Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   161,703
Positions
     5,551     50,891     10,714     28,319      7,550      3,244     51,796     34,058     16,609      9,985      3,005      3,502     31,983     32,129
 
Changes from:       February 28, 2017                                Total Change is:     7,517
     3,874    -19,403      5,879     -5,413        808       -648        513     10,764      3,829      2,256        931        613     -3,387      4,744
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       31.5        6.6       17.5        4.7        2.0       32.0       21.1       10.3        6.2        1.9        2.2       19.8       19.9
 
Number of Traders in Each Category                                    Total Traders:        95 
         .          9          7         11          5          4         22         29         20         10          4          6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    58,326
Positions
    31,579      8,263      1,498      1,714      4,521          0     13,704     21,376      2,394          0          0          0      7,437     20,274
 
Changes from:       February 28, 2017                                Total Change is:     9,153
     3,698     -1,856        708          0      1,600          0      6,109      5,860       -229          0          0          0     -1,134      3,070
 
Percent of Open Interest Represented by Each Category of Trader
      54.1       14.2        2.6        2.9        7.8        0.0       23.5       36.6        4.1        0.0        0.0        0.0       12.8       34.8
 
Number of Traders in Each Category                                    Total Traders:        49 
         6          4          .          .          4          0         13         19         13          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   293,073
Positions
   161,686      8,802      9,974      9,577     91,245      4,378     35,341     93,394     26,344      9,740     12,136      4,975     31,057     41,823
 
Changes from:       February 28, 2017                                Total Change is:    31,402
    32,256      1,616        639       -245      6,750       -281      6,258     20,345     -2,695     -6,966        706       -211      2,646      4,531
 
Percent of Open Interest Represented by Each Category of Trader
      55.2        3.0        3.4        3.3       31.1        1.5       12.1       31.9        9.0        3.3        4.1        1.7       10.6       14.3
 
Number of Traders in Each Category                                    Total Traders:       129 
        11          5         10          7         27         12         21         45         23          6          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   250,344
Positions
    98,509     30,274     15,458     22,902     65,976      5,887     25,923     56,312     23,937     37,903      2,349      2,204     17,621     47,948
 
Changes from:       February 28, 2017                                Total Change is:   -10,023
    13,383    -11,428     -4,143     -1,627      6,267       -276     -3,814      7,187     -9,447      1,562        916     -1,920     -3,741      2,820
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       12.1        6.2        9.1       26.4        2.4       10.4       22.5        9.6       15.1        0.9        0.9        7.0       19.2
 
Number of Traders in Each Category                                    Total Traders:       122 
        10          8          7         12         22          9         21         37         24          6          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   491,765
Positions
   111,911     76,181     24,518    150,852    103,157     10,515     40,263    140,997     36,791     49,601     24,172      6,026     61,288     69,408
 
Changes from:       February 28, 2017                                Total Change is:   -24,046
     3,252    -12,458     -3,430      2,806       -108     -1,359     -6,199     11,554    -18,710      2,069      2,407     -2,780        305        838
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       15.5        5.0       30.7       21.0        2.1        8.2       28.7        7.5       10.1        4.9        1.2       12.5       14.1
 
Number of Traders in Each Category                                    Total Traders:       246 
        16         16         18         46         34         34         23         56         33         31         24         15
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    37,703
Positions
       764     21,994        570     17,267          0        458      1,718      1,013        175          0      2,276          0     16,751     11,217
 
Changes from:       February 28, 2017                                Total Change is:     6,755
         0        692         43         16          0        -24      1,262        -78       -458          0        540          0      5,916      6,040
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       58.3        1.5       45.8        0.0        1.2        4.6        2.7        0.5        0.0        6.0        0.0       44.4       29.8
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          4          .         11          0          5          .          .          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   168,539
Positions
     3,239     66,232     18,419     22,603     13,133      2,150     69,728     16,127     17,511      1,476      6,092      3,058     30,356     25,819
 
Changes from:       February 28, 2017                                Total Change is:     4,996
      -821     -5,469     10,796     -4,414       -596       -962     -2,350     -3,382      3,446       -260        465        413       -850        287
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       39.3       10.9       13.4        7.8        1.3       41.4        9.6       10.4        0.9        3.6        1.8       18.0       15.3
 
Number of Traders in Each Category                                    Total Traders:        99 
         .         10          8          9          8          7         41         15         21          5          7          5
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    32,727
Positions
     2,046     24,492      2,161      6,115          0          0     17,734      2,821         24        702        257          0      3,945      2,972
 
Changes from:       February 28, 2017                                Total Change is:     3,544
         0        -88      2,160        -53          0          0       -683       -614         22          1          0          0      2,097      2,064
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       74.8        6.6       18.7        0.0        0.0       54.2        8.6        0.1        2.1        0.8        0.0       12.1        9.1
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          .          .          0          0          9          5          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   210,020
Positions
    63,591     92,804     18,717     62,943      3,605        119     34,797     59,334     18,269      3,588     12,472         18      7,978      4,682
 
Changes from:       February 28, 2017                                Total Change is:    13,765
       108      1,656     17,170         80       -542         -2     -2,252     -2,582     -1,681        -41        497       -217        600       -535
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       44.2        8.9       30.0        1.7        0.1       16.6       28.3        8.7        1.7        5.9        0.0        3.8        2.2
 
Number of Traders in Each Category                                    Total Traders:       140 
         4         11          4         15          6          .         39         35         16         15         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    31,243
Positions
       103     23,137        387      6,968          0          0     21,439      5,503        203          0      1,305          0      2,143        708
 
Changes from:       February 28, 2017                                Total Change is:       219
       103       -532        313        412          0          0       -581        317          7          0         20          0        -35         94
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       74.1        1.2       22.3        0.0        0.0       68.6       17.6        0.6        0.0        4.2        0.0        6.9        2.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          .          4          0          0          7         10          .          0          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    51,405
Positions
     7,750     14,879      2,164      1,574     18,338          0     28,605      7,359      3,941      1,383        909        149      5,839      3,666
 
Changes from:       February 28, 2017                                Total Change is:    -5,697
        61    -10,646      2,113        -25        275          0    -11,179        207      1,731        762       -448        149        691        922
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       28.9        4.2        3.1       35.7        0.0       55.6       14.3        7.7        2.7        1.8        0.3       11.4        7.1
 
Number of Traders in Each Category                                    Total Traders:        70 
         4          7          .          4          4          0         25         15         11          5          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    28,816
Positions
     6,146        171     12,605        791        135          0      6,694     13,629      1,366          0        100          0      1,214        810
 
Changes from:       February 28, 2017                                Total Change is:     1,177
       768          0       -301         11       -119          0       -302          0      1,365          0          0          0       -364        232
 
Percent of Open Interest Represented by Each Category of Trader
      21.3        0.6       43.7        2.7        0.5        0.0       23.2       47.3        4.7        0.0        0.3        0.0        4.2        2.8
 
Number of Traders in Each Category                                    Total Traders:        29 
         5          .          4          .          .          0         13          4          7          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    74,841
Positions
     9,024     45,487      1,802      9,961        439        839     36,033      7,279      4,042      1,762      5,041        434     10,944      9,478
 
Changes from:       February 28, 2017                                Total Change is:     4,195
        99      6,035       -101         42        218        137      1,809     -2,554        903        723        852         42        542     -1,337
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       60.8        2.4       13.3        0.6        1.1       48.1        9.7        5.4        2.4        6.7        0.6       14.6       12.7
 
Number of Traders in Each Category                                    Total Traders:       130 
        14         22          6         15          .          6         42         15         11          9         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   149,682
Positions
    18,047     90,975      3,604     19,922        878      1,678     72,066     14,558      8,084      3,524     10,082        868     21,889     18,956
 
Changes from:       February 28, 2017                                Total Change is:     8,390
       197     12,070       -201         83        435        274      3,617     -5,108      1,805      1,447      1,705         84      1,084     -2,673
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       60.8        2.4       13.3        0.6        1.1       48.1        9.7        5.4        2.4        6.7        0.6       14.6       12.7
 
Number of Traders in Each Category                                    Total Traders:       130 
        14         22          6         15          .          6         42         15         11          9         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   988,953
Positions
    67,467    134,830     67,349    293,253    186,666     87,948     93,202    111,607    202,611     25,574     45,895     42,626    108,924    109,420
 
Changes from:       February 28, 2017                                Total Change is:    35,328
      -263     16,556      9,835        369      3,166     -4,548      7,648     -9,884     16,018      1,607      4,324        379      4,284       -518
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       13.6        6.8       29.7       18.9        8.9        9.4       11.3       20.5        2.6        4.6        4.3       11.0       11.1
 
Number of Traders in Each Category                                    Total Traders:       692 
        35         37         49        134         84        104         89        145        135         90         75         89
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   193,540
Positions
    28,329     18,153     13,175     19,661     39,615     17,011     16,203     13,810     48,878      5,634        192      8,659     35,989     34,047
 
Changes from:       February 28, 2017                                Total Change is:     4,860
     1,047      5,750     -2,956      4,254        601     -1,785      1,953      2,731      2,884        620       -312     -1,196         39       -856
 
Percent of Open Interest Represented by Each Category of Trader
      14.6        9.4        6.8       10.2       20.5        8.8        8.4        7.1       25.3        2.9        0.1        4.5       18.6       17.6
 
Number of Traders in Each Category                                    Total Traders:        71 
         5         12          9         10          .          5         16         10         26         10          .          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,977,066
Positions
   234,774    622,473    231,782  1,413,183    780,480    309,464    490,427    594,422    663,234    109,046    237,864    160,483    364,674    376,865
 
Changes from:       February 28, 2017                                Total Change is:   152,341
   -12,995     47,587     70,398    -35,455     -3,205      2,216     38,122    -53,425     56,026      1,771     20,022     11,032     21,225      1,691
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       15.7        5.8       35.5       19.6        7.8       12.3       14.9       16.7        2.7        6.0        4.0        9.2        9.5
 
Number of Traders in Each Category                                    Total Traders:       675 
        34         37         48        134         82        100         86        143        129         83         75         84
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    95,686
Positions
     1,152     45,059        360     51,600     37,871      3,275     23,434      3,085      2,092        756        564          0     13,017      3,380
 
Changes from:       February 28, 2017                                Total Change is:      -597
         1       -130        141     -1,181       -502         29       -615       -153         73        215          0          0        740        -55
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       47.1        0.4       53.9       39.6        3.4       24.5        3.2        2.2        0.8        0.6        0.0       13.6        3.5
 
Number of Traders in Each Category                                    Total Traders:        85 
         .         11          4         33         13         13         17          4          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    50,000
Positions
     6,352     10,083        415      7,994      5,793      2,917     20,032     15,913      3,383      1,974      4,501        564      6,368      6,430
 
Changes from:       February 28, 2017                                Total Change is:    -1,218
        34     -3,730         60     -1,634        468      1,288     -1,199        346        121        274        443       -163          0        -51
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       20.2        0.8       16.0       11.6        5.8       40.1       31.8        6.8        3.9        9.0        1.1       12.7       12.9
 
Number of Traders in Each Category                                    Total Traders:       250 
        15         21         10         39         24         16         61         50         30         18         22          7
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   250,000
Positions
    31,762     50,415      2,076     39,968     28,964     14,587    100,161     79,564     16,916      9,870     22,507      2,819     31,840     32,151
 
Changes from:       February 28, 2017                                Total Change is:    -6,089
       170    -18,648        300     -8,168      2,338      6,442     -5,995      1,729        606      1,371      2,215       -815          1       -256
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       20.2        0.8       16.0       11.6        5.8       40.1       31.8        6.8        3.9        9.0        1.1       12.7       12.9
 
Number of Traders in Each Category                                    Total Traders:       250 
        15         21         10         39         24         16         61         50         30         18         22          7
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   611,213
Positions
    52,694    151,400      7,870    289,382    147,888     39,453    159,881    202,678     16,925     10,251     20,363      2,974     31,783     21,662
 
Changes from:       February 28, 2017                                Total Change is:    -5,423
      -589    -17,237      2,045     -9,712       -256        927     -4,207      5,869      3,686       -715        -47        112      3,030       -521
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       24.8        1.3       47.3       24.2        6.5       26.2       33.2        2.8        1.7        3.3        0.5        5.2        3.5
 
Number of Traders in Each Category                                    Total Traders:       346 
        21         21         13         82         44         36         62         79         29         17         20          4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    50,129
Positions
     1,412     13,225      7,198     17,261        490         79      3,619      2,792      3,265      5,553      7,909      1,993      9,749     13,178
 
Changes from:       February 28, 2017                                Total Change is:    18,086
       497        176      7,195      3,352          0         -6        650       -629      3,126        529        564      1,993        750      5,667
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       26.4       14.4       34.4        1.0        0.2        7.2        5.6        6.5       11.1       15.8        4.0       19.4       26.3
 
Number of Traders in Each Category                                    Total Traders:        51 
         5          4          .         16          .          .          6          6          6          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    79,732
Positions
    18,377     12,309      2,989     11,274      2,769      2,234     17,690     24,851      3,766      1,036      2,986        167     22,199     27,661
 
Changes from:       February 28, 2017                                Total Change is:    21,587
     2,101         71      2,455        602        129        138        383      7,167      2,147        164        217        167     13,430      9,096
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       15.4        3.7       14.1        3.5        2.8       22.2       31.2        4.7        1.3        3.7        0.2       27.8       34.7
 
Number of Traders in Each Category                                    Total Traders:        92 
        14         10         10         15          6          7         27         14         17          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   291,868
Positions
    26,235    187,357     16,099    161,959     63,507     14,475     55,657      3,048      2,653      4,780        708        409      9,601      3,612
 
Changes from:       February 28, 2017                                Total Change is:     9,074
     1,375     -3,115     11,700     -5,777       -732      1,479       -686        -88        381         23          3          0        579       -554
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       64.2        5.5       55.5       21.8        5.0       19.1        1.0        0.9        1.6        0.2        0.1        3.3        1.2
 
Number of Traders in Each Category                                    Total Traders:       133 
         9         12          8         45         24         22         29          6          9          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   902,024
Positions
    32,120    673,589     10,757    522,085     82,970     61,916    185,556     29,504     14,738     43,117     12,324      2,847     28,888     13,379
 
Changes from:       February 28, 2017                                Total Change is:       185
    -1,388    -11,661      1,985      2,603     -1,261       -873    -11,172      3,826      3,727          6        141       -241      5,538      4,542
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       74.7        1.2       57.9        9.2        6.9       20.6        3.3        1.6        4.8        1.4        0.3        3.2        1.5
 
Number of Traders in Each Category                                    Total Traders:       315 
        21         20         13        101         32         44         59         21         23         46         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   799,736
Positions
     9,163     26,862     22,379    331,356    185,561    113,985     65,585    141,300     84,160     11,438     33,110     20,570    141,098    171,808
 
Changes from:       February 28, 2017                                Total Change is:    40,870
     1,040        622      3,450     22,320     17,542     -6,398      5,836     21,026     10,595      3,710    -10,437      3,481     -3,163        989
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        3.4        2.8       41.4       23.2       14.3        8.2       17.7       10.5        1.4        4.1        2.6       17.6       21.5
 
Number of Traders in Each Category                                    Total Traders:       166 
         6          9         12         39         35         37         27         30         38          8         12         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   730,007
Positions
    10,770    118,702     10,243    401,469     58,022     87,805     40,123    278,067     32,714     29,058     18,496        341    117,484    125,617
 
Changes from:       February 28, 2017                                Total Change is:   -18,686
     5,328    -21,081         74    -13,823      1,539      2,846     -3,448      3,341    -10,941        742     -1,365        -13        549      6,914
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       16.3        1.4       55.0        7.9       12.0        5.5       38.1        4.5        4.0        2.5        0.0       16.1       17.2
 
Number of Traders in Each Category                                    Total Traders:       101 
         .          9          6         46          8         27          9         20         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,435,566
Positions
    37,063    152,853      9,845    422,877    267,296    184,832    432,429    307,359     76,167    155,508    271,329      3,212    113,634    162,673
 
Changes from:       February 28, 2017                                Total Change is:    -1,080
    14,224     -5,413    -23,955     34,025    -25,169     -2,378    -54,100     -8,370     20,418      5,027     36,828     -2,797      8,457      9,757
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       10.6        0.7       29.5       18.6       12.9       30.1       21.4        5.3       10.8       18.9        0.2        7.9       11.3
 
Number of Traders in Each Category                                    Total Traders:       269 
        10         31         17         56         34         42         46         39         36         20         33          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,794,587
Positions
   107,109    161,959    150,352  1,449,957  1,031,630    431,913    413,420    783,526    368,489    443,367    208,362     77,544    352,437    580,813
 
Changes from:       February 28, 2017                                Total Change is:    30,511
     7,789    -32,878    -14,474     10,579    -25,814      3,888       -399     63,438     -5,978     45,575     15,574      2,362    -18,830     24,393
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        4.3        4.0       38.2       27.2       11.4       10.9       20.6        9.7       11.7        5.5        2.0        9.3       15.3
 
Number of Traders in Each Category                                    Total Traders:       392 
        24         39         49         47         83         76         62         67         87         30         40         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   339,191
Positions
    16,383     31,139      5,771    116,075    125,831     16,442    101,795     35,314      8,387      8,403      6,629          0     65,935    109,678
 
Changes from:       February 28, 2017                                Total Change is:       -67
        51       -115      2,596      1,619     -1,311        566        337     -5,217     -4,706       -259          0          0       -271      8,120
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        9.2        1.7       34.2       37.1        4.8       30.0       10.4        2.5        2.5        2.0        0.0       19.4       32.3
 
Number of Traders in Each Category                                    Total Traders:        61 
         6          4          4         12         22         20         10          4          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 3,357,117
Positions
    59,897    317,582     97,328  1,765,798    721,663    345,657    256,749    874,021    289,394    248,530    253,566     50,162    243,601    407,745
 
Changes from:       February 28, 2017                                Total Change is:    -8,745
    21,252    -70,403    -13,997    -19,438     31,518     20,258     -4,152    -46,742       -805     -9,793     24,603      8,397    -10,469     38,426
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        9.5        2.9       52.6       21.5       10.3        7.6       26.0        8.6        7.4        7.6        1.5        7.3       12.1
 
Number of Traders in Each Category                                    Total Traders:       322 
        14         36         28         60         50         64         47         65         67         15         35         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,401,764
Positions
   521,937    163,092    332,146      9,643      5,210      9,421    121,346    356,107    313,542      6,171    119,400     50,642     36,917     52,204
 
Changes from:       February 28, 2017                                Total Change is:  -182,576
   125,131        829    -72,553    -11,173    -15,865     -6,218    -93,494    -71,908     -1,839    -42,956     67,085    -81,805      2,331       -302
 
Percent of Open Interest Represented by Each Category of Trader
      37.2       11.6       23.7        0.7        0.4        0.7        8.7       25.4       22.4        0.4        8.5        3.6        2.6        3.7
 
Number of Traders in Each Category                                    Total Traders:       140 
        29         28         50          .          .          .         25         31         46          6         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is25,302,432
Positions
 5,402,079    944,164  4,110,745     74,838  1,779,149  1,109,773    366,076  2,663,819 10,835,391    889,991    623,656  1,851,166    662,375  1,384,570
 
Changes from:       February 28, 2017                                Total Change is: 1,200,045
   -12,531     25,271    252,631      5,187   -199,976    129,267    -55,308     84,025    651,666     44,400     28,957    126,210     58,524    101,994
 
Percent of Open Interest Represented by Each Category of Trader
      21.4        3.7       16.2        0.3        7.0        4.4        1.4       10.5       42.8        3.5        2.5        7.3        2.6        5.5
 
Number of Traders in Each Category                                    Total Traders:       332 
        26         53         74          8         32         35         37        115        120         13         34         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    32,468
Positions
     7,836      4,379        937        334     12,937         91     18,809      9,653          1      4,301      4,215         86         73        169
 
Changes from:       February 28, 2017                                Total Change is:        81
     1,698        -28        937        162          9        -19      2,077      1,118     -1,898     -2,940        -88         30         34         20
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       13.5        2.9        1.0       39.8        0.3       57.9       29.7        0.0       13.2       13.0        0.3        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          7          .          .         12          .          4         11          .          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    47,785
Positions
     5,861     20,924      2,666        568      9,127        191     37,642      8,430         39        675      6,144        142          1        122
 
Changes from:       February 28, 2017                                Total Change is:     3,209
        -3      3,262      2,654       -158        157          4      3,427       -509     -2,673        111        410       -101        -52          5
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       43.8        5.6        1.2       19.1        0.4       78.8       17.6        0.1        1.4       12.9        0.3        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          5          .          .          4          .          7          8          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    83,738
Positions
       352     64,749      3,141     16,408        831      1,421     31,082      7,599      2,162     18,599        721         35     10,537      3,079
 
Changes from:       February 28, 2017                                Total Change is:     8,275
        59      6,059      2,933        742       -228        -17        545      1,895       -887      3,801     -1,539        -65      1,164        124
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       77.3        3.8       19.6        1.0        1.7       37.1        9.1        2.6       22.2        0.9        0.0       12.6        3.7
 
Number of Traders in Each Category                                    Total Traders:       147 
         .          5          .         17          .          4         46         13         13         54          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   596,912
Positions
   135,624     27,256     23,648     83,586     49,985     37,908     86,468    226,796    150,114     14,650     11,766     33,443     31,471     35,996
 
Changes from:       February 28, 2017                                Total Change is:    11,226
     2,992      3,892      6,866     11,398      3,329     -6,940    -11,353     -8,499     25,145      1,432      6,337    -17,448       -866     -1,456
 
Percent of Open Interest Represented by Each Category of Trader
      22.7        4.6        4.0       14.0        8.4        6.4       14.5       38.0       25.1        2.5        2.0        5.6        5.3        6.0
 
Number of Traders in Each Category                                    Total Traders:       252 
        24          4         19         16         26         15         60         70         65         21         17         23
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Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    38,256
Positions
       650        600          0     26,267         84          0      6,816     36,941        369      4,025        229          7        122         26
 
Changes from:       February 28, 2017                                Total Change is:       372
       464        600          0         96          5          0       -266       -253          0         56          0          7         15         13
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        1.6        0.0       68.7        0.2        0.0       17.8       96.6        1.0       10.5        0.6        0.0        0.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          0         13          .          0         10          7          .          4          .          .
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Updated March 10, 2017