Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   123,864
Positions
     2,821     66,794          0     40,643      6,278        935     30,255     22,972      2,660     10,923        400         42     35,585     23,783
 
Changes from:       April 26, 2016                                   Total Change is:     2,784
      -169      5,046          0       -502     -1,595         -3      2,979     -2,755       -190        271          0          1        397      2,280
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       53.9        0.0       32.8        5.1        0.8       24.4       18.5        2.1        8.8        0.3        0.0       28.7       19.2
 
Number of Traders in Each Category                                    Total Traders:        84 
         .         10          0         11          7          4         24         15          8         14          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    41,656
Positions
    11,798     10,500         36      1,390      3,444        122     14,938     13,053        697      1,230        400          0     11,445     13,404
 
Changes from:       April 26, 2016                                   Total Change is:    -1,204
      -679        321          6         -5        -62          0     -2,604         85        282        510       -480          0      1,286     -1,356
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       25.2        0.1        3.3        8.3        0.3       35.9       31.3        1.7        3.0        1.0        0.0       27.5       32.2
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          4          .          .          5          .         15         13          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   248,180
Positions
   147,495     39,700        970      8,543     69,731      6,231     54,733     76,816      6,543      5,064     13,118      1,001     17,600     34,070
 
Changes from:       April 26, 2016                                   Total Change is:     4,351
     2,234     14,710         12       -196       -788        134        309     -7,927      1,425        666       -515        206       -439     -2,906
 
Percent of Open Interest Represented by Each Category of Trader
      59.4       16.0        0.4        3.4       28.1        2.5       22.1       31.0        2.6        2.0        5.3        0.4        7.1       13.7
 
Number of Traders in Each Category                                    Total Traders:       117 
         8          8          5          5         25          9         26         33         16          7          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   161,529
Positions
     7,846     44,178      3,050     34,269     41,473      6,212     63,441     33,832      2,651     12,638      2,685        219     31,203     27,229
 
Changes from:       April 26, 2016                                   Total Change is:    -7,238
     1,840     -1,401        258     -1,915     -3,531         33    -18,293     -1,529        575      7,643     -1,477        215      2,406       -381
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       27.3        1.9       21.2       25.7        3.8       39.3       20.9        1.6        7.8        1.7        0.1       19.3       16.9
 
Number of Traders in Each Category                                    Total Traders:       114 
         6          8          4         16         17         11         36         21          8          4          6          .
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Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   360,461
Positions
    64,509     69,774      4,121    127,077     93,316     16,825     51,355     89,978      6,254     35,067     21,001        627     54,626     58,565
 
Changes from:       April 26, 2016                                   Total Change is:    20,261
      -898     21,350        627      8,995     -4,519        824      3,737       -852        744      2,658       -367     -1,135      4,709      3,589
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       19.4        1.1       35.3       25.9        4.7       14.2       25.0        1.7        9.7        5.8        0.2       15.2       16.2
 
Number of Traders in Each Category                                    Total Traders:       230 
        17         10         11         39         33         32         38         46         20         18         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    29,518
Positions
       973     21,545        354     14,109        585      1,071        455      2,140          1      2,041          0          0     10,514      3,822
 
Changes from:       April 26, 2016                                   Total Change is:    -2,090
      -105     -1,051        -41     -1,979        585        115        455       -911          0         13          0          0       -548       -787
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       73.0        1.2       47.8        2.0        3.6        1.5        7.2        0.0        6.9        0.0        0.0       35.6       12.9
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          8          .          5          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   142,695
Positions
     4,358     65,410      1,132     35,969      7,103      1,105     68,478     15,046      2,425      1,389     28,817        808     27,031     20,849
 
Changes from:       April 26, 2016                                   Total Change is:   -13,008
     1,504    -13,284        667     -6,910     -3,549       -272     -6,465      1,260        986      1,353      2,307        -68     -3,803     -1,055
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       45.8        0.8       25.2        5.0        0.8       48.0       10.5        1.7        1.0       20.2        0.6       18.9       14.6
 
Number of Traders in Each Category                                    Total Traders:        93 
         .         10          5          8          7          4         34         19          9          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    28,426
Positions
    14,828     22,584        400      3,200          0          0      8,302      3,604        235        400        915        235        826        453
 
Changes from:       April 26, 2016                                   Total Change is:    -1,360
      -607        134          0     -2,073          0          0      1,193     -1,422          0          0          0          0        127        -72
 
Percent of Open Interest Represented by Each Category of Trader
      52.2       79.4        1.4       11.3        0.0        0.0       29.2       12.7        0.8        1.4        3.2        0.8        2.9        1.6
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          8          .          .          0          0          8          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   116,533
Positions
    39,442     56,739         95     16,506      4,925        600     33,750     24,983     18,678      2,584      5,505         20      4,858      4,988
 
Changes from:       April 26, 2016                                   Total Change is:      -645
    -8,334     -5,392       -106     -6,493      1,081        216      3,527     -6,284     10,166        652       -154       -179        -94          7
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       48.7        0.1       14.2        4.2        0.5       29.0       21.4       16.0        2.2        4.7        0.0        4.2        4.3
 
Number of Traders in Each Category                                    Total Traders:       122 
         4         10          .         11          9          .         34         35         16         11          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    25,288
Positions
       450     20,871          0      4,453        160          0     19,111      2,345         35        242      1,171          0        997        706
 
Changes from:       April 26, 2016                                   Total Change is:    -3,729
      -317      3,537     -1,439       -297          0          0     -1,675     -1,736       -215        242     -3,610          0        -28       -266
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       82.5        0.0       17.6        0.6        0.0       75.6        9.3        0.1        1.0        4.6        0.0        3.9        2.8
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          0          .          .          0          7          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    36,578
Positions
     7,311     13,737         31      1,947      9,487          0     20,351      8,021      1,134      1,384      1,091          0      4,420      3,077
 
Changes from:       April 26, 2016                                   Total Change is:     2,789
     1,044      3,039         31        302       -514          0      1,337       -470          8         46         28          0         21        667
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       37.6        0.1        5.3       25.9        0.0       55.6       21.9        3.1        3.8        3.0        0.0       12.1        8.4
 
Number of Traders in Each Category                                    Total Traders:        67 
         4          6          .          4          5          0         24         18          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    62,293
Positions
    14,126     31,155        213      6,595      2,911        326     31,468     15,121      1,135        904      2,706         66      7,462      8,664
 
Changes from:       April 26, 2016                                   Total Change is:     1,425
      -539      4,445        -51        -47        -81         -9      1,869     -3,071        863          2       -144          2       -665       -530
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       50.0        0.3       10.6        4.7        0.5       50.5       24.3        1.8        1.5        4.3        0.1       12.0       13.9
 
Number of Traders in Each Category                                    Total Traders:       110 
        13         17          4         10          5          4         36         14          5          .         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   124,586
Positions
    28,252     62,309        425     13,190      5,821        651     62,936     30,241      2,269      1,808      5,411        131     14,924     17,328
 
Changes from:       April 26, 2016                                   Total Change is:     2,849
    -1,077      8,889       -102        -94       -161        -18      3,737     -6,141      1,726          3       -287          3     -1,329     -1,060
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       50.0        0.3       10.6        4.7        0.5       50.5       24.3        1.8        1.5        4.3        0.1       12.0       13.9
 
Number of Traders in Each Category                                    Total Traders:       110 
        13         17          4         10          5          4         36         14          5          .         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   640,333
Positions
    79,914     71,284     20,622    260,911    194,776     52,628     85,065    132,020     25,760     24,447     50,976      4,954     86,030     87,311
 
Changes from:       April 26, 2016                                   Total Change is:   -12,993
     6,218     -8,020     -4,388    -11,302       -552      2,508     -7,074     -2,807      1,544       -126        -52        469       -842     -1,694
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       11.1        3.2       40.7       30.4        8.2       13.3       20.6        4.0        3.8        8.0        0.8       13.4       13.6
 
Number of Traders in Each Category                                    Total Traders:       600 
        36         40         21        112         98         88         76        137         68         36         65         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    77,934
Positions
    11,518     25,311      4,059     13,837     18,533      2,271      5,932      7,885        151      2,194      2,618          1     37,971     17,105
 
Changes from:       April 26, 2016                                   Total Change is:    -1,612
     2,948     -3,964     -1,018       -795       -279        -57     -1,859      1,919         21         12        366          1       -865      1,399
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       32.5        5.2       17.8       23.8        2.9        7.6       10.1        0.2        2.8        3.4        0.0       48.7       21.9
 
Number of Traders in Each Category                                    Total Traders:        64 
         5          9          4         11          4          4         10         16          .          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,811,993
Positions
   390,403    278,289     34,393  1,241,490    887,336    245,668    438,428    663,438     85,286    120,962    251,483     15,070    240,293    351,030
 
Changes from:       April 26, 2016                                   Total Change is:   -56,903
    -3,449    -40,082      2,950    -51,492       -322     11,782    -21,595    -19,149      3,138        252     -1,150      1,397        114    -15,467
 
Percent of Open Interest Represented by Each Category of Trader
      13.9        9.9        1.2       44.1       31.6        8.7       15.6       23.6        3.0        4.3        8.9        0.5        8.5       12.5
 
Number of Traders in Each Category                                    Total Traders:       592 
        34         41         19        111         94         86         76        137         59         36         63         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    79,118
Positions
     3,953     14,978      1,071     42,059     51,246      3,179     19,181      4,730        271          0        470          0      9,404      3,173
 
Changes from:       April 26, 2016                                   Total Change is:      -291
      -456       -844        -43        810      1,519       -140        136     -1,649         39          0        -70          0       -637        897
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       18.9        1.4       53.2       64.8        4.0       24.2        6.0        0.3        0.0        0.6        0.0       11.9        4.0
 
Number of Traders in Each Category                                    Total Traders:        94 
         4         11          .         37         15         18         16          9          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    48,150
Positions
    11,583      9,196        137     15,212     13,800        922     12,868     16,859        663      1,939      1,966         22      4,804      4,584
 
Changes from:       April 26, 2016                                   Total Change is:     2,790
     6,805     -7,094         34       -545      5,258        -89     -2,936      4,194        155          9         -1        -12       -631        344
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       19.1        0.3       31.6       28.7        1.9       26.7       35.0        1.4        4.0        4.1        0.0       10.0        9.5
 
Number of Traders in Each Category                                    Total Traders:       229 
        19         17          5         41         22         15         48         51         16         12         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   240,748
Positions
    57,914     45,982        683     76,060     68,999      4,611     64,339     84,297      3,317      9,697      9,830        109     24,018     22,920
 
Changes from:       April 26, 2016                                   Total Change is:    13,949
    34,023    -35,472        172     -2,727     26,291       -444    -14,681     20,969        773         44         -3        -58     -3,153      1,721
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       19.1        0.3       31.6       28.7        1.9       26.7       35.0        1.4        4.0        4.1        0.0       10.0        9.5
 
Number of Traders in Each Category                                    Total Traders:       229 
        19         17          5         41         22         15         48         51         16         12         19          .
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Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 $100.00)                  
CFTC Code #23977A                                                    Open Interest is   377,846
Positions
   156,242     21,231      1,702    114,448    189,372     19,047     56,095    112,392      9,197      5,212      8,333         27     15,876     16,545
 
Changes from:       April 26, 2016                                   Total Change is:     6,124
       567       -500        362        -22       -966        544      4,512      2,567      2,421        -28         32          0     -2,232      1,664
 
Percent of Open Interest Represented by Each Category of Trader
      41.4        5.6        0.5       30.3       50.1        5.0       14.8       29.7        2.4        1.4        2.2        0.0        4.2        4.4
 
Number of Traders in Each Category                                    Total Traders:       265 
        21         11          .         50         53         28         42         65         16          9         14          .
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Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    34,697
Positions
       796     12,432          0     16,002        998        167      4,534      5,062          3      5,777      9,514          0      7,418      6,521
 
Changes from:       April 26, 2016                                   Total Change is:     1,176
        12      2,263         -9       -164        410        111       -422       -854         -6      1,141         90          0        513       -829
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       35.8        0.0       46.1        2.9        0.5       13.1       14.6        0.0       16.6       27.4        0.0       21.4       18.8
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          6          0         12          .          .          6         10          .          5          4          0
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Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    96,727
Positions
    30,050     14,401      1,291     27,474      1,843          0     21,526      9,448        800      6,848        283          0      8,738     68,661
 
Changes from:       April 26, 2016                                   Total Change is:    15,466
     6,216      1,879        627     12,014     -1,493       -306     -4,077      2,410        209      1,140       -205          0       -357     12,345
 
Percent of Open Interest Represented by Each Category of Trader
      31.1       14.9        1.3       28.4        1.9        0.0       22.3        9.8        0.8        7.1        0.3        0.0        9.0       71.0
 
Number of Traders in Each Category                                    Total Traders:        92 
        18          9          .         14          5          0         27         11          4          7          .          0
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Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   192,274
Positions
     5,604    108,389        818    118,681     56,901     11,191     38,954      5,617      3,168      6,604      2,763          8      7,246      3,419
 
Changes from:       April 26, 2016                                   Total Change is:    -4,223
    -1,928        294         96     -2,518      1,368       -638      2,510     -4,387       -679        -65        176         -7       -994       -446
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       56.4        0.4       61.7       29.6        5.8       20.3        2.9        1.6        3.4        1.4        0.0        3.8        1.8
 
Number of Traders in Each Category                                    Total Traders:       129 
         7         12          .         44         23         16         20          8          5          8          7          .
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Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   633,388
Positions
    41,612    350,395      2,525    340,102     94,392     72,288    127,496     79,691      5,057     23,750     17,692      1,485     19,073      9,863
 
Changes from:       April 26, 2016                                   Total Change is:      -593
       653      5,928        853      3,087      2,010     -1,664       -825     -7,104     -1,897      2,280      1,080       -322     -2,758        523
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       55.3        0.4       53.7       14.9       11.4       20.1       12.6        0.8        3.7        2.8        0.2        3.0        1.6
 
Number of Traders in Each Category                                    Total Traders:       303 
        21         23          6         93         39         40         43         35         15         37         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   509,896
Positions
     7,523     27,719      1,424    173,006    169,297     84,716     74,558     52,838     19,583      7,883     26,219        515    140,688    127,585
 
Changes from:       April 26, 2016                                   Total Change is:   -10,177
      -176    -14,749        885     -3,496      4,717       -889      1,458      6,309       -839     -1,097        172        294     -6,317     -6,077
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        5.4        0.3       33.9       33.2       16.6       14.6       10.4        3.8        1.5        5.1        0.1       27.6       25.0
 
Number of Traders in Each Category                                    Total Traders:       144 
         4         13          6         32         31         33         28         23         23          5          8          .
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Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   621,279
Positions
         0     45,255         45    349,559    138,698     74,607     48,197    262,975     12,491      7,102     14,079          0    129,278     73,129
 
Changes from:       April 26, 2016                                   Total Change is:      -804
    -1,821     -1,689       -747        770        358      1,173       -288     -3,104        210       -100          0          0         -1      2,995
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        7.3        0.0       56.3       22.3       12.0        7.8       42.3        2.0        1.1        2.3        0.0       20.8       11.8
 
Number of Traders in Each Category                                    Total Traders:        97 
         0          7          .         42         16         31         12         14         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,056,867
Positions
    21,844    119,328      4,515    437,641    156,147    108,257    266,684    249,072     44,427     49,405    224,520      3,773    120,321    146,828
 
Changes from:       April 26, 2016                                   Total Change is:     2,382
    -1,816     19,257      1,060     25,008     -1,857     -8,752    -12,080    -22,363      1,323       -775     17,565     -1,032       -554     -2,819
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       11.3        0.4       41.4       14.8       10.2       25.2       23.6        4.2        4.7       21.2        0.4       11.4       13.9
 
Number of Traders in Each Category                                    Total Traders:       247 
         8         30          8         54         37         47         32         40         29         17         29          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,662,801
Positions
    95,237    183,398     19,936    820,198    945,718    357,956    524,641    500,563     98,073    416,882    145,191      8,067    321,811    403,899
 
Changes from:       April 26, 2016                                   Total Change is:   -15,814
     9,744        -22     -2,301    -56,810    -14,414     28,980     11,949    -20,731      2,269      8,661      9,190     -5,137    -13,169    -13,648
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        6.9        0.7       30.8       35.5       13.4       19.7       18.8        3.7       15.7        5.5        0.3       12.1       15.2
 
Number of Traders in Each Category                                    Total Traders:       355 
        20         32         14         56         77         70         67         54         61         23         25         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   113,480
Positions
    10,029      7,196          0     13,443     40,943      2,042     43,384      5,186      1,281      2,250      2,000          0     41,051     54,832
 
Changes from:       April 26, 2016                                   Total Change is:       915
     5,005     -1,342          0     -2,399       -936        548     -2,811     -1,285        162          0          0          0        410      3,768
 
Percent of Open Interest Represented by Each Category of Trader
       8.8        6.3        0.0       11.8       36.1        1.8       38.2        4.6        1.1        2.0        1.8        0.0       36.2       48.3
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          0          .          6          6          8          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,462,327
Positions
    45,022    292,386     20,162  1,281,882    463,151    311,318    315,923    775,491     60,401    143,371    214,901      2,155    282,093    322,362
 
Changes from:       April 26, 2016                                   Total Change is:   -40,699
    -2,553     33,335    -13,274     14,658    -49,778      3,773    -50,211    -29,547     11,611     -3,537     12,213     -2,220      1,054     -6,812
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       11.9        0.8       52.1       18.8       12.6       12.8       31.5        2.5        5.8        8.7        0.1       11.5       13.1
 
Number of Traders in Each Category                                    Total Traders:       276 
         6         38         13         52         46         55         34         59         35         12         29          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   836,320
Positions
   351,855    150,228    212,493      4,139     20,914      8,313     26,160    170,728    175,631     16,133     28,430     17,002     24,594     52,581
 
Changes from:       April 26, 2016                                   Total Change is:  -142,269
   -39,611    -10,450    -45,113          0        344      3,100    -32,227     -6,076    -23,542      1,669     -1,276     -8,565      2,020    -50,691
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       18.0       25.4        0.5        2.5        1.0        3.1       20.4       21.0        1.9        3.4        2.0        2.9        6.3
 
Number of Traders in Each Category                                    Total Traders:       121 
        14         27         31          .          7          6          8         42         34          .         12          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is10,303,832
Positions
 2,944,133  1,170,721  2,272,322    210,469  1,653,646    394,832  1,028,947  1,115,807  1,843,319    556,590    433,080    244,814    808,406  1,175,291
 
Changes from:       April 26, 2016                                   Total Change is:   158,892
    30,792    -95,188     69,937      5,173     93,010     25,532   -113,854    -13,681    107,383     73,500     43,897    -25,892    -13,679    -46,106
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       11.4       22.1        2.0       16.0        3.8       10.0       10.8       17.9        5.4        4.2        2.4        7.8       11.4
 
Number of Traders in Each Category                                    Total Traders:       280 
        38         45         80          8         30         29         31         82         88          8         25         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    24,465
Positions
       788      2,080          0          0     12,063        149     15,604      7,075          0      7,119      2,405        597        208         96
 
Changes from:       April 26, 2016                                   Total Change is:    -1,009
      -231        568          0          0     -1,572          0       -628        120          0       -199        -93          1         48        -33
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        8.5        0.0        0.0       49.3        0.6       63.8       28.9        0.0       29.1        9.8        2.4        0.9        0.4
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          4          0          0         11          .          4         10          0          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    30,567
Positions
     7,958      2,877          0        123     12,021        593     20,716      9,682          1      1,100      5,273          0         76        120
 
Changes from:       April 26, 2016                                   Total Change is:      -146
       860       -511          0          0        -88          0       -786        303          1       -200        141          0        -21          8
 
Percent of Open Interest Represented by Each Category of Trader
      26.0        9.4        0.0        0.4       39.3        1.9       67.8       31.7        0.0        3.6       17.3        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        40 
         5          4          0          .          7          .          7          7          .          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    71,528
Positions
       436     26,116          0     16,063      3,192        536     20,241     32,635      4,526     20,594        845         55      9,077      3,623
 
Changes from:       April 26, 2016                                   Total Change is:     7,494
        60        -29          0      1,188        387        -11      3,266      5,912        465      1,659        -17         55        812        732
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       36.5        0.0       22.5        4.5        0.7       28.3       45.6        6.3       28.8        1.2        0.1       12.7        5.1
 
Number of Traders in Each Category                                    Total Traders:       147 
         .          .          0          9          7          .         28         32         16         56          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   451,899
Positions
   129,800     11,347     26,167    116,709     57,613     41,921     24,689    191,635     76,276      1,193      5,585     12,575     22,569     28,780
 
Changes from:       April 26, 2016                                   Total Change is:     3,286
     1,742     -4,847        629     -9,662      2,362      2,043     -4,249     -9,660      7,539        148       -168      2,120      2,976      3,268
 
Percent of Open Interest Represented by Each Category of Trader
      28.7        2.5        5.8       25.8       12.7        9.3        5.5       42.4       16.9        0.3        1.2        2.8        5.0        6.4
 
Number of Traders in Each Category                                    Total Traders:       201 
        19         12         18         14         19          9         31         75         60          5         13         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2016                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    22,019
Positions
        99      3,791          0     13,705          0      1,106      5,083     16,710        390      1,499          0          0        137         22
 
Changes from:       April 26, 2016                                   Total Change is:     2,731
        10        611          0      2,539          0        103         45      2,024          0          9          0          0         25         -7
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       17.2        0.0       62.2        0.0        5.0       23.1       75.9        1.8        6.8        0.0        0.0        0.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0         10          0          .          8          9          .          4          0          0
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Updated May 6, 2016