Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2017                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   139,923
Positions
     4,092     49,012      6,221     31,118      7,829      6,008     32,708     23,096     15,783      7,781      2,022      2,755     33,457     27,197
 
Changes from:       January 24, 2017                                 Total Change is:    18,059
     2,171     12,336        645      1,415        163      2,043      4,758      1,301      2,156       -150        245        162      4,860       -991
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       35.0        4.4       22.2        5.6        4.3       23.4       16.5       11.3        5.6        1.4        2.0       23.9       19.4
 
Number of Traders in Each Category                                    Total Traders:        91 
         4         12          7         10          8          6         24         20         14          8          5          7
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    52,324
Positions
    27,462     10,494        587      2,095      2,019          0      9,219     20,502      2,702        720          0          0      9,538     16,019
 
Changes from:       January 24, 2017                                 Total Change is:     4,214
      -132      7,901       -136          7         -9          0        571       -994        139        720          0          0      3,044     -2,687
 
Percent of Open Interest Represented by Each Category of Trader
      52.5       20.1        1.1        4.0        3.9        0.0       17.6       39.2        5.2        1.4        0.0        0.0       18.2       30.6
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          4          .          .          .          0         12         17         12          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   246,403
Positions
   124,107      5,059      8,247      9,354     71,987      6,515     29,255     79,675     24,568     15,089     12,667      3,048     26,219     34,639
 
Changes from:       January 24, 2017                                 Total Change is:    -7,339
   -14,323     -1,205        855       -236      2,072        638       -525    -11,084      1,046      3,597        444      1,383        227     -1,488
 
Percent of Open Interest Represented by Each Category of Trader
      50.4        2.1        3.3        3.8       29.2        2.6       11.9       32.3       10.0        6.1        5.1        1.2       10.6       14.1
 
Number of Traders in Each Category                                    Total Traders:       130 
        11          6         10          6         25          9         25         46         27          4          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   268,999
Positions
    86,052     28,202     19,624     23,634     55,382      8,573     27,982     61,358     37,841     34,280      2,638     11,561     19,452     43,820
 
Changes from:       January 24, 2017                                 Total Change is:    12,003
      -859     18,498      2,433        211      2,675     -1,188      7,087     -6,908        567      1,810       -732       -166      2,108     -3,176
 
Percent of Open Interest Represented by Each Category of Trader
      32.0       10.5        7.3        8.8       20.6        3.2       10.4       22.8       14.1       12.7        1.0        4.3        7.2       16.3
 
Number of Traders in Each Category                                    Total Traders:       130 
        11          6          8         13         20          9         24         42         20          5          9          7
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   485,900
Positions
   107,740     94,152     21,812    138,631     85,082     15,213     44,474    121,033     50,497     41,948     22,998      7,316     58,268     67,797
 
Changes from:       January 24, 2017                                 Total Change is:    -1,487
      -460      2,992      2,025    -10,109     -2,362        557      5,163     -9,744      3,414     -5,078     -1,919      1,025      1,977      2,525
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       19.4        4.5       28.5       17.5        3.1        9.2       24.9       10.4        8.6        4.7        1.5       12.0       14.0
 
Number of Traders in Each Category                                    Total Traders:       247 
        15         15         15         42         37         35         29         61         32         25         22         17
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    26,738
Positions
       764     20,454          0     16,641          0        495          0        962        197          0        758          0      8,641      3,872
 
Changes from:       January 24, 2017                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       76.5        0.0       62.2        0.0        1.9        0.0        3.6        0.7        0.0        2.8        0.0       32.3       14.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          4          0         12          0          6          0          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   125,691
Positions
     8,493     33,132      6,651     20,832     19,360      2,951     40,855     15,914     14,167      1,358      5,818      3,213     27,170     24,485
 
Changes from:       January 24, 2017                                 Total Change is:     8,933
      -198     12,806      1,100     -1,704      2,251        408      5,835     -7,502      1,073     -1,200       -112      1,012      2,607     -2,103
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       26.4        5.3       16.6       15.4        2.3       32.5       12.7       11.3        1.1        4.6        2.6       21.6       19.5
 
Number of Traders in Each Category                                    Total Traders:        89 
         5          8          6          7         10          5         32         15         12          .          9          4
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2017                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    30,480
Positions
     2,046     23,708          0      6,749          0          0     18,872      5,871          0        872          0          0      1,941        901
 
Changes from:       January 24, 2017                                 Total Change is:        75
         0       -111          0        100          0          0       -274        251          0        147          0          0        102        -65
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       77.8        0.0       22.1        0.0        0.0       61.9       19.3        0.0        2.9        0.0        0.0        6.4        3.0
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          0          .          0          0          9          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   187,806
Positions
    63,740     49,051      8,102     64,325      4,900         88     22,937     89,162     20,038      2,260      9,496         15      6,300      6,954
 
Changes from:       January 24, 2017                                 Total Change is:    -6,162
       169      1,914       -206      2,058     -2,483       -173     -5,184     -3,891       -900     -1,629        385       -257        -39       -550
 
Percent of Open Interest Represented by Each Category of Trader
      33.9       26.1        4.3       34.3        2.6        0.0       12.2       47.5       10.7        1.2        5.1        0.0        3.4        3.7
 
Number of Traders in Each Category                                    Total Traders:       147 
         5         10          4         15         10          .         25         55         15         12         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    45,732
Positions
       810     23,504      8,325      5,940          0          0     28,614      6,602          0          0      6,565          0      2,043        736
 
Changes from:       January 24, 2017                                 Total Change is:     7,878
         0          0      8,325       -358          0          0        595        148       -915       -100        160          0        331        160
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       51.4       18.2       13.0        0.0        0.0       62.6       14.4        0.0        0.0       14.4        0.0        4.5        1.6
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          .          4          0          0          8          9          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    51,587
Positions
     7,248     13,040          1      2,073     18,482          0     34,307     12,834      2,220        388      1,313          0      5,350      3,697
 
Changes from:       January 24, 2017                                 Total Change is:     6,647
    -1,676     10,746        -16         61     -6,682        -38      7,161      2,298        185         65       -184          0        905        338
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       25.3        0.0        4.0       35.8        0.0       66.5       24.9        4.3        0.8        2.5        0.0       10.4        7.2
 
Number of Traders in Each Category                                    Total Traders:        73 
         4          5          .          7          4          0         32         14          5          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    19,956
Positions
     3,816         81      5,000        793        372          0      8,788     13,629        160        100        100          0      1,299        614
 
Changes from:       January 24, 2017                                 Total Change is:     3,439
       -17          0      2,000         29     -1,651          0      1,315      3,104          1          0       -110          0        111         95
 
Percent of Open Interest Represented by Each Category of Trader
      19.1        0.4       25.1        4.0        1.9        0.0       44.0       68.3        0.8        0.5        0.5        0.0        6.5        3.1
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          .          .          .          0         12          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    64,968
Positions
     8,992     38,215      1,421      8,363        261        363     31,610      9,875      2,882        898      2,897        311     10,130      8,745
 
Changes from:       January 24, 2017                                 Total Change is:    -3,301
       483     -3,935        137     -1,810         -6        -26     -3,341       -331      1,489          0        -99         15       -246       -544
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       58.8        2.2       12.9        0.4        0.6       48.7       15.2        4.4        1.4        4.5        0.5       15.6       13.5
 
Number of Traders in Each Category                                    Total Traders:       110 
        15         19          4         12          .          5         35         13          8          5         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   129,936
Positions
    17,984     76,429      2,841     16,726        522        725     63,219     19,749      5,763      1,796      5,795        622     20,260     17,490
 
Changes from:       January 24, 2017                                 Total Change is:    -6,601
       965     -7,869        274     -3,619        -12        -52     -6,683       -663      2,977          0       -198         29       -493     -1,087
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       58.8        2.2       12.9        0.4        0.6       48.7       15.2        4.4        1.4        4.5        0.5       15.6       13.5
 
Number of Traders in Each Category                                    Total Traders:       110 
        15         19          4         12          .          5         35         13          8          5         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   853,274
Positions
    72,252    104,694     37,722    296,194    209,666     81,971     78,604    119,020    135,295     25,856     38,211     34,679     90,700     92,015
 
Changes from:       January 24, 2017                                 Total Change is:   -16,994
       -36      9,924      1,096      2,892      4,804      2,895       -436    -16,094    -12,736       -433       -883       -248     -9,990     -5,752
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       12.3        4.4       34.7       24.6        9.6        9.2       13.9       15.9        3.0        4.5        4.1       10.6       10.8
 
Number of Traders in Each Category                                    Total Traders:       665 
        39         31         30        133         83         99         90        127        120         79         83         81
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   170,285
Positions
    25,162     13,731     18,587     14,940     41,995     20,978     10,356      9,198     33,453      3,735        224      8,211     34,863     23,909
 
Changes from:       January 24, 2017                                 Total Change is:   -13,549
       158      5,104      1,410      1,621      7,374      2,133     -2,596     -9,550    -13,466       -130         97        -89     -2,591     -6,562
 
Percent of Open Interest Represented by Each Category of Trader
      14.8        8.1       10.9        8.8       24.7       12.3        6.1        5.4       19.6        2.2        0.1        4.8       20.5       14.0
 
Number of Traders in Each Category                                    Total Traders:        70 
         6          9          8         10          4          6         13         12         24          8          8         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 3,414,945
Positions
   257,246    476,615     73,876  1,408,914    840,999    302,322    390,107    597,977    460,347    116,388    195,721    126,560    279,185    340,529
 
Changes from:       January 24, 2017                                 Total Change is:   -17,227
   -16,132      8,936     13,593      9,000    -10,206      1,164      6,723    -36,800      7,726       -415     -3,794     -1,894    -36,993      4,047
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       14.0        2.2       41.3       24.6        8.9       11.4       17.5       13.5        3.4        5.7        3.7        8.2       10.0
 
Number of Traders in Each Category                                    Total Traders:       646 
        35         34         29        133         80         96         85        127        116         75         77         75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    94,043
Positions
     1,243     44,670        188     50,902     37,829      3,377     24,781      2,195      1,417        799        547          0     11,336      3,820
 
Changes from:       January 24, 2017                                 Total Change is:    -3,523
        27     -4,576         35     -1,212       -108         44     -2,843         46      1,306       -141         -4          0       -739       -266
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       47.5        0.2       54.1       40.2        3.6       26.4        2.3        1.5        0.8        0.6        0.0       12.1        4.1
 
Number of Traders in Each Category                                    Total Traders:        89 
         .         10          .         34         14         15         20          4          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    49,616
Positions
     5,255     19,492        311     12,917      5,530        853     20,445     13,193      1,919      1,412      2,376        526      5,977      5,415
 
Changes from:       January 24, 2017                                 Total Change is:     3,061
       -64      2,789         19      1,167        -95       -194      1,752        794        149         38        301        108         86       -810
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       39.3        0.6       26.0       11.1        1.7       41.2       26.6        3.9        2.8        4.8        1.1       12.0       10.9
 
Number of Traders in Each Category                                    Total Traders:       252 
        16         21          7         41         21         15         64         51         23         14         24          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   248,078
Positions
    26,274     97,461      1,556     64,585     27,650      4,267    102,226     65,965      9,594      7,061     11,881      2,629     29,886     27,075
 
Changes from:       January 24, 2017                                 Total Change is:    15,304
      -320     13,946         96      5,834       -474       -972      8,758      3,971        747        191      1,503        540        431     -4,052
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       39.3        0.6       26.0       11.1        1.7       41.2       26.6        3.9        2.8        4.8        1.1       12.0       10.9
 
Number of Traders in Each Category                                    Total Traders:       252 
        16         21          7         41         21         15         64         51         23         14         24          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2017                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   632,871
Positions
    50,519    202,383      3,701    306,947    151,460     27,619    177,524    189,456     14,021     20,692     20,415      2,477     29,371     21,339
 
Changes from:       January 24, 2017                                 Total Change is:   -16,384
     5,048    -10,722       -470    -16,179      1,874       -298     -9,088     -9,462      3,602       -416     -1,531        457        960        166
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       32.0        0.6       48.5       23.9        4.4       28.1       29.9        2.2        3.3        3.2        0.4        4.6        3.4
 
Number of Traders in Each Category                                    Total Traders:       338 
        19         20          4         80         44         35         56         76         28         15         28          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    28,665
Positions
       890     12,283          0     12,518        524         40      3,611      2,496          0      3,065      7,802        500      8,041      5,020
 
Changes from:       January 24, 2017                                 Total Change is:       573
       199        939          0        678        -10          4        209        263          0       -532       -185        500       -485       -938
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       42.9        0.0       43.7        1.8        0.1       12.6        8.7        0.0       10.7       27.2        1.7       28.1       17.5
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          0         13          .          .          6          6          0          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    63,203
Positions
    17,080     10,205      1,981     16,163      3,663      1,953     15,025     19,006        910        884      2,502          0      9,207     22,983
 
Changes from:       January 24, 2017                                 Total Change is:     3,819
     2,469         -1        239        157     -1,720        -71        151      4,335        -40       -216         -6          0      1,130      1,083
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       16.1        3.1       25.6        5.8        3.1       23.8       30.1        1.4        1.4        4.0        0.0       14.6       36.4
 
Number of Traders in Each Category                                    Total Traders:        89 
        17          9          4         13          7          7         22         15          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   252,708
Positions
    12,179    161,811      1,705    161,003     63,577     12,532     48,540      5,410      2,764      4,792        686          0      9,193      4,223
 
Changes from:       January 24, 2017                                 Total Change is:     6,726
     6,149     10,749        599     -2,899      1,108        275      1,821     -3,971        637       -262     -2,517          0        406       -154
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       64.0        0.7       63.7       25.2        5.0       19.2        2.1        1.1        1.9        0.3        0.0        3.6        1.7
 
Number of Traders in Each Category                                    Total Traders:       122 
         4         14          4         43         25         20         21          6          7          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   861,609
Positions
    30,179    641,927      4,935    509,304     87,829     64,803    169,006     25,835     11,611     43,016     13,361        924     27,831     10,384
 
Changes from:       January 24, 2017                                 Total Change is:    10,632
       496     11,786       -392      1,499      4,700     -5,594      6,117      1,742       -803      3,824     -1,693       -581      6,066      1,467
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       74.5        0.6       59.1       10.2        7.5       19.6        3.0        1.3        5.0        1.6        0.1        3.2        1.2
 
Number of Traders in Each Category                                    Total Traders:       312 
        20         23         10         96         41         46         55         19         14         40         18          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   724,690
Positions
     9,959     25,608     20,228    297,758    145,035    129,594     47,659    103,062     65,600      2,517     38,358     15,108    136,267    182,097
 
Changes from:       January 24, 2017                                 Total Change is:   -46,657
     2,387    -10,057     -5,014      1,706       -804      3,123     -3,459     -6,821    -28,599     -9,606        618     -3,736     -3,459      4,632
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        3.5        2.8       41.1       20.0       17.9        6.6       14.2        9.1        0.3        5.3        2.1       18.8       25.1
 
Number of Traders in Each Category                                    Total Traders:       155 
         9          8         12         41         32         37         20         30         32          6          9         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   707,817
Positions
     2,059    161,114      4,187    426,276     61,322     82,286     39,198    254,201     18,239     23,129     10,627        392    112,052    115,449
 
Changes from:       January 24, 2017                                 Total Change is:    11,085
       503     10,412      2,280      3,932     -9,663         82      1,747     -8,102      6,691     -2,055       -147          0     -2,094      9,533
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       22.8        0.6       60.2        8.7       11.6        5.5       35.9        2.6        3.3        1.5        0.1       15.8       16.3
 
Number of Traders in Each Category                                    Total Traders:        98 
         .         11          .         46          8         27          9         18         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 1,330,830
Positions
    75,093     93,512     17,977    430,241    305,983    172,808    378,062    253,302     68,368     78,329    251,095      4,254    105,698    163,530
 
Changes from:       January 24, 2017                                 Total Change is:    66,467
    11,425      8,977        510      9,906     -8,184     -1,750     47,017     10,012     -2,684      4,992     53,841       -668     -2,281      6,413
 
Percent of Open Interest Represented by Each Category of Trader
       5.6        7.0        1.4       32.3       23.0       13.0       28.4       19.0        5.1        5.9       18.9        0.3        7.9       12.3
 
Number of Traders in Each Category                                    Total Traders:       253 
        12         23         11         59         37         45         46         31         31         20         25          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 3,697,998
Positions
    88,233    221,692    169,845  1,262,687  1,098,847    455,066    455,127    566,171    376,784    448,450    191,108     95,719    346,086    522,764
 
Changes from:       January 24, 2017                                 Total Change is:  -129,973
    -6,495      9,560    -31,005    -10,112    -20,648      8,422     -8,569      8,419    -55,349     12,599      6,389    -44,100      4,634    -11,664
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        6.0        4.6       34.1       29.7       12.3       12.3       15.3       10.2       12.1        5.2        2.6        9.4       14.1
 
Number of Traders in Each Category                                    Total Traders:       386 
        19         41         41         51         77         78         57         76         97         27         37         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   312,723
Positions
     9,385     20,696      1,677     99,368    127,129     13,454     91,258     33,482      9,486      9,342      6,629          0     78,753    100,170
 
Changes from:       January 24, 2017                                 Total Change is:     3,212
    -1,368      3,420       -537     -1,413     -9,448     -1,163      1,605      1,897      1,327     -2,611          0          0      7,373      7,716
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        6.6        0.5       31.8       40.7        4.3       29.2       10.7        3.0        3.0        2.1        0.0       25.2       32.0
 
Number of Traders in Each Category                                    Total Traders:        53 
         .          5          .         11         17         16          9          5          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 3,365,913
Positions
    51,208    367,907    120,041  1,950,038    522,849    268,578    187,158  1,194,906    215,210    249,754    233,300     69,729    254,196    373,392
 
Changes from:       January 24, 2017                                 Total Change is:    46,148
    -5,453      6,743      1,171     30,200        609    -17,724      5,854     51,049    -29,131     41,784     36,659      2,459     16,989     -5,686
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       10.9        3.6       57.9       15.5        8.0        5.6       35.5        6.4        7.4        6.9        2.1        7.6       11.1
 
Number of Traders in Each Category                                    Total Traders:       314 
         7         37         28         63         51         60         37         70         65         19         30         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 1,300,733
Positions
   314,635    161,860    356,703          2     16,208      5,846    161,070    322,482    199,308     66,573     27,849     97,276     99,320    113,201
 
Changes from:       January 24, 2017                                 Total Change is:   181,438
    22,761     26,559     34,722       -370      1,991     -1,836      3,534     17,697     18,711     16,453     -1,312     18,134     69,330     66,773
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       12.4       27.4        0.0        1.2        0.4       12.4       24.8       15.3        5.1        2.1        7.5        7.6        8.7
 
Number of Traders in Each Category                                    Total Traders:       147 
        28         30         46          .          .          .         22         42         37          8          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 is21,870,724
Positions
 5,008,062  1,116,845  3,497,202     70,459  1,783,503    832,242    349,708  2,227,148  8,927,140    848,711    481,694  1,704,727    632,472  1,300,223
 
Changes from:       January 24, 2017                                 Total Change is:   238,415
    70,106     34,987     51,791     -3,488     55,946     40,373    -64,122     48,952   -150,001     92,467    -59,900     62,581    138,707    153,685
 
Percent of Open Interest Represented by Each Category of Trader
      22.9        5.1       16.0        0.3        8.2        3.8        1.6       10.2       40.8        3.9        2.2        7.8        2.9        5.9
 
Number of Traders in Each Category                                    Total Traders:       311 
        23         52         67          6         31         31         28        108        116         15         31         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    33,400
Positions
     4,573      5,404          0        146     14,361        119     20,350      7,804          0      6,726      4,047        173      1,313      1,492
 
Changes from:       January 24, 2017                                 Total Change is:     1,115
       657        566          0          0       -395          0       -608       -241          0        -54         52       -156      1,276      1,289
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       16.2        0.0        0.4       43.0        0.4       60.9       23.4        0.0       20.1       12.1        0.5        3.9        4.5
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          8          0          .         11          .          4         10          0          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    46,324
Positions
     6,261     13,896          0        322      9,710        430     33,112      9,571          0        604      7,015        175      5,420      5,527
 
Changes from:       January 24, 2017                                 Total Change is:     8,616
       343      2,222          0        -15        507         16      3,150        192          0       -283        296          0      5,405      5,383
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       30.0        0.0        0.7       21.0        0.9       71.5       20.7        0.0        1.3       15.1        0.4       11.7       11.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          4          0          .          5          .          6          8          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    76,093
Positions
       485     58,475         40     16,386      1,396      1,043     27,753      9,546      2,720     16,053         65         60     11,552      2,748
 
Changes from:       January 24, 2017                                 Total Change is:       828
        11       -407          9       -270        278         11        678        361        687       -889        -62          7        584        -56
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       76.8        0.1       21.5        1.8        1.4       36.5       12.5        3.6       21.1        0.1        0.1       15.2        3.6
 
Number of Traders in Each Category                                    Total Traders:       151 
         .          .          .         14          6          .         43         17         17         62          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   480,876
Positions
   130,449     14,483     13,549     61,908     53,002     40,903     83,102    208,856     99,010     11,360      4,424     12,410     28,185     34,239
 
Changes from:       January 24, 2017                                 Total Change is:     2,864
       700     -7,706      2,673    -17,254     -4,499     11,108         12     -3,822      4,928      1,098       -734     -1,138        737      2,054
 
Percent of Open Interest Represented by Each Category of Trader
      27.1        3.0        2.8       12.9       11.0        8.5       17.3       43.4       20.6        2.4        0.9        2.6        5.9        7.1
 
Number of Traders in Each Category                                    Total Traders:       226 
        22          .         19         16         21         15         47         74         51         21          9         19
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2017                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    35,047
Positions
       175        686          0     24,028         78          0      6,745     33,832        369      3,623         78          0        107          4
 
Changes from:       January 24, 2017                                 Total Change is:       336
        45       -653          0        141          0          0       -171        989          0        336          0          0        -15          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        2.0        0.0       68.6        0.2        0.0       19.2       96.5        1.1       10.3        0.2        0.0        0.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0         14          .          0         12          5          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2017                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,158
Positions
     2,375      8,776          0     10,370          0        116      1,364      5,942         59        245          0          0        629        265
 
Changes from:       January 24, 2017                                 Total Change is:       -76
         0          0          0       -120          0          0        116       -111        -55        -11          0          0         -6         90
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       57.9        0.0       68.4        0.0        0.8        9.0       39.2        0.4        1.6        0.0        0.0        4.1        1.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0         10          0          .          .          4          .          .          0          0
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Updated February 3, 2017