Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   122,176
Positions
     4,103     24,234      4,862     29,095      7,863      3,674     26,408     33,277     13,672      7,261      1,824      2,246     30,854     30,523
 
Changes from:       January 10, 2017                                 Total Change is:    13,449
    -4,009     12,849        511       -177     -2,417      1,326     10,244      1,253      1,963      1,349       -426        255      1,988     -1,864
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       19.8        4.0       23.8        6.4        3.0       21.6       27.2       11.2        5.9        1.5        1.8       25.3       25.0
 
Number of Traders in Each Category                                    Total Traders:        91 
         5         11          7          9          8          5         24         23         16          8          .          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    48,351
Positions
    29,420      1,686        773      2,088      1,929          0      7,357     22,754      2,538          0          0          0      6,175     18,671
 
Changes from:       January 10, 2017                                 Total Change is:    -4,890
    -4,965      1,140        -84          0       -660          0        181     -2,903       -127          0          0          0        105     -2,256
 
Percent of Open Interest Represented by Each Category of Trader
      60.8        3.5        1.6        4.3        4.0        0.0       15.2       47.1        5.2        0.0        0.0        0.0       12.8       38.6
 
Number of Traders in Each Category                                    Total Traders:        44 
         5          .          .          .          4          0         10         19         10          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   257,849
Positions
   149,158      4,640      7,533      9,295     71,690      4,917     30,123     94,919     21,401      5,805     12,434      1,843     27,774     38,472
 
Changes from:       January 10, 2017                                 Total Change is:     2,287
       -96       -969        985     -1,484     -5,014        707      2,912      6,436        207     -1,343        114        183        215       -362
 
Percent of Open Interest Represented by Each Category of Trader
      57.8        1.8        2.9        3.6       27.8        1.9       11.7       36.8        8.3        2.3        4.8        0.7       10.8       14.9
 
Number of Traders in Each Category                                    Total Traders:       130 
        10          5          8          6         26          8         19         50         24          5          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   272,936
Positions
   106,164     17,206     13,429     21,889     57,901      8,961     24,044     73,684     37,469     31,550      3,912     12,341     17,088     48,033
 
Changes from:       January 10, 2017                                 Total Change is:     9,959
     4,693      6,768        294        715      2,440        403       -446     -4,077      4,956      1,805       -739       -352     -2,107        267
 
Percent of Open Interest Represented by Each Category of Trader
      38.9        6.3        4.9        8.0       21.2        3.3        8.8       27.0       13.7       11.6        1.4        4.5        6.3       17.6
 
Number of Traders in Each Category                                    Total Traders:       130 
        13          6          8         11         21          9         21         46         24          .          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   486,801
Positions
   111,694     73,796     18,416    150,033     90,251     16,078     39,921    145,758     45,154     42,427     25,355      5,968     57,110     66,026
 
Changes from:       January 10, 2017                                 Total Change is:     1,931
    -9,470      8,016        355      3,748     -5,661      2,525     -1,259     -5,050      2,532      5,226       -695        -87     -1,638         -3
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       15.2        3.8       30.8       18.5        3.3        8.2       29.9        9.3        8.7        5.2        1.2       11.7       13.6
 
Number of Traders in Each Category                                    Total Traders:       257 
        17         12         15         45         34         35         26         68         32         29         25         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   108,668
Positions
    20,907      3,464      6,838     18,956     17,842      2,493     22,872     28,329     11,832      2,493      6,680      2,019     20,257     29,170
 
Changes from:       January 10, 2017                                 Total Change is:    -5,392
   -25,286      1,475        861      8,996       -526      1,291      4,488     -7,557      1,373        937       -909        441      1,507     -1,841
 
Percent of Open Interest Represented by Each Category of Trader
      19.2        3.2        6.3       17.4       16.4        2.3       21.0       26.1       10.9        2.3        6.1        1.9       18.6       26.8
 
Number of Traders in Each Category                                    Total Traders:        82 
         7          6          6          6         11          4         21         20         14          4          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    29,023
Positions
     2,046     23,573          0      6,649          0          0     17,681      4,589          0        725          0          0      1,922        861
 
Changes from:       January 10, 2017                                 Total Change is:       717
         0      1,179          0         94          0          0        638       -429          0        -99          0          0         84        -33
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       81.2        0.0       22.9        0.0        0.0       60.9       15.8        0.0        2.5        0.0        0.0        6.6        3.0
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          7          0          .          0          0         10          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   179,085
Positions
    64,142     43,454      1,526     62,373      7,699        269     20,312     87,503     21,824      1,600      9,195        169      6,871      7,446
 
Changes from:       January 10, 2017                                 Total Change is:     3,203
      -726       -629        325      3,959         56        210       -993      1,109        826       -570      1,076        160         12         69
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       24.3        0.9       34.8        4.3        0.2       11.3       48.9       12.2        0.9        5.1        0.1        3.8        4.2
 
Number of Traders in Each Category                                    Total Traders:       147 
         5          7          4         12         12          5         23         58         18         10         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    37,029
Positions
       810     22,656          0      6,276          0          0     27,401      6,588        863          0      6,305          0      1,679        617
 
Changes from:       January 10, 2017                                 Total Change is:     3,809
        66        259          0         -2          0          0      3,622      3,582          8          0       -100          0        115         60
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       61.2        0.0       16.9        0.0        0.0       74.0       17.8        2.3        0.0       17.0        0.0        4.5        1.7
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          0          4          0          0          9          9          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    45,994
Positions
    15,593      1,246          4      1,834     27,162         38     22,344     10,100      1,906        403      1,932          0      3,872      3,606
 
Changes from:       January 10, 2017                                 Total Change is:     2,058
    -1,157        517          0        768       -644          0      1,905      1,824       -128        168         44          0        502        445
 
Percent of Open Interest Represented by Each Category of Trader
      33.9        2.7        0.0        4.0       59.1        0.1       48.6       22.0        4.1        0.9        4.2        0.0        8.4        7.8
 
Number of Traders in Each Category                                    Total Traders:        69 
        10          .          .          5          7          .         24         14          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    13,542
Positions
     3,847        463      1,000        758      2,025          0      6,680      9,240        159          0        100          0      1,098        555
 
Changes from:       January 10, 2017                                 Total Change is:     3,019
     1,314         79      1,000        134          6          0        647      1,950        -13          0          0          0        -63         -3
 
Percent of Open Interest Represented by Each Category of Trader
      28.4        3.4        7.4        5.6       15.0        0.0       49.3       68.2        1.2        0.0        0.7        0.0        8.1        4.1
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          .          .          .          0         11          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    66,556
Positions
     8,108     42,718      1,568      9,389        586        420     32,190      5,539      3,524        898      1,775        628      9,831      9,799
 
Changes from:       January 10, 2017                                 Total Change is:       -70
       -41         69        -27       -442         29        210       -250          3        449          8     -1,314         -5         28        517
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       64.2        2.4       14.1        0.9        0.6       48.4        8.3        5.3        1.3        2.7        0.9       14.8       14.7
 
Number of Traders in Each Category                                    Total Traders:       115 
        13         24          5         13          .          7         37         14          7          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   133,111
Positions
    16,216     85,436      3,135     18,778      1,171        840     64,380     11,078      7,048      1,797      3,549      1,256     19,661     19,598
 
Changes from:       January 10, 2017                                 Total Change is:      -140
       -83        138        -55       -883         58        419       -499          5        897         17     -2,627         -9         56      1,034
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       64.2        2.4       14.1        0.9        0.6       48.4        8.3        5.3        1.3        2.7        0.9       14.8       14.7
 
Number of Traders in Each Category                                    Total Traders:       115 
        13         24          5         13          .          7         37         14          7          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   868,666
Positions
    63,899     79,290     43,734    295,154    210,079     78,705     73,154    131,168    157,198     26,264     36,211     36,967     93,590     95,312
 
Changes from:       January 10, 2017                                 Total Change is:    -3,422
     1,044     -9,042        307       -454     -8,333     -1,263     -6,742      8,603        413      1,207     -1,575        654      1,412      6,815
 
Percent of Open Interest Represented by Each Category of Trader
       7.4        9.1        5.0       34.0       24.2        9.1        8.4       15.1       18.1        3.0        4.2        4.3       10.8       11.0
 
Number of Traders in Each Category                                    Total Traders:       669 
        37         33         33        127         82         98         88        127        117         90         84         87
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   183,931
Positions
    18,316      4,831     24,763     12,837     31,566     18,989      9,051     17,711     51,065      3,331        164      8,639     36,941     26,204
 
Changes from:       January 10, 2017                                 Total Change is:    -2,494
     2,462     -3,398       -756       -922      1,181     -1,512       -153         68       -947        109         -9       -628       -148      3,505
 
Percent of Open Interest Represented by Each Category of Trader
      10.0        2.6       13.5        7.0       17.2       10.3        4.9        9.6       27.8        1.8        0.1        4.7       20.1       14.2
 
Number of Traders in Each Category                                    Total Traders:        74 
        10          5          8          7          5          4         16         12         26         10          8         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 3,423,674
Positions
   265,378    409,758     57,394  1,411,585    892,568    298,585    361,008    607,778    490,175    118,255    183,828    138,052    283,244    345,537
 
Changes from:       January 10, 2017                                 Total Change is:    -4,638
     1,450    -19,682     -3,228      2,342    -47,571      1,245    -34,753     40,871      8,603      5,732     -7,591      6,169      7,801     16,547
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       12.0        1.7       41.2       26.1        8.7       10.5       17.8       14.3        3.5        5.4        4.0        8.3       10.1
 
Number of Traders in Each Category                                    Total Traders:       645 
        36         33         31        127         78         96         83        126        112         84         78         80
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    97,588
Positions
     1,276     48,174        170     52,619     38,605      3,350     27,624      2,689        404        867        551          0     11,278      3,645
 
Changes from:       January 10, 2017                                 Total Change is:     1,777
      -172      1,339          0      1,223        580         21        387       -200        294          0          0          0         24       -257
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       49.4        0.2       53.9       39.6        3.4       28.3        2.8        0.4        0.9        0.6        0.0       11.6        3.7
 
Number of Traders in Each Category                                    Total Traders:        89 
         .         11          .         34         13         15         19          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    47,555
Positions
     4,442     17,414        387     12,777      5,379        781     18,660     13,085      2,456      1,647      2,132        429      5,977      5,493
 
Changes from:       January 10, 2017                                 Total Change is:       598
       -89        676         52        151         24        -71        944        198       -328       -119        143         44         13       -140
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       36.6        0.8       26.9       11.3        1.6       39.2       27.5        5.2        3.5        4.5        0.9       12.6       11.5
 
Number of Traders in Each Category                                    Total Traders:       233 
        14         21          6         41         18         12         55         46         22         15         23          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   237,776
Positions
    22,208     87,068      1,936     63,887     26,897      3,903     93,301     65,424     12,279      8,235     10,662      2,145     29,883     27,463
 
Changes from:       January 10, 2017                                 Total Change is:     2,989
      -445      3,381        262        757        122       -355      4,719        989     -1,641       -593        715        218         66       -702
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       36.6        0.8       26.9       11.3        1.6       39.2       27.5        5.2        3.5        4.5        0.9       12.6       11.5
 
Number of Traders in Each Category                                    Total Traders:       233 
        14         21          6         41         18         12         55         46         22         15         23          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   654,976
Positions
    45,183    213,452      3,931    332,704    153,547     28,026    183,100    198,761     12,707     21,080     17,817      2,575     25,669     24,159
 
Changes from:       January 10, 2017                                 Total Change is:    -4,239
     2,645     -1,023        106     -2,243        136       -298      1,064     -3,181     -1,457        135       -782        -81     -4,110      2,341
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       32.6        0.6       50.8       23.4        4.3       28.0       30.3        1.9        3.2        2.7        0.4        3.9        3.7
 
Number of Traders in Each Category                                    Total Traders:       339 
        17         20          .         84         46         35         58         75         28         16         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    28,908
Positions
       691     11,162          0     12,868        534         38      3,143      2,590        109      3,748      7,827          0      8,311      6,648
 
Changes from:       January 10, 2017                                 Total Change is:       945
        10        775          0     -1,244          0          3        242        -42        109      1,234       -874        -90        681      1,064
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       38.6        0.0       44.5        1.8        0.1       10.9        9.0        0.4       13.0       27.1        0.0       28.7       23.0
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0         12          .          .          5          5          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    57,184
Positions
    14,887      7,699      1,797     15,446      5,941      1,958     11,623     14,498        454      1,206      3,117          0      9,813     21,720
 
Changes from:       January 10, 2017                                 Total Change is:    -1,514
     1,950       -154         12     -1,038        417        -12     -1,774     -2,568       -424       -436       -579       -110        318      1,904
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       13.5        3.1       27.0       10.4        3.4       20.3       25.4        0.8        2.1        5.5        0.0       17.2       38.0
 
Number of Traders in Each Category                                    Total Traders:        88 
        18          8          4         13          8          6         20         13          5          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   237,680
Positions
     2,590    139,636      1,704    159,880     66,890     12,690     45,324      9,302      2,024      4,833        727          0      8,635      4,707
 
Changes from:       January 10, 2017                                 Total Change is:     8,195
       -57     14,469        492      4,626     -3,736       -283      3,440     -2,449       -246       -301          0          0        524        -52
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       58.7        0.7       67.3       28.1        5.3       19.1        3.9        0.9        2.0        0.3        0.0        3.6        2.0
 
Number of Traders in Each Category                                    Total Traders:       127 
         5         14          4         44         24         21         21         10          7          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   855,434
Positions
    29,035    633,750      5,151    516,303     82,454     70,027    158,912     31,468     11,404     42,860     11,995        875     20,867      8,310
 
Changes from:       January 10, 2017                                 Total Change is:    10,081
      -224     10,227        347     -3,849      3,485      5,557      8,987     -7,224        499     -2,088        -75         -4        856     -2,731
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       74.1        0.6       60.4        9.6        8.2       18.6        3.7        1.3        5.0        1.4        0.1        2.4        1.0
 
Number of Traders in Each Category                                    Total Traders:       298 
        19         20          9         99         36         46         52         19         15         38         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   766,382
Positions
    10,094     30,165     26,028    299,069    143,369    128,040     42,086    104,071     94,858      9,415     34,449     16,254    140,538    189,148
 
Changes from:       January 10, 2017                                 Total Change is:    11,184
    -1,557      5,142     -1,977     -6,679     -8,061      6,573       -875    -17,793     10,677        110     12,490         38      4,874      4,095
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        3.9        3.4       39.0       18.7       16.7        5.5       13.6       12.4        1.2        4.5        2.1       18.3       24.7
 
Number of Traders in Each Category                                    Total Traders:       156 
        10          7         13         43         27         38         22         32         33          6          9          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   692,407
Positions
         0    146,330        569    418,495     66,598     84,386     35,860    262,782     10,362     24,794     10,763        443    117,498    110,173
 
Changes from:       January 10, 2017                                 Total Change is:       984
    -2,253      9,794        104      5,508     -6,024     -1,221     -4,946     -3,690       -345          0          0          0      4,137      2,367
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       21.1        0.1       60.4        9.6       12.2        5.2       38.0        1.5        3.6        1.6        0.1       17.0       15.9
 
Number of Traders in Each Category                                    Total Traders:        97 
         0         11          .         44          7         26          9         20         13          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 1,183,021
Positions
    53,494    100,829      6,084    420,615    245,151    168,598    303,432    230,855     67,485     52,865    197,417      5,547    104,900    161,054
 
Changes from:       January 10, 2017                                 Total Change is:   -11,110
    -1,252        721       -413     10,384      9,302      8,784     -6,798        311     -6,359    -23,151    -21,225        890      6,805     -3,120
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        8.5        0.5       35.6       20.7       14.3       25.6       19.5        5.7        4.5       16.7        0.5        8.9       13.6
 
Number of Traders in Each Category                                    Total Traders:       251 
        10         28         11         59         35         43         38         37         28         17         27         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 3,755,891
Positions
    87,151    190,644    190,680  1,337,565  1,060,966    486,578    388,769    529,694    439,456    397,931    206,029    103,714    324,048    548,130
 
Changes from:       January 10, 2017                                 Total Change is:    49,159
   -14,136    -37,174     33,190    -36,966     31,241     21,678    -21,239    -23,719     30,022      9,218       -970      1,805     25,589     -6,913
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        5.1        5.1       35.6       28.2       13.0       10.4       14.1       11.7       10.6        5.5        2.8        8.6       14.6
 
Number of Traders in Each Category                                    Total Traders:       383 
        19         38         48         52         81         85         57         75         96         24         36         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   298,395
Positions
    14,107     10,023      1,451    102,672    131,564     16,461     76,145     15,211      9,740     12,026      8,979          0     65,794    104,966
 
Changes from:       January 10, 2017                                 Total Change is:     9,437
     4,578     -9,693         -2      2,519      6,404        993      5,015      3,633     -1,821         82          0          0     -1,928      9,923
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        3.4        0.5       34.4       44.1        5.5       25.5        5.1        3.3        4.0        3.0        0.0       22.0       35.2
 
Number of Traders in Each Category                                    Total Traders:        54 
         4          4          .         10         20         20          7          4          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 3,205,425
Positions
    59,757    358,567     92,246  1,931,955    461,564    308,869    164,852  1,162,548    200,412    155,124    204,140     43,079    249,131    374,000
 
Changes from:       January 10, 2017                                 Total Change is:    23,729
     2,595     50,011      4,479    -65,835     -7,873     12,870     15,705    -69,839     23,218     -2,503      6,568      9,722     23,478     -5,428
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       11.2        2.9       60.3       14.4        9.6        5.1       36.3        6.3        4.8        6.4        1.3        7.8       11.7
 
Number of Traders in Each Category                                    Total Traders:       303 
         9         34         25         60         53         61         33         70         61         16         28         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   969,823
Positions
   291,962    100,318    305,696        376     10,717     11,046    111,172    304,619    154,073     50,822     18,496     17,200     27,475     47,657
 
Changes from:       January 10, 2017                                 Total Change is:   -31,651
   -18,852     10,174    -16,222         -1    -29,918         46     12,581     18,856     -9,507       -764     -1,167        598        470     -4,511
 
Percent of Open Interest Represented by Each Category of Trader
      30.1       10.3       31.5        0.0        1.1        1.1       11.5       31.4       15.9        5.2        1.9        1.8        2.8        4.9
 
Number of Traders in Each Category                                    Total Traders:       125 
        27         23         42          .          .          .         14         41         33          7          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 is21,091,434
Positions
 4,964,366  1,006,454  3,538,032     72,527  1,781,156    671,604    475,877  2,472,559  8,425,400    791,086    432,965  1,551,137    601,406  1,212,127
 
Changes from:       January 10, 2017                                 Total Change is:  -393,105
   124,826     81,122    -32,145     26,921     51,119     17,390    -61,916     44,641   -384,895     10,150    -59,042   -104,425     10,989     -6,870
 
Percent of Open Interest Represented by Each Category of Trader
      23.5        4.8       16.8        0.3        8.4        3.2        2.3       11.7       39.9        3.8        2.1        7.4        2.9        5.7
 
Number of Traders in Each Category                                    Total Traders:       298 
        29         43         67          9         29         33         28        107        106         11         30         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    31,975
Positions
     3,288      5,276          0        152     14,769        119     21,463      7,393          0      6,710      4,030        169         74        219
 
Changes from:       January 10, 2017                                 Total Change is:       -28
      -228        396          0          4        624          0         47       -779          0        105       -275          0         44          6
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       16.5        0.0        0.5       46.2        0.4       67.1       23.1        0.0       21.0       12.6        0.5        0.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          7          0          .         12          .          5         10          0          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2017                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    37,557
Positions
     5,881     14,060          0        315      6,444        411     30,186      9,971          0        562      6,330        175         27        166
 
Changes from:       January 10, 2017                                 Total Change is:      -809
        59        516          0         25       -665        -21       -746       -441          0       -120       -255          0         -6         57
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       37.4        0.0        0.8       17.2        1.1       80.4       26.5        0.0        1.5       16.9        0.5        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          5          0          .          5          .          8          8          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    78,079
Positions
       648     58,949         33     17,786      1,047      1,405     28,932     11,001      2,092     15,885        368         40     11,258      3,145
 
Changes from:       January 10, 2017                                 Total Change is:    -2,797
      -141       -297         24     -1,688        273        -97     -1,026     -2,062         51       -827       -304          9        898       -393
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       75.5        0.0       22.8        1.3        1.8       37.1       14.1        2.7       20.3        0.5        0.1       14.4        4.0
 
Number of Traders in Each Category                                    Total Traders:       158 
         4          .          .         15          5          4         50         13         12         61          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   537,656
Positions
   129,618     25,827     24,952     58,686     47,144     40,221    111,610    226,944    106,878     10,766      7,346     12,187     42,738     46,157
 
Changes from:       January 10, 2017                                 Total Change is:    57,800
     9,879      3,191      9,647    -26,373        355     11,831     38,503     19,070      1,620      3,128         26       -353      9,918     12,413
 
Percent of Open Interest Represented by Each Category of Trader
      24.1        4.8        4.6       10.9        8.8        7.5       20.8       42.2       19.9        2.0        1.4        2.3        7.9        8.6
 
Number of Traders in Each Category                                    Total Traders:       234 
        23          5         21         15         21         12         50         73         57         16         19         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    33,543
Positions
       105      1,369          0     23,857         77          0      5,959     31,647        369      3,124         77          0        129          4
 
Changes from:       January 10, 2017                                 Total Change is:     2,223
       -45       -796          0        552       -116          0      1,664      3,164          0         11        -28          0         41         -1
 
Percent of Open Interest Represented by Each Category of Trader
       0.3        4.1        0.0       71.1        0.2        0.0       17.8       94.3        1.1        9.3        0.2        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0         14          .          0         11          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    16,366
Positions
     2,375      9,408          0     10,523          0        116      1,367      5,563      1,094        256          0          0        635        185
 
Changes from:       January 10, 2017                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       57.5        0.0       64.3        0.0        0.7        8.4       34.0        6.7        1.6        0.0        0.0        3.9        1.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0         10          0          .          .          5          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated January 20, 2017