Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   149,445
Positions
     1,565     70,464      5,988     34,595      6,231      3,846     45,183     20,303     11,633      9,492      2,074      2,440     34,703     26,466
 
Changes from:       February 14, 2017                                Total Change is:     5,470
      -749      3,213        104       -458       -172       -330      5,437      1,613       -337      1,156         -4         82        563      1,300
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       47.2        4.0       23.1        4.2        2.6       30.2       13.6        7.8        6.4        1.4        1.6       23.2       17.7
 
Number of Traders in Each Category                                    Total Traders:        89 
         .         11          8         12          5          6         24         22         17         11          .          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    50,791
Positions
    27,445     13,309        719      1,704      1,504          0     10,387     15,416      2,443          0          0          0      8,093     17,400
 
Changes from:       February 14, 2017                                Total Change is:     1,218
        23       -190        124          9          0          0        274       -794        387          0          0          0        401      1,690
 
Percent of Open Interest Represented by Each Category of Trader
      54.0       26.2        1.4        3.4        3.0        0.0       20.5       30.4        4.8        0.0        0.0        0.0       15.9       34.3
 
Number of Traders in Each Category                                    Total Traders:        42 
         4          4          .          .          .          0         13         17         14          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   245,226
Positions
   124,658      6,167     10,034      9,887     77,154      5,567     25,190     70,825     21,568     15,682     12,200      4,804     27,836     36,905
 
Changes from:       February 14, 2017                                Total Change is:     1,435
       656     -3,007      1,509       -789      4,024        643        258     -2,871         80       -651        628       -490        219        920
 
Percent of Open Interest Represented by Each Category of Trader
      50.8        2.5        4.1        4.0       31.5        2.3       10.3       28.9        8.8        6.4        5.0        2.0       11.4       15.0
 
Number of Traders in Each Category                                    Total Traders:       126 
        12          6         12          9         25         11         21         41         30          4          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   258,046
Positions
    83,132     34,571     21,206     25,111     58,827      6,722     26,458     49,622     30,719     35,201      2,260     10,158     19,337     43,960
 
Changes from:       February 14, 2017                                Total Change is:    -1,891
      -850      1,444       -581      1,887      2,905     -1,725      3,099        314     -2,546        452        514       -760       -868     -1,455
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       13.4        8.2        9.7       22.8        2.6       10.3       19.2       11.9       13.6        0.9        3.9        7.5       17.0
 
Number of Traders in Each Category                                    Total Traders:       126 
        11          8          9         16         19          8         27         35         22          .          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   502,900
Positions
   115,233     81,403     25,768    138,127     96,320     13,505     43,114    135,850     51,104     45,655     22,660      9,201     61,193     67,089
 
Changes from:       February 14, 2017                                Total Change is:    16,355
     4,755     -1,204      1,743      7,081      5,214     -1,158       -630     11,151      2,864        -54        565         69      1,686     -2,889
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       16.2        5.1       27.5       19.2        2.7        8.6       27.0       10.2        9.1        4.5        1.8       12.2       13.3
 
Number of Traders in Each Category                                    Total Traders:       257 
        18         13         15         47         37         37         29         62         34         30         20         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    29,147
Positions
       764     21,603          0     17,595          0        454        457      1,522        168          0        836          0      9,709      4,564
 
Changes from:       February 14, 2017                                Total Change is:       105
         0        227          0         -3          0        -23         -6         72          7          0          0          0        130       -178
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       74.1        0.0       60.4        0.0        1.6        1.6        5.2        0.6        0.0        2.9        0.0       33.3       15.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          4          0         12          0          6          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   158,894
Positions
     7,813     63,589      5,829     25,407     19,266      2,116     68,127     22,989     13,160      1,842      4,923      2,665     31,936     24,358
 
Changes from:       February 14, 2017                                Total Change is:    10,073
    -1,144      6,826       -221      1,627        -49        499      9,016      2,580       -281        346        269        209         22        242
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       40.0        3.7       16.0       12.1        1.3       42.9       14.5        8.3        1.2        3.1        1.7       20.1       15.3
 
Number of Traders in Each Category                                    Total Traders:        96 
         4          9          8          8          9          6         38         18         13          5          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    29,979
Positions
     2,046     24,582          1      6,076          0          0     19,250      4,187          2        725        257          0      1,879        950
 
Changes from:       February 14, 2017                                Total Change is:      -438
         0       -154          1     -1,071          0          0        607       -362          0          0          0          0         25         77
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       82.0        0.0       20.3        0.0        0.0       64.2       14.0        0.0        2.4        0.9        0.0        6.3        3.2
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          7          .          .          0          0         12          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   194,808
Positions
    63,593     80,842      1,332     66,754      4,795        209     30,530     70,087     21,607      3,488      9,783        303      6,993      5,851
 
Changes from:       February 14, 2017                                Total Change is:     3,432
      -368      9,409     -4,849        276       -173        118      4,936     -3,114      1,977        460        469        282        600       -687
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       41.5        0.7       34.3        2.5        0.1       15.7       36.0       11.1        1.8        5.0        0.2        3.6        3.0
 
Number of Traders in Each Category                                    Total Traders:       147 
         4         10          .         15          8          .         31         47         16         17         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    37,953
Positions
       673     31,220         71      6,633          0          0     26,916      3,281      1,476          0      1,285          0      2,184        620
 
Changes from:       February 14, 2017                                Total Change is:       819
         0         13          0        463          0          0     -1,116       -854      1,471          0        270          0          1        -81
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       82.3        0.2       17.5        0.0        0.0       70.9        8.6        3.9        0.0        3.4        0.0        5.8        1.6
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          .          4          0          0         11          9          .          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    55,082
Positions
     7,811     23,133          2      1,024     18,169          0     37,399      6,577      2,811      1,064      1,132          0      4,971      3,258
 
Changes from:       February 14, 2017                                Total Change is:    -1,232
       109        407        -21         34        -79          0     -1,166     -1,983        -11       -142         21          0        -35        434
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       42.0        0.0        1.9       33.0        0.0       67.9       11.9        5.1        1.9        2.1        0.0        9.0        5.9
 
Number of Traders in Each Category                                    Total Traders:        75 
         5          6          .          5          4          0         31         14          6          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    30,041
Positions
     5,019        171     15,285        796        315          0      7,400     13,629          2          0        100          0      1,539        539
 
Changes from:       February 14, 2017                                Total Change is:    -1,461
       832         58       -846       -105        -37          0     -1,336       -200        -86       -103       -450          0        183        100
 
Percent of Open Interest Represented by Each Category of Trader
      16.7        0.6       50.9        2.6        1.0        0.0       24.6       45.4        0.0        0.0        0.3        0.0        5.1        1.8
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          .          .          .          .          0         12          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    64,412
Positions
     8,910     37,278      1,525      8,421        537        429     31,211      8,786      2,574        964      3,679        322     10,056      9,282
 
Changes from:       February 14, 2017                                Total Change is:      -233
      -624        300        728        147        -10          2       -427     -1,085        -36       -337        495       -104        420       -522
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       57.9        2.4       13.1        0.8        0.7       48.5       13.6        4.0        1.5        5.7        0.5       15.6       14.4
 
Number of Traders in Each Category                                    Total Traders:       125 
        13         25          6         13          .          6         39         17         10          6         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   128,823
Positions
    17,820     74,556      3,050     16,841      1,073        858     62,422     17,573      5,149      1,928      7,357        643     20,113     18,565
 
Changes from:       February 14, 2017                                Total Change is:      -465
    -1,249        599      1,456        294        -20          3       -855     -2,170        -72       -674        991       -208        839     -1,044
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       57.9        2.4       13.1        0.8        0.7       48.5       13.6        4.0        1.5        5.7        0.5       15.6       14.4
 
Number of Traders in Each Category                                    Total Traders:       125 
        13         25          6         13          .          6         39         17         10          6         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   963,677
Positions
    73,719    113,598     58,643    303,902    196,523     91,338     78,606    117,925    194,388     23,319     43,412     44,967     94,795    102,883
 
Changes from:       February 14, 2017                                Total Change is:   -36,462
   -14,311      3,475      2,161      2,954    -18,356     -5,874       -392     -1,194    -12,897     -2,597      3,609        847     -6,354     -8,233
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       11.8        6.1       31.5       20.4        9.5        8.2       12.2       20.2        2.4        4.5        4.7        9.8       10.7
 
Number of Traders in Each Category                                    Total Traders:       681 
        36         35         38        133         81         97         91        140        130         78         85         76
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   209,678
Positions
    29,862     11,023     21,951     15,670     39,567     27,012     11,622     14,913     53,070      3,908        423     12,821     33,763     28,898
 
Changes from:       February 14, 2017                                Total Change is:   -33,307
    -4,875      1,111     -9,356      1,151     -7,714     -5,006     -3,089      1,491     -9,605       -528         54        717     -2,714     -4,997
 
Percent of Open Interest Represented by Each Category of Trader
      14.2        5.3       10.5        7.5       18.9       12.9        5.5        7.1       25.3        1.9        0.2        6.1       16.1       13.8
 
Number of Traders in Each Category                                    Total Traders:        70 
         7          8         10         10          .          6         13         14         25          7          6         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,769,997
Positions
   260,839    554,428    141,907  1,454,926    798,538    307,870    428,566    608,708    612,945    105,504    223,392    152,282    305,157    369,924
 
Changes from:       February 14, 2017                                Total Change is:   -15,775
   -17,219     41,778     27,630     22,780    -39,451    -18,098      5,937    -20,973     -8,912    -10,310     17,812        620    -18,203    -16,181
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       14.7        3.8       38.6       21.2        8.2       11.4       16.1       16.3        2.8        5.9        4.0        8.1        9.8
 
Number of Traders in Each Category                                    Total Traders:       660 
        35         34         36        133         79         94         88        137        124         73         81         69
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    97,472
Positions
     1,121     46,317        209     54,337     38,202      3,228     24,748      4,167      1,404        541        527          0     11,884      3,418
 
Changes from:       February 14, 2017                                Total Change is:     2,743
       -38      1,863          9      3,170       -625          8        462      1,343        178          0          0          0     -1,046        -33
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       47.5        0.2       55.7       39.2        3.3       25.4        4.3        1.4        0.6        0.5        0.0       12.2        3.5
 
Number of Traders in Each Category                                    Total Traders:        92 
         .         11          .         34         14         14         20          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    49,921
Positions
     6,409     13,387        335     11,104      5,122        963     19,530     15,376      3,010      1,817      4,146        638      6,116      6,944
 
Changes from:       February 14, 2017                                Total Change is:     1,137
       385     -1,858        -13       -742         16         56      1,138        876        189        -51      1,656         42        133        173
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       26.8        0.7       22.2       10.3        1.9       39.1       30.8        6.0        3.6        8.3        1.3       12.3       13.9
 
Number of Traders in Each Category                                    Total Traders:       250 
        16         18          7         41         21         15         61         52         30         14         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   249,605
Positions
    32,046     66,936      1,675     55,520     25,608      4,814     97,648     76,879     15,051      9,084     20,732      3,189     30,578     34,722
 
Changes from:       February 14, 2017                                Total Change is:     5,685
     1,927     -9,288        -67     -3,710         81        280      5,690      4,379        946       -257      8,280        209        667        866
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       26.8        0.7       22.2       10.3        1.9       39.1       30.8        6.0        3.6        8.3        1.3       12.3       13.9
 
Number of Traders in Each Category                                    Total Traders:       250 
        16         18          7         41         21         15         61         52         30         14         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   615,471
Positions
    50,482    195,710      5,301    305,531    147,194     29,957    163,032    177,249     16,710     12,625     21,409      2,713     29,119     19,226
 
Changes from:       February 14, 2017                                Total Change is:    -6,542
       803      1,053        328      2,906     -2,924     -1,634     -9,877     -2,406      1,832        388       -370       -662       -626     -1,760
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       31.8        0.9       49.6       23.9        4.9       26.5       28.8        2.7        2.1        3.5        0.4        4.7        3.1
 
Number of Traders in Each Category                                    Total Traders:       351 
        19         23          9         81         42         37         72         73         27         17         24          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    31,672
Positions
       912     13,041          3     13,894        524         80      2,808      3,138          7      4,392      7,605          0      9,576      7,274
 
Changes from:       February 14, 2017                                Total Change is:      -670
        -1         17          0        356          0          3     -2,413      1,065       -116      1,179       -350          0        322     -1,289
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       41.2        0.0       43.9        1.7        0.3        8.9        9.9        0.0       13.9       24.0        0.0       30.2       23.0
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          .          .         15          .          .          5          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    57,155
Positions
    16,369     10,538      1,976     10,600      3,087      2,272     14,141     17,518      1,502        667      3,066          0      9,628     17,196
 
Changes from:       February 14, 2017                                Total Change is:    -4,367
      -320       -103       -285     -1,104       -579         43       -163     -4,370        152       -399         22          0     -2,291        753
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       18.4        3.5       18.5        5.4        4.0       24.7       30.6        2.6        1.2        5.4        0.0       16.8       30.1
 
Number of Traders in Each Category                                    Total Traders:        85 
        16          9          4         12          6          6         21         15          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   276,358
Positions
    22,244    188,202      4,534    168,944     60,190     12,488     50,351      3,325      2,700      5,334        747        409      9,354      3,763
 
Changes from:       February 14, 2017                                Total Change is:     8,874
     9,127      9,730      1,893     -2,339     -1,224         -6       -271       -365       -175       -395         -8          0      1,040       -971
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       68.1        1.6       61.1       21.8        4.5       18.2        1.2        1.0        1.9        0.3        0.1        3.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       127 
         6         13          6         46         23         20         23          6          7          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   891,953
Positions
    33,654    678,837      7,044    526,301     78,739     60,406    181,762     31,131     12,334     44,606     12,219      2,847     22,999      8,396
 
Changes from:       February 14, 2017                                Total Change is:    14,831
     1,907     18,482      1,931      5,289     -7,331       -544       -354       -549        101      4,275       -421      2,000        226      1,162
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       76.1        0.8       59.0        8.8        6.8       20.4        3.5        1.4        5.0        1.4        0.3        2.6        0.9
 
Number of Traders in Each Category                                    Total Traders:       317 
        20         20         10        104         29         43         57         23         18         49         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   789,392
Positions
     8,192     22,083     28,055    296,330    148,796    128,016     54,848    119,624     95,312      5,471     41,143     23,288    149,880    183,074
 
Changes from:       February 14, 2017                                Total Change is:    13,246
    -5,426      2,348      3,533    -19,848      7,735      4,476     -1,649    -10,018     10,692      1,890        192      2,750     16,828     -8,462
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        2.8        3.6       37.5       18.8       16.2        6.9       15.2       12.1        0.7        5.2        3.0       19.0       23.2
 
Number of Traders in Each Category                                    Total Traders:       162 
         8         10         15         38         31         38         20         34         37          5         15         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   783,050
Positions
     6,296    143,394     18,381    416,118     59,731     84,985     41,480    277,079     59,051     25,960     16,327        418    130,361    123,684
 
Changes from:       February 14, 2017                                Total Change is:    15,807
       637     -5,747      4,756     -4,645      6,019        174      2,998        813     -1,632        521      5,372       -215     13,213      6,267
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       18.3        2.3       53.1        7.6       10.9        5.3       35.4        7.5        3.3        2.1        0.1       16.6       15.8
 
Number of Traders in Each Category                                    Total Traders:       104 
         .         12          5         46          9         28          9         19         15          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,619,778
Positions
    18,132    138,112     57,028    405,583    335,549    188,179    558,368    313,142    142,345    128,646    262,067      9,404    112,092    173,952
 
Changes from:       February 14, 2017                                Total Change is:   143,491
   -19,503     25,284     33,089      8,097     -6,157      4,336     31,235     17,212     56,266     20,581      5,815      5,905      3,485      1,740
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        8.5        3.5       25.0       20.7       11.6       34.5       19.3        8.8        7.9       16.2        0.6        6.9       10.7
 
Number of Traders in Each Category                                    Total Traders:       271 
         6         34         24         57         39         44         46         37         38         19         32         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 4,164,518
Positions
   108,685    205,553    297,750  1,360,211  1,102,878    438,139    478,572    681,879    559,348    435,265    177,570    103,334    383,213    598,067
 
Changes from:       February 14, 2017                                Total Change is:   245,338
   -19,865     37,114     81,981     41,593     27,968    -13,113      4,313     -3,111     85,569      8,248    -21,177     20,317     36,295     29,789
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        4.9        7.1       32.7       26.5       10.5       11.5       16.4       13.4       10.5        4.3        2.5        9.2       14.4
 
Number of Traders in Each Category                                    Total Traders:       381 
        22         38         45         47         80         79         54         75         92         25         39         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   335,599
Positions
    11,915     20,028      2,849    107,963    137,541     12,739     95,524     34,955     16,644      9,251      6,629          0     78,713    104,214
 
Changes from:       February 14, 2017                                Total Change is:    17,414
    -2,208     -1,614      1,053        306       -493     -2,738      3,314      2,540      8,005         31          0          0      9,651     10,661
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        6.0        0.8       32.2       41.0        3.8       28.5       10.4        5.0        2.8        2.0        0.0       23.5       31.1
 
Number of Traders in Each Category                                    Total Traders:        59 
         .          6          .         12         18         18         11          6          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 3,818,285
Positions
    49,465    437,104    175,628  1,904,292    587,647    336,597    205,563  1,070,268    511,612    301,683    250,293     54,347    279,098    394,790
 
Changes from:       February 14, 2017                                Total Change is:   188,128
   -24,333     64,293     -2,826    -51,042     75,101     34,056     49,711    -98,388    110,484     45,899     -3,733        321     25,858      8,820
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       11.4        4.6       49.9       15.4        8.8        5.4       28.0       13.4        7.9        6.6        1.4        7.3       10.3
 
Number of Traders in Each Category                                    Total Traders:       319 
         8         33         27         59         51         57         42         71         72         18         37         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,456,184
Positions
   342,425    149,131    420,420          0     29,943     10,200    122,305    306,022    349,496     67,317     22,242    114,393     29,627     54,336
 
Changes from:       February 14, 2017                                Total Change is:   136,986
    11,111     -7,427     49,825          0        -12     -1,200    -23,035     -6,232     85,758      1,987     -3,732      7,542      4,996     12,463
 
Percent of Open Interest Represented by Each Category of Trader
      23.5       10.2       28.9        0.0        2.1        0.7        8.4       21.0       24.0        4.6        1.5        7.9        2.0        3.7
 
Number of Traders in Each Category                                    Total Traders:       150 
        28         36         51          0          5          .         14         44         43          8         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is23,676,194
Positions
 5,127,886    901,024  3,843,473     69,611  1,862,895    983,446    418,269  2,528,616  9,909,834    807,551    480,446  1,895,846    620,279  1,270,616
 
Changes from:       February 14, 2017                                Total Change is: 1,036,618
   145,145    -68,630    184,854    -13,845    106,722     26,130     45,593     99,598    624,466     15,707     30,260      1,568      7,000     31,650
 
Percent of Open Interest Represented by Each Category of Trader
      21.7        3.8       16.2        0.3        7.9        4.2        1.8       10.7       41.9        3.4        2.0        8.0        2.6        5.4
 
Number of Traders in Each Category                                    Total Traders:       327 
        25         54         73          7         34         33         43        106        120         13         34         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    32,226
Positions
     5,305      4,203          0        172     13,841        110     19,216      9,287          0      7,209      4,482        139         75        164
 
Changes from:       February 14, 2017                                Total Change is:       703
       244       -401          0         -1       -325          0        369        961          0         -7        430         50         48        -12
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       13.0        0.0        0.5       42.9        0.3       59.6       28.8        0.0       22.4       13.9        0.4        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          8          0          .         12          .          4         12          0          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    43,101
Positions
     6,113     19,383          0        625      8,672        280     35,374      8,472          0        489      5,946        175         45        173
 
Changes from:       February 14, 2017                                Total Change is:       610
       174      1,666          0        122       -262       -102        831       -441          0       -411       -303          0         -4         52
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       45.0        0.0        1.5       20.1        0.6       82.1       19.7        0.0        1.1       13.8        0.4        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          4          0          .          4          .          7          8          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    75,404
Positions
       241     58,416         77     16,214      1,059      1,432     31,294      5,772      2,963     13,726      2,244        105      9,351      3,336
 
Changes from:       February 14, 2017                                Total Change is:       618
      -415       -225         65        433          0        313      1,740       -213        403     -1,140        -51          3       -784        324
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       77.5        0.1       21.5        1.4        1.9       41.5        7.7        3.9       18.2        3.0        0.1       12.4        4.4
 
Number of Traders in Each Category                                    Total Traders:       155 
         .          4          .         17          .          4         52         15         10         51         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   551,908
Positions
   128,342     27,467     17,775     76,505     47,690     38,294     94,461    223,842    113,636     15,197     12,772     34,887     32,811     35,545
 
Changes from:       February 14, 2017                                Total Change is:   -89,851
   -10,649      5,732    -24,856     47,732     -6,703    -19,639    -46,382    -13,391    -35,350     -2,456      2,383      3,108     -1,359     -1,135
 
Percent of Open Interest Represented by Each Category of Trader
      23.3        5.0        3.2       13.9        8.6        6.9       17.1       40.6       20.6        2.8        2.3        6.3        5.9        6.4
 
Number of Traders in Each Category                                    Total Traders:       245 
        24          4         19         16         23         16         53         75         57         23         14         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    35,072
Positions
       135        370          0     23,966         77          0      6,800     34,026        369      3,692        229          0        110          1
 
Changes from:       February 14, 2017                                Total Change is:       -41
        30        370          0         95          0          0        -88       -546          0        -52        151          0        -26        -16
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        1.1        0.0       68.3        0.2        0.0       19.4       97.0        1.1       10.5        0.7        0.0        0.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0         13          .          0         12          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated February 24, 2017