions as of March 7, 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   147,601
Positions
     5,539     49,732      8,467     27,861      8,433      1,998     52,026     34,644      8,849     11,009      2,865      1,543     30,309     31,070
 
Changes from:       February 28, 2017                                Total Change is:    12,159
     2,874    -20,336      8,139     -5,530        614        229        648     10,434      5,685      1,807        791      1,236     -2,929      5,367
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       33.7        5.7       18.9        5.7        1.4       35.2       23.5        6.0        7.5        1.9        1.0       20.5       21.0
 
Number of Traders in Each Category                                    Total Traders:        92 
         .          9          5         10          6          .         24         25         16         10          .          4
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Traders in Financial Futures - Futures Only Positions as of March 7, 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    56,508
Positions
    31,579      8,422        751      1,714      4,521          0     13,799     21,410      1,331          0          0          0      7,334     20,073
 
Changes from:       February 28, 2017                                Total Change is:     9,907
     3,698     -1,600        711          0      1,600          0      6,058      5,709        507          0          0          0     -1,067      2,980
 
Percent of Open Interest Represented by Each Category of Trader
      55.9       14.9        1.3        3.0        8.0        0.0       24.4       37.9        2.4        0.0        0.0        0.0       13.0       35.5
 
Number of Traders in Each Category                                    Total Traders:        49 
         6          4          .          .          4          0         13         19         10          0          0          0
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Traders in Financial Futures - Futures Only Positions as of March 7, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   262,512
Positions
   163,596      8,449      1,169      9,577     92,113      2,940     37,316     97,672      5,732     10,737     12,092      2,555     28,890     39,790
 
Changes from:       February 28, 2017                                Total Change is:    35,630
    31,865      2,173        266       -128      7,561       -788      8,628     21,311     -1,208     -7,324        247      1,465      2,854      4,603
 
Percent of Open Interest Represented by Each Category of Trader
      62.3        3.2        0.4        3.6       35.1        1.1       14.2       37.2        2.2        4.1        4.6        1.0       11.0       15.2
 
Number of Traders in Each Category                                    Total Traders:       126 
        11          5          6          7         27         10         20         43         17          6          7          .
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Traders in Financial Futures - Futures Only Positions as of March 7, 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   217,982
Positions
    97,177     32,117      4,669     22,902     66,760      3,546     28,751     55,296      7,000     37,839      2,349         29     16,069     46,216
 
Changes from:       February 28, 2017                                Total Change is:    13,380
    16,344    -10,655      1,337     -2,219     14,043         94       -261      3,439        290        763        896       -107     -2,861      4,043
 
Percent of Open Interest Represented by Each Category of Trader
      44.6       14.7        2.1       10.5       30.6        1.6       13.2       25.4        3.2       17.4        1.1        0.0        7.4       21.2
 
Number of Traders in Each Category                                    Total Traders:       121 
        10          8          4         12         22          5         25         32         19          6          5          .
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Traders in Financial Futures - Futures Only Positions as of March 7, 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   435,309
Positions
   111,030     76,373      5,136    150,494    103,396      8,841     40,433    141,023     10,052     49,857     23,752      1,441     58,025     65,295
 
Changes from:       February 28, 2017                                Total Change is:     3,674
     1,184     -4,374      3,080      2,971       -756     -1,236     -6,993      1,741      1,729      1,090      1,731        -49      1,898      1,808
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       17.5        1.2       34.6       23.8        2.0        9.3       32.4        2.3       11.5        5.5        0.3       13.3       15.0
 
Number of Traders in Each Category                                    Total Traders:       241 
        16         16         14         46         34         31         25         54         24         28         22         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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    37,703
Positions
       764     21,994        570     17,267          0        458      1,718      1,013        175          0      2,276          0     16,751     11,217
 
Changes from:       February 28, 2017                                Total Change is:     6,755
         0        692         43         16          0        -24      1,262        -78       -458          0        540          0      5,916      6,040
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       58.3        1.5       45.8        0.0        1.2        4.6        2.7        0.5        0.0        6.0        0.0       44.4       29.8
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          4          .         11          0          5          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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   153,365
Positions
     4,047     67,208     13,968     22,343     12,558      1,390     70,504     16,089     10,175      1,124      6,559        934     28,880     24,484
 
Changes from:       February 28, 2017                                Total Change is:    11,451
       912     -4,884     12,768     -5,952       -953        202     -3,310     -4,269      7,397        -52        -46        223       -737      1,013
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       43.8        9.1       14.6        8.2        0.9       46.0       10.5        6.6        0.7        4.3        0.6       18.8       16.0
 
Number of Traders in Each Category                                    Total Traders:        98 
         5          8          5          8          9          5         38         18         18          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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    32,727
Positions
     2,046     24,492      2,161      6,115          0          0     17,734      2,821         24        702        257          0      3,945      2,972
 
Changes from:       February 28, 2017                                Total Change is:     3,544
         0        -88      2,160        -53          0          0       -683       -614         22          1          0          0      2,097      2,064
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       74.8        6.6       18.7        0.0        0.0       54.2        8.6        0.1        2.1        0.8        0.0       12.1        9.1
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          .          .          0          0          9          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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   209,454
Positions
    63,591     92,650     18,684     62,943      3,605        119     34,775     59,309     17,968      3,439     12,472         18      7,917      4,629
 
Changes from:       February 28, 2017                                Total Change is:    14,596
       108      1,962     17,230         80       -542         -2     -2,288     -3,043       -932        -86        497       -217        703       -357
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       44.2        8.9       30.1        1.7        0.1       16.6       28.3        8.6        1.6        6.0        0.0        3.8        2.2
 
Number of Traders in Each Category                                    Total Traders:       140 
         4         11          4         15          6          .         39         35         13         15         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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    31,243
Positions
       103     23,137        387      6,968          0          0     21,439      5,503        203          0      1,305          0      2,143        708
 
Changes from:       February 28, 2017                                Total Change is:       219
       103       -532        313        412          0          0       -581        317          7          0         20          0        -35         94
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       74.1        1.2       22.3        0.0        0.0       68.6       17.6        0.6        0.0        4.2        0.0        6.9        2.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          .          4          0          0          7         10          .          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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    51,405
Positions
     7,750     14,879      2,164      1,574     18,338          0     28,605      7,359      3,941      1,383        909        149      5,839      3,666
 
Changes from:       February 28, 2017                                Total Change is:    -5,697
        61    -10,646      2,113        -25        275          0    -11,179        207      1,731        762       -448        149        691        922
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       28.9        4.2        3.1       35.7        0.0       55.6       14.3        7.7        2.7        1.8        0.3       11.4        7.1
 
Number of Traders in Each Category                                    Total Traders:        70 
         4          7          .          4          4          0         25         15         11          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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    28,816
Positions
     6,146        171     12,605        791        135          0      6,694     13,629      1,366          0        100          0      1,214        810
 
Changes from:       February 28, 2017                                Total Change is:     1,177
       768          0       -301         11       -119          0       -302          0      1,365          0          0          0       -364        232
 
Percent of Open Interest Represented by Each Category of Trader
      21.3        0.6       43.7        2.7        0.5        0.0       23.2       47.3        4.7        0.0        0.3        0.0        4.2        2.8
 
Number of Traders in Each Category                                    Total Traders:        29 
         5          .          4          .          .          0         13          4          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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    73,766
Positions
     8,867     45,488      1,732      9,961        439        839     36,163      7,210      3,625      1,593      5,035        167     10,821      9,234
 
Changes from:       February 28, 2017                                Total Change is:     4,156
       128      6,034       -104         42        218        137      1,782     -2,549        900        699        852         36        537     -1,368
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       61.7        2.3       13.5        0.6        1.1       49.0        9.8        4.9        2.2        6.8        0.2       14.7       12.5
 
Number of Traders in Each Category                                    Total Traders:       129 
        14         22          4         15          .          6         42         15          9          8         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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   147,532
Positions
    17,734     90,975      3,463     19,922        878      1,678     72,325     14,420      7,249      3,186     10,069        333     21,642     18,467
 
Changes from:       February 28, 2017                                Total Change is:     8,312
       256     12,068       -208         83        435        274      3,564     -5,098      1,800      1,397      1,704         72      1,074     -2,735
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       61.7        2.3       13.5        0.6        1.1       49.0        9.8        4.9        2.2        6.8        0.2       14.7       12.5
 
Number of Traders in Each Category                                    Total Traders:       129 
        14         22          4         15          .          6         42         15          9          8         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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   742,520
Positions
    61,587    138,874     53,370    306,351    173,436     62,548     93,244    120,935     45,183     23,245     52,286      7,873     89,119     88,015
 
Changes from:       February 28, 2017                                Total Change is:    24,898
    -5,297     16,064     13,149      1,426       -412     -3,900      9,811     -7,568      6,274        130      3,818        616      2,689     -3,143
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       18.7        7.2       41.3       23.4        8.4       12.6       16.3        6.1        3.1        7.0        1.1       12.0       11.9
 
Number of Traders in Each Category                                    Total Traders:       623 
        33         38         38        134         81         93         93        131         88         47         63         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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    96,235
Positions
    23,901     22,158      4,023     24,756     18,484      1,582      9,092     21,242        399      4,189      1,096      3,000     25,293     24,251
 
Changes from:       February 28, 2017                                Total Change is:     2,123
    -1,792      6,299        -69      8,749        435     -4,310        525      4,123        117         51       -286          0     -1,148     -4,186
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       23.0        4.2       25.7       19.2        1.6        9.4       22.1        0.4        4.4        1.1        3.1       26.3       25.2
 
Number of Traders in Each Category                                    Total Traders:        58 
         4         12          4         11          .          5         12         10          8          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 3,231,427
Positions
   229,044    624,196    206,119  1,411,848    778,633    300,958    500,019    577,725    144,661    103,550    264,218     16,097    319,131    318,820
 
Changes from:       February 28, 2017                                Total Change is:   113,876
   -18,166     48,182     66,732    -36,498     -4,117      1,933     44,642    -60,247     32,573        410     20,537      3,066     19,184      5,217
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       19.3        6.4       43.7       24.1        9.3       15.5       17.9        4.5        3.2        8.2        0.5        9.9        9.9
 
Number of Traders in Each Category                                    Total Traders:       615 
        34         36         36        133         80         89         91        131         80         46         62         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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    95,686
Positions
     1,152     45,059        360     51,600     37,871      3,275     23,434      3,085      2,092        756        564          0     13,017      3,380
 
Changes from:       February 28, 2017                                Total Change is:      -597
         1       -130        141     -1,181       -502         29       -615       -153         73        215          0          0        740        -55
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       47.1        0.4       53.9       39.6        3.4       24.5        3.2        2.2        0.8        0.6        0.0       13.6        3.5
 
Number of Traders in Each Category                                    Total Traders:        85 
         .         11          4         33         13         13         17          4          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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    46,856
Positions
     6,352     10,093        276      7,994      5,793      2,917     19,795     16,165      1,380      1,948      4,061         35      6,159      6,136
 
Changes from:       February 28, 2017                                Total Change is:      -996
        34     -3,690        -15     -1,634        468      1,289     -1,408        239        406        320        348         12          2        -51
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       21.5        0.6       17.1       12.4        6.2       42.2       34.5        2.9        4.2        8.7        0.1       13.1       13.1
 
Number of Traders in Each Category                                    Total Traders:       246 
        15         21          9         39         24         15         61         48         21         15         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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   234,280
Positions
    31,762     50,465      1,380     39,969     28,964     14,586     98,974     80,823      6,899      9,741     20,307        175     30,794     30,681
 
Changes from:       February 28, 2017                                Total Change is:    -4,979
       170    -18,452        -77     -8,171      2,338      6,445     -7,039      1,195      2,028      1,598      1,739         59          8       -254
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       21.5        0.6       17.1       12.4        6.2       42.2       34.5        2.9        4.2        8.7        0.1       13.1       13.1
 
Number of Traders in Each Category                                    Total Traders:       246 
        15         21          9         39         24         15         61         48         21         15         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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   607,697
Positions
    52,694    151,400      7,870    289,455    147,888     39,380    160,511    201,863     15,199     10,251     21,964        739     31,598     21,394
 
Changes from:       February 28, 2017                                Total Change is:    -5,889
      -589    -17,237      2,045     -9,707       -256        922     -4,119      5,821      3,323       -715        145       -152      3,103       -500
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       24.9        1.3       47.6       24.3        6.5       26.4       33.2        2.5        1.7        3.6        0.1        5.2        3.5
 
Number of Traders in Each Category                                    Total Traders:       346 
        21         21         13         82         44         36         63         78         26         17         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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    50,129
Positions
     1,412     13,225      7,198     17,261        490         79      3,619      2,792      3,265      5,553      7,909      1,993      9,749     13,178
 
Changes from:       February 28, 2017                                Total Change is:    18,086
       497        176      7,195      3,352          0         -6        650       -629      3,126        529        564      1,993        750      5,667
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       26.4       14.4       34.4        1.0        0.2        7.2        5.6        6.5       11.1       15.8        4.0       19.4       26.3
 
Number of Traders in Each Category                                    Total Traders:        51 
         5          4          .         16          .          .          6          6          6          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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    79,732
Positions
    18,377     12,309      2,989     11,274      2,769      2,234     17,690     24,851      3,766      1,036      2,986        167     22,199     27,661
 
Changes from:       February 28, 2017                                Total Change is:    21,587
     2,101         71      2,455        602        129        138        383      7,167      2,147        164        217        167     13,430      9,096
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       15.4        3.7       14.1        3.5        2.8       22.2       31.2        4.7        1.3        3.7        0.2       27.8       34.7
 
Number of Traders in Each Category                                    Total Traders:        92 
        14         10         10         15          6          7         27         14         17          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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   291,868
Positions
    26,235    187,357     16,099    161,959     63,507     14,475     55,657      3,048      2,653      4,780        708        409      9,601      3,612
 
Changes from:       February 28, 2017                                Total Change is:     9,074
     1,375     -3,115     11,700     -5,777       -732      1,479       -686        -88        381         23          3          0        579       -554
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       64.2        5.5       55.5       21.8        5.0       19.1        1.0        0.9        1.6        0.2        0.1        3.3        1.2
 
Number of Traders in Each Category                                    Total Traders:       133 
         9         12          8         45         24         22         29          6          9          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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   902,024
Positions
    32,120    673,589     10,757    522,085     82,970     61,916    185,556     29,504     14,738     43,117     12,324      2,847     28,888     13,379
 
Changes from:       February 28, 2017                                Total Change is:       185
    -1,388    -11,661      1,985      2,603     -1,261       -873    -11,172      3,826      3,727          6        141       -241      5,538      4,542
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       74.7        1.2       57.9        9.2        6.9       20.6        3.3        1.6        4.8        1.4        0.3        3.2        1.5
 
Number of Traders in Each Category                                    Total Traders:       315 
        21         20         13        101         32         44         59         21         23         46         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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   673,380
Positions
    10,031     26,616      8,535    327,499    178,758    102,950     68,590    139,927     15,169      8,013     39,423      2,909    129,684    159,093
 
Changes from:       February 28, 2017                                Total Change is:    22,802
     2,325       -508      2,985      9,904     13,409     -2,617     14,129     22,083     -1,889        688    -10,307        853     -3,576     -1,207
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        4.0        1.3       48.6       26.5       15.3       10.2       20.8        2.3        1.2        5.9        0.4       19.3       23.6
 
Number of Traders in Each Category                                    Total Traders:       161 
         7          8          6         38         34         32         27         29         18          7         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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   729,922
Positions
    10,770    118,702     10,243    401,469     58,022     87,805     40,123    278,067     32,714     29,058     18,496        341    117,399    125,532
 
Changes from:       February 28, 2017                                Total Change is:   -18,714
     5,328    -21,081         74    -13,823      1,539      2,846     -3,448      3,341    -10,941        742     -1,365        -13        521      6,886
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       16.3        1.4       55.0        7.9       12.0        5.5       38.1        4.5        4.0        2.5        0.0       16.1       17.2
 
Number of Traders in Each Category                                    Total Traders:       101 
         .          9          6         46          8         27          9         20         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 1,416,168
Positions
    37,135    153,157      6,710    422,890    264,729    184,531    431,419    309,918     63,545    155,706    271,183      1,192    113,040    161,203
 
Changes from:       February 28, 2017                                Total Change is:    -3,965
    14,366     -4,324    -24,775     33,996    -25,301     -2,637    -55,001     -8,138     18,228      4,495     34,861       -995      8,358      9,116
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       10.8        0.5       29.9       18.7       13.0       30.5       21.9        4.5       11.0       19.1        0.1        8.0       11.4
 
Number of Traders in Each Category                                    Total Traders:       269 
         8         33         13         56         34         42         42         43         29         21         32          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 3,254,479
Positions
   136,214    153,847     23,967  1,420,541  1,035,699    368,904    425,067    790,717     96,155    435,538    210,302     24,234    323,859    550,654
 
Changes from:       February 28, 2017                                Total Change is:      -909
    12,932    -30,271    -14,996     -7,402     -6,032     -8,604     10,404     49,019    -22,126     44,598      6,073      2,111    -17,826     23,917
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        4.7        0.7       43.6       31.8       11.3       13.1       24.3        3.0       13.4        6.5        0.7       10.0       16.9
 
Number of Traders in Each Category                                    Total Traders:       379 
        25         38         22         45         82         68         51         74         44         23         41         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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   338,916
Positions
    16,383     31,139      5,771    116,075    125,831     16,442    101,790     35,314      8,312      8,403      6,629          0     65,740    109,478
 
Changes from:       February 28, 2017                                Total Change is:      -286
        51       -115      2,596      1,619     -1,311        566        332     -5,217     -4,781       -259          0          0       -410      7,976
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        9.2        1.7       34.2       37.1        4.9       30.0       10.4        2.5        2.5        2.0        0.0       19.4       32.3
 
Number of Traders in Each Category                                    Total Traders:        61 
         6          4          4         12         22         20         10          4          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 3,082,637
Positions
    65,157    316,657     41,085  1,765,290    719,929    326,958    243,542    896,657    133,727    260,258    241,436     12,235    234,385    393,953
 
Changes from:       February 28, 2017                                Total Change is:   -72,463
    25,842    -67,013    -32,462    -36,396     31,744     27,193    -11,026    -49,333    -32,092     -1,236     13,742        113    -12,399     35,645
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       10.3        1.3       57.3       23.4       10.6        7.9       29.1        4.3        8.4        7.8        0.4        7.6       12.8
 
Number of Traders in Each Category                                    Total Traders:       316 
        13         35         12         61         49         61         33         76         35         19         30          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 1,400,594
Positions
   521,937    163,092    332,146      9,643      5,211      9,420    121,247    356,126    312,807      6,171    119,400     50,642     36,581     51,750
 
Changes from:       February 28, 2017                                Total Change is:  -183,033
   125,021        829    -72,268    -11,173    -15,865     -6,218    -93,529    -71,941     -2,100    -42,956     67,085    -81,805      1,995       -750
 
Percent of Open Interest Represented by Each Category of Trader
      37.3       11.6       23.7        0.7        0.4        0.7        8.7       25.4       22.3        0.4        8.5        3.6        2.6        3.7
 
Number of Traders in Each Category                                    Total Traders:       140 
        29         28         50          .          .          .         25         31         46          6         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 is13,375,593
Positions
 5,534,491    772,513  2,453,818     40,544  1,632,763    655,767    296,122  3,236,384  2,104,888    958,229    490,560    714,924    616,810  1,313,976
 
Changes from:       February 28, 2017                                Total Change is:   656,314
    81,923     29,128    158,974      3,590   -100,968     62,875     48,235    237,650     93,175     48,880    -29,863    103,381     55,281    101,962
 
Percent of Open Interest Represented by Each Category of Trader
      41.4        5.8       18.3        0.3       12.2        4.9        2.2       24.2       15.7        7.2        3.7        5.3        4.6        9.8
 
Number of Traders in Each Category                                    Total Traders:       302 
        29         47         73          8         28         29         24        108        100         11         26         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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    32,468
Positions
     7,836      4,379        937        334     12,937         91     18,809      9,653          1      4,301      4,215         86         73        169
 
Changes from:       February 28, 2017                                Total Change is:        81
     1,698        -28        937        162          9        -19      2,077      1,118     -1,898     -2,940        -88         30         34         20
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       13.5        2.9        1.0       39.8        0.3       57.9       29.7        0.0       13.2       13.0        0.3        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          7          .          .         12          .          4         11          .          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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    47,785
Positions
     5,861     20,924      2,666        568      9,127        191     37,642      8,430         39        675      6,144        142          1        122
 
Changes from:       February 28, 2017                                Total Change is:     3,209
        -3      3,262      2,654       -158        157          4      3,427       -509     -2,673        111        410       -101        -52          5
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       43.8        5.6        1.2       19.1        0.4       78.8       17.6        0.1        1.4       12.9        0.3        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          5          .          .          4          .          7          8          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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    83,511
Positions
       352     64,685      3,139     16,358        831      1,421     31,086      7,593      2,066     18,597        719          0     10,492      3,057
 
Changes from:       February 28, 2017                                Total Change is:     8,602
      -142      5,995      3,136        744       -228        -17        629      1,861       -727      3,799     -1,552        -15      1,195        149
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       77.5        3.8       19.6        1.0        1.7       37.2        9.1        2.5       22.3        0.9        0.0       12.6        3.7
 
Number of Traders in Each Category                                    Total Traders:       143 
         .          5          .         15          .          4         46         12         12         53          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   596,912
Positions
   135,624     27,256     23,648     83,586     49,985     37,908     86,468    226,796    150,114     14,650     11,766     33,443     31,471     35,996
 
Changes from:       February 28, 2017                                Total Change is:    11,226
     2,992      3,892      6,866     11,398      3,329     -6,940    -11,353     -8,499     25,145      1,432      6,337    -17,448       -866     -1,456
 
Percent of Open Interest Represented by Each Category of Trader
      22.7        4.6        4.0       14.0        8.4        6.4       14.5       38.0       25.1        2.5        2.0        5.6        5.3        6.0
 
Number of Traders in Each Category                                    Total Traders:       252 
        24          4         19         16         26         15         60         70         65         21         17         23
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Traders in Financial Futures - Futures Only Positions as of March 7, 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    38,256
Positions
       650        600          0     26,267         84          0      6,816     36,941        369      4,025        229          7        122         26
 
Changes from:       February 28, 2017                                Total Change is:       372
       464        600          0         96          5          0       -266       -253          0         56          0          7         15         13
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        1.6        0.0       68.7        0.2        0.0       17.8       96.6        1.0       10.5        0.6        0.0        0.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          0         13          .          0         10          7          .          4          .          .
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Updated March 10, 2017