Traders in Financial Futures - Futures Only Positions as of May 31, 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   126,518
Positions
     3,906     71,659        658     49,896      8,895        818     23,635      9,509      4,238      9,720      1,157        707     32,940     28,877
 
Changes from:       May 24, 2016                                     Total Change is:     2,729
       700     -1,312        576       -247        686         25      1,066         -7        448       -156        511        443       -126      1,359
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       56.6        0.5       39.4        7.0        0.6       18.7        7.5        3.3        7.7        0.9        0.6       26.0       22.8
 
Number of Traders in Each Category                                    Total Traders:        78 
         .         10          4          9          8          .         25         11         10         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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    57,175
Positions
    28,424      1,742        288        977      3,248        117     18,311     30,203        677      1,430          0          0      6,951     20,900
 
Changes from:       May 24, 2016                                     Total Change is:     5,033
     4,057     -2,938        277          0        475          0       -416      8,152         30         65       -480          0      1,020       -483
 
Percent of Open Interest Represented by Each Category of Trader
      49.7        3.0        0.5        1.7        5.7        0.2       32.0       52.8        1.2        2.5        0.0        0.0       12.2       36.6
 
Number of Traders in Each Category                                    Total Traders:        46 
         5          .          .          .          5          .         14         17          4          .          0          0
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Traders in Financial Futures - Futures Only Positions as of May 31, 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   243,685
Positions
   147,251     47,176      1,179      4,674     76,759      6,260     51,812     52,122     12,051      2,853     11,400        244     17,361     36,494
 
Changes from:       May 24, 2016                                     Total Change is:      -692
      -960      9,492        -86     -1,182     -3,201        915     -1,828     -6,256      1,696        293     -1,649        100        360     -1,703
 
Percent of Open Interest Represented by Each Category of Trader
      60.4       19.4        0.5        1.9       31.5        2.6       21.3       21.4        4.9        1.2        4.7        0.1        7.1       15.0
 
Number of Traders in Each Category                                    Total Traders:       101 
         8          8          4          4         23          9         28         23         20          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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   156,499
Positions
    12,566     22,257      3,908     28,343     45,616      6,091     64,787     39,690      3,501      6,167      2,989      3,683     27,453     28,764
 
Changes from:       May 24, 2016                                     Total Change is:    -3,334
       963     -5,965          7     -4,061        531         79       -246     -2,912       -213     -2,375        340      3,029       -517      1,770
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       14.2        2.5       18.1       29.1        3.9       41.4       25.4        2.2        3.9        1.9        2.4       17.5       18.4
 
Number of Traders in Each Category                                    Total Traders:       113 
         7          9          7         13         18          9         29         26         14          4          7          .
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Traders in Financial Futures - Futures Only Positions as of May 31, 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   356,178
Positions
    75,509     31,570      5,595    123,417    102,426     14,580     47,103    108,677      8,537     32,184     22,480        651     48,602     61,662
 
Changes from:       May 24, 2016                                     Total Change is:     5,936
     7,150     -8,995        282      1,770        156       -884      2,965     15,705       -310     -1,645        920       -847     -2,545        -91
 
Percent of Open Interest Represented by Each Category of Trader
      21.2        8.9        1.6       34.7       28.8        4.1       13.2       30.5        2.4        9.0        6.3        0.2       13.6       17.3
 
Number of Traders in Each Category                                    Total Traders:       220 
        14         12         13         36         36         26         28         49         23         18         25          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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    28,056
Positions
     2,888     19,505        182     11,235        457      1,873      1,313      1,449         54        904          0          0      9,607      4,536
 
Changes from:       May 24, 2016                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       69.5        0.6       40.0        1.6        6.7        4.7        5.2        0.2        3.2        0.0        0.0       34.2       16.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          .          .          7          .          5          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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   114,647
Positions
    35,884     21,794      1,280     21,889      9,977      1,056     27,458     16,344      2,678      1,589     34,845        655     22,158     26,018
 
Changes from:       May 24, 2016                                     Total Change is:        14
    11,807     -4,755        218     -6,015        485          0     -6,385     -1,059        986      1,083      1,478         44     -1,724      2,617
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       19.0        1.1       19.1        8.7        0.9       24.0       14.3        2.3        1.4       30.4        0.6       19.3       22.7
 
Number of Traders in Each Category                                    Total Traders:        80 
         7          6          5          5          9          4         26         18          8          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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    28,196
Positions
    14,828     22,635        390      3,300          0          0      7,866      2,668        385        400      1,015        235        792        868
 
Changes from:       May 24, 2016                                     Total Change is:       260
         0         76         -6          0          0          0        660        483       -344          0          0          0        -50         51
 
Percent of Open Interest Represented by Each Category of Trader
      52.6       80.3        1.4       11.7        0.0        0.0       27.9        9.5        1.4        1.4        3.6        0.8        2.8        3.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          8          .          .          0          0          7          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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   143,577
Positions
    50,253     46,663          1     50,929      4,967        175     17,000     61,820     18,220      2,470      4,770          0      4,529      6,961
 
Changes from:       May 24, 2016                                     Total Change is:     5,493
     2,171       -275          0      5,753       -145          0     -4,059      4,127      2,142       -614       -220          0        100       -136
 
Percent of Open Interest Represented by Each Category of Trader
      35.0       32.5        0.0       35.5        3.5        0.1       11.8       43.1       12.7        1.7        3.3        0.0        3.2        4.8
 
Number of Traders in Each Category                                    Total Traders:       134 
         6          7          .         11         10          .         17         60         14          9         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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    42,712
Positions
       200     21,713     14,630      6,152        160          0     20,245      3,180        409          0      1,520          0      1,076      1,100
 
Changes from:       May 24, 2016                                     Total Change is:    13,844
         0          0     13,227        250          0          0         93         15        201          0        349          0         73         52
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       50.8       34.3       14.4        0.4        0.0       47.4        7.4        1.0        0.0        3.6        0.0        2.5        2.6
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          .          .          .          0         10          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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    44,604
Positions
    18,981     11,420         91      1,840     20,195         24     17,576      6,754      1,344      1,253      1,216          0      3,495      3,560
 
Changes from:       May 24, 2016                                     Total Change is:     2,415
       263      2,312         57        181        -26          0      1,871        138        138       -119         99          0         24       -303
 
Percent of Open Interest Represented by Each Category of Trader
      42.6       25.6        0.2        4.1       45.3        0.1       39.4       15.1        3.0        2.8        2.7        0.0        7.8        8.0
 
Number of Traders in Each Category                                    Total Traders:        73 
         5          5          .          4          7          .         30         17          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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    61,198
Positions
    13,348     33,820        120      7,196        823        417     30,968     12,135        197      1,161      4,145         68      7,726      9,475
 
Changes from:       May 24, 2016                                     Total Change is:     2,418
      -419      3,441        -51         94       -127        -21      3,202       -917       -342        -22        726        -27          5       -265
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       55.3        0.2       11.8        1.3        0.7       50.6       19.8        0.3        1.9        6.8        0.1       12.6       15.5
 
Number of Traders in Each Category                                    Total Traders:       113 
        16         16          4         10          .          4         35         16          .          4         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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   122,396
Positions
    26,695     67,639        239     14,392      1,645        833     61,935     24,270        394      2,321      8,290        136     15,451     18,950
 
Changes from:       May 24, 2016                                     Total Change is:     4,836
      -837      6,881       -102        187       -253        -42      6,403     -1,833       -684        -44      1,452        -54          9       -529
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       55.3        0.2       11.8        1.3        0.7       50.6       19.8        0.3        1.9        6.8        0.1       12.6       15.5
 
Number of Traders in Each Category                                    Total Traders:       113 
        16         16          4         10          .          4         35         16          .          4         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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   681,779
Positions
    94,135     70,577     24,805    277,102    194,962     50,713     94,641    164,161     28,208     24,682     48,533      4,373     83,121     95,447
 
Changes from:       May 24, 2016                                     Total Change is:     8,327
    12,090     -2,610      2,656     -3,167     -1,975     -1,476     -3,323      2,426      1,529       -923      2,677       -318      1,260      5,418
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       10.4        3.6       40.6       28.6        7.4       13.9       24.1        4.1        3.6        7.1        0.6       12.2       14.0
 
Number of Traders in Each Category                                    Total Traders:       596 
        37         39         28        119         87         80         76        136         64         39         62         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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    83,810
Positions
    22,766     18,173      6,039     13,745     19,156      2,371      8,859      9,228         90      2,383      2,604         50     27,507     26,099
 
Changes from:       May 24, 2016                                     Total Change is:     5,147
     4,332     -2,242        900       -608       -149        119      2,689      4,008     -1,000        180        263         -3     -1,462      3,251
 
Percent of Open Interest Represented by Each Category of Trader
      27.2       21.7        7.2       16.4       22.9        2.8       10.6       11.0        0.1        2.8        3.1        0.1       32.8       31.1
 
Number of Traders in Each Category                                    Total Traders:        65 
        11          8          6         11          4          4         12         11          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 2,989,845
Positions
   412,253    317,427     38,422  1,322,372    884,614    236,125    485,000    830,759     84,498    119,735    237,886     13,372    278,068    346,742
 
Changes from:       May 24, 2016                                     Total Change is:    15,899
    43,228      2,600      4,341    -12,631     -8,965     -8,141     -7,436     14,712     -9,979     -6,488     11,100       -605     13,610     10,836
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       10.6        1.3       44.2       29.6        7.9       16.2       27.8        2.8        4.0        8.0        0.4        9.3       11.6
 
Number of Traders in Each Category                                    Total Traders:       587 
        36         39         24        117         83         77         75        137         57         38         61         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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    84,543
Positions
     4,519     26,803      1,201     45,133     46,268      2,924     20,207      3,673        373          0        592          0     10,186      2,709
 
Changes from:       May 24, 2016                                     Total Change is:     3,914
       209      7,894        177      2,132     -3,331        308        459       -673        157          0        -10          0        472       -608
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       31.7        1.4       53.4       54.7        3.5       23.9        4.3        0.4        0.0        0.7        0.0       12.0        3.2
 
Number of Traders in Each Category                                    Total Traders:        95 
         4         12          .         39         15         16         17          6          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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    46,379
Positions
     6,040     15,528         78     15,127      6,452        676     16,684     15,079        607      2,149      2,439         75      4,943      5,444
 
Changes from:       May 24, 2016                                     Total Change is:     2,108
    -5,116      7,895        -59      1,842     -5,832       -428      5,793        530       -116        116         83         52         24        -16
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       33.5        0.2       32.6       13.9        1.5       36.0       32.5        1.3        4.6        5.3        0.2       10.7       11.7
 
Number of Traders in Each Category                                    Total Traders:       236 
        14         19          .         41         19         11         46         57         16         17         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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   231,894
Positions
    30,201     77,642        388     75,636     32,262      3,378     83,421     75,397      3,036     10,746     12,195        375     24,713     27,221
 
Changes from:       May 24, 2016                                     Total Change is:    10,541
   -25,581     39,476       -297      9,211    -29,161     -2,139     28,967      2,648       -579        580        413        260        119        -80
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       33.5        0.2       32.6       13.9        1.5       36.0       32.5        1.3        4.6        5.3        0.2       10.7       11.7
 
Number of Traders in Each Category                                    Total Traders:       236 
        14         19          .         41         19         11         46         57         16         17         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   394,574
Positions
   159,779     40,290      2,033    113,414    184,466     15,789     73,469    116,852      7,355      5,405     10,301         20     17,310     17,468
 
Changes from:       May 24, 2016                                     Total Change is:    -6,601
    -6,001       -887       -261     -3,392     -2,219       -209      1,578     -4,937        747         23        427        -12        926        750
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       10.2        0.5       28.7       46.8        4.0       18.6       29.6        1.9        1.4        2.6        0.0        4.4        4.4
 
Number of Traders in Each Category                                    Total Traders:       267 
        22         14          4         50         50         27         42         60         18         11         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    35,516
Positions
       851     12,702         21     17,622      1,222        114      4,148      4,217         78      5,108      9,719          0      7,574      7,443
 
Changes from:       May 24, 2016                                     Total Change is:     2,294
       -12        259          0        934        224         -5       -873        808         56        245        289          0      1,949        663
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       35.8        0.1       49.6        3.4        0.3       11.7       11.9        0.2       14.4       27.4        0.0       21.3       21.0
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          7          .         14          .          .          4         12          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    92,507
Positions
    27,883     16,675      1,011     29,563      1,144         10     18,922      8,438      1,007      5,151          0         43      8,917     64,179
 
Changes from:       May 24, 2016                                     Total Change is:     4,671
     1,963        -90         89      1,720          5         10      3,194      1,182        442       -977          0       -240     -1,530      3,273
 
Percent of Open Interest Represented by Each Category of Trader
      30.1       18.0        1.1       32.0        1.2        0.0       20.5        9.1        1.1        5.6        0.0        0.0        9.6       69.4
 
Number of Traders in Each Category                                    Total Traders:        85 
        18         11          .         15          .          .         24          9          9          5          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   183,128
Positions
     4,489     93,528        699    121,757     60,543     10,214     32,684      7,489      3,999      2,133      2,214          0      7,153      4,442
 
Changes from:       May 24, 2016                                     Total Change is:    -2,137
       478     -2,439        -45        621     -1,113       -331     -3,789      1,061        599         42       -340          0        288        471
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       51.1        0.4       66.5       33.1        5.6       17.8        4.1        2.2        1.2        1.2        0.0        3.9        2.4
 
Number of Traders in Each Category                                    Total Traders:       120 
         8          8          .         46         22         16         14         11          7          6          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   613,026
Positions
    36,655    324,879      7,284    293,403    102,907     92,126    134,441     43,178      8,343     19,736     19,301      1,651     19,387     13,357
 
Changes from:       May 24, 2016                                     Total Change is:    -4,144
    -2,516     -5,275      4,110    -12,245     -4,034      2,492      4,814       -584       -412     -2,340     -1,232         81      1,872        710
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       53.0        1.2       47.9       16.8       15.0       21.9        7.0        1.4        3.2        3.1        0.3        3.2        2.2
 
Number of Traders in Each Category                                    Total Traders:       283 
        18         26         10         85         40         38         38         29         17         31         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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   563,250
Positions
     8,207     43,790      1,555    173,925    146,734     81,863     83,276     70,528     46,725      6,161     32,762      3,036    158,502    136,257
 
Changes from:       May 24, 2016                                     Total Change is:    24,571
      -222     -1,623        615     -3,634     -4,233      1,551      3,490      7,622     27,223        -73      7,607      2,377     -6,756    -16,568
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        7.8        0.3       30.9       26.1       14.5       14.8       12.5        8.3        1.1        5.8        0.5       28.1       24.2
 
Number of Traders in Each Category                                    Total Traders:       134 
         4         11          6         28         28         29         27         22         17          5          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   615,744
Positions
         0     65,110        812    324,501    126,006     75,262     43,068    234,961     27,534      5,387     11,847          1    139,179     74,211
 
Changes from:       May 24, 2016                                     Total Change is:   -17,254
    -2,842     -1,020     -9,791     -9,815     -2,969      7,364      3,411     -7,499      4,625     -1,784       -407          1     -8,423     -7,558
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       10.6        0.1       52.7       20.5       12.2        7.0       38.2        4.5        0.9        1.9        0.0       22.6       12.1
 
Number of Traders in Each Category                                    Total Traders:        93 
         0          5          .         42         15         29         13         13         15          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,004,111
Positions
    25,178     89,453      9,605    406,375    148,845    109,970    197,477    221,207     75,993     54,314    206,449        890    124,309    141,699
 
Changes from:       May 24, 2016                                     Total Change is:  -177,226
       625    -32,043    -15,282    -33,731     -9,095    -16,145    -40,007     -6,454    -59,772     -5,526     -1,947     -6,510       -878    -29,978
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        8.9        1.0       40.5       14.8       11.0       19.7       22.0        7.6        5.4       20.6        0.1       12.4       14.1
 
Number of Traders in Each Category                                    Total Traders:       233 
         7         29         15         48         40         47         29         39         28         15         26          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 2,618,379
Positions
   112,742    189,003     39,472    844,644    850,825    342,614    412,491    501,457    132,964    386,064    142,022     12,147    335,241    407,875
 
Changes from:       May 24, 2016                                     Total Change is:  -208,069
    -2,832     -8,405     11,677    -27,680    -18,809    -41,777    -71,845    -38,751    -22,633      2,004      1,261     -5,752    -49,231    -84,880
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        7.2        1.5       32.3       32.5       13.1       15.8       19.2        5.1       14.7        5.4        0.5       12.8       15.6
 
Number of Traders in Each Category                                    Total Traders:       340 
        16         36         24         54         74         67         57         58         51         21         24         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   158,870
Positions
    14,375      3,590      7,370     16,208     46,023      1,727     53,001     11,469     12,032      3,088      5,649          0     51,069     71,010
 
Changes from:       May 24, 2016                                     Total Change is:     8,288
    -4,385     -3,170      4,794      3,862        709        257     -3,394      2,072      7,645          0     -3,868         -5       -486       -146
 
Percent of Open Interest Represented by Each Category of Trader
       9.0        2.3        4.6       10.2       29.0        1.1       33.4        7.2        7.6        1.9        3.6        0.0       32.1       44.7
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          .          4          8          4          7          .          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 2,554,079
Positions
    52,986    259,514     47,623  1,326,427    535,001    279,987    310,658    734,072    133,048    139,900    204,264      7,350    256,100    353,220
 
Changes from:       May 24, 2016                                     Total Change is:  -168,665
   -14,721     -1,803        510      2,246    -32,838     -5,580      2,591     38,799    -26,725     -3,786     -7,351       -413   -122,787   -133,264
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       10.2        1.9       51.9       20.9       11.0       12.2       28.7        5.2        5.5        8.0        0.3       10.0       13.8
 
Number of Traders in Each Category                                    Total Traders:       276 
        10         34         13         48         49         53         37         54         35         14         30          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 1,007,504
Positions
   366,355    155,762    248,189        200     26,470     29,510     68,627    197,401    214,993     10,338     35,925     49,373     19,919     49,881
 
Changes from:       May 24, 2016                                     Total Change is:    52,618
    18,793     16,065      5,756     -3,939       -197      2,749     21,195     17,016      9,811      6,068      4,063     -2,917     -4,898        272
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       15.5       24.6        0.0        2.6        2.9        6.8       19.6       21.3        1.0        3.6        4.9        2.0        5.0
 
Number of Traders in Each Category                                    Total Traders:       132 
        21         27         38          .          6          8         13         44         37          .         12          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 is10,807,317
Positions
 3,657,978  1,122,528  2,157,015    179,571  1,672,897    428,000    792,722  1,428,862  2,027,433    520,439    462,136    271,177    772,982  1,237,269
 
Changes from:       May 24, 2016                                     Total Change is:   228,632
   311,725     52,424    -63,763     -7,308     80,189      7,987    -70,102    148,485     56,732    -24,072    -81,633     35,686    -18,253     -7,475
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       10.4       20.0        1.7       15.5        4.0        7.3       13.2       18.8        4.8        4.3        2.5        7.2       11.4
 
Number of Traders in Each Category                                    Total Traders:       284 
        36         50         80          7         28         30         30         91         94          7         25         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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    28,250
Positions
       620      3,151        269          0     12,742        126     18,692      7,618          0      7,889      3,783        466        188         95
 
Changes from:       May 24, 2016                                     Total Change is:       -71
      -400     -1,006        269          0       -605          0        158       -193          0         16      1,552       -112         -2         24
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       11.2        1.0        0.0       45.1        0.4       66.2       27.0        0.0       27.9       13.4        1.6        0.7        0.3
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          5          .          0         13          .          5          9          0          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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    30,830
Positions
     3,566      3,504          0        283     11,876        539     24,914      7,747        492        896      6,463         57         83        152
 
Changes from:       May 24, 2016                                     Total Change is:      -687
    -2,246     -2,060          0         67        -14        -18      1,036       -753        492       -104      1,610         53         33          3
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       11.4        0.0        0.9       38.5        1.7       80.8       25.1        1.6        2.9       21.0        0.2        0.3        0.5
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          4          0          .          6          .          5          6          .          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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    62,195
Positions
       163     25,616          0     15,255        884      1,246     13,292     24,546      6,169     17,666      1,470          0      8,404      2,264
 
Changes from:       May 24, 2016                                     Total Change is:       929
         0        -72          0        265       -193       -196       -207      1,154         71        -49        291          0      1,045       -126
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       41.2        0.0       24.5        1.4        2.0       21.4       39.5        9.9       28.4        2.4        0.0       13.5        3.6
 
Number of Traders in Each Category                                    Total Traders:       129 
         .          5          0          9          5          4         29         26         18         45          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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   468,183
Positions
   150,489     13,674     12,307    112,125     55,949     40,856     38,493    220,720     62,435      4,122      7,652     24,896     22,460     29,694
 
Changes from:       May 24, 2016                                     Total Change is:    29,828
    12,726      1,922      1,242        711     -5,386      1,407      4,668     25,237     -1,349      1,449        516      7,281      1,693     -1,042
 
Percent of Open Interest Represented by Each Category of Trader
      32.1        2.9        2.6       23.9       12.0        8.7        8.2       47.1       13.3        0.9        1.6        5.3        4.8        6.3
 
Number of Traders in Each Category                                    Total Traders:       218 
        19          8         18         14         22          9         39         76         54         11         15         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    21,255
Positions
       104      3,475          0     11,922        830      1,173      7,239     15,378        390        260          0          0        167          9
 
Changes from:       May 24, 2016                                     Total Change is:     1,743
         0        356          0       -247          0         -7      2,325      1,394          0          0          0          0       -328          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       16.3        0.0       56.1        3.9        5.5       34.1       72.4        1.8        1.2        0.0        0.0        0.8        0.0
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          0          9          .          .          9          7          .          .          0          0
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Updated June 3, 2016