Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   152,457
Positions
     5,472     67,415      6,861     48,095      8,604      3,066     18,577     12,161     23,809     10,320      1,362      2,046     34,213     27,134
 
Changes from:       May 31, 2016                                     Total Change is:       749
        62     -5,342        187     -1,857      1,547       -405     -3,034      3,220      5,909        723       -201        -13       -824     -4,153
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       44.2        4.5       31.5        5.6        2.0       12.2        8.0       15.6        6.8        0.9        1.3       22.4       17.8
 
Number of Traders in Each Category                                    Total Traders:        84 
         .          9          8          9         10          6         24         16         22         10          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    64,851
Positions
    32,601      2,382      3,148        977      3,189        117     15,372     31,943      3,598        994          0          0      8,045     20,475
 
Changes from:       May 31, 2016                                     Total Change is:     4,073
     3,630      1,321      1,243          0        -59          0     -1,992      1,440        759       -436          0          0        868       -632
 
Percent of Open Interest Represented by Each Category of Trader
      50.3        3.7        4.9        1.5        4.9        0.2       23.7       49.3        5.5        1.5        0.0        0.0       12.4       31.6
 
Number of Traders in Each Category                                    Total Traders:        44 
         5          .          4          .          6          .         13         15          9          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   281,027
Positions
   150,585     42,046      5,143      2,982     79,605     10,230     53,014     57,891     28,460      2,560     11,348      9,570     18,483     36,735
 
Changes from:       May 31, 2016                                     Total Change is:     7,014
     2,945     -6,835     -2,358     -1,372      2,845      2,893      1,506      8,184     -1,948        331          6      6,231     -1,213     -2,004
 
Percent of Open Interest Represented by Each Category of Trader
      53.6       15.0        1.8        1.1       28.3        3.6       18.9       20.6       10.1        0.9        4.0        3.4        6.6       13.1
 
Number of Traders in Each Category                                    Total Traders:       116 
         8          8          9          .         27          9         29         33         32          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   211,348
Positions
    16,352     27,038     13,679     27,099     43,956      9,732     59,940     33,252     26,369      4,529      3,870     21,833     31,814     31,617
 
Changes from:       May 31, 2016                                     Total Change is:    11,042
     4,788      4,970     -2,251     -1,359       -297       -444       -192       -579     -3,246     -1,039        413     13,068      1,718       -591
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       12.8        6.5       12.8       20.8        4.6       28.4       15.7       12.5        2.1        1.8       10.3       15.1       15.0
 
Number of Traders in Each Category                                    Total Traders:       119 
         4          8          8         13         20         14         34         25         22          .         11          4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   439,240
Positions
    74,710     33,401     30,894    122,898     98,164     19,655     39,363    104,024     52,192     33,942     21,716      4,753     60,832     74,440
 
Changes from:       May 31, 2016                                     Total Change is:       113
     2,119     -4,915       -492        194      4,404     -5,628     -5,608      1,090      2,721      3,080       -907     -3,174      6,899      7,013
 
Percent of Open Interest Represented by Each Category of Trader
      17.0        7.6        7.0       28.0       22.3        4.5        9.0       23.7       11.9        7.7        4.9        1.1       13.8       16.9
 
Number of Traders in Each Category                                    Total Traders:       224 
        13         13         17         37         33         31         33         49         36         20         24         16
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Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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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EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    31,815
Positions
     2,632     18,925        178     11,096        738      1,685        699      1,612      3,974        754          0        150     10,647      4,553
 
Changes from:       May 31, 2016                                     Total Change is:     3,759
      -256       -580         -4       -139        281       -188       -614        163      3,920       -150          0        150      1,040         17
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       59.5        0.6       34.9        2.3        5.3        2.2        5.1       12.5        2.4        0.0        0.5       33.5       14.3
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          .          .          7          .          5          .          4          4          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   136,252
Positions
    42,933     17,372      5,322     21,767      7,120      1,402     18,106     23,638     16,473      1,742     32,392      4,093     24,414     28,440
 
Changes from:       May 31, 2016                                     Total Change is:    -2,737
     8,106     -4,445     -3,465       -117       -264     -2,404     -7,527      6,782      3,174        567     -1,358       -682       -389        -75
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       12.8        3.9       16.0        5.2        1.0       13.3       17.3       12.1        1.3       23.8        3.0       17.9       20.9
 
Number of Traders in Each Category                                    Total Traders:        79 
         6          4          7          6          8          5         23         21         18          4          7          4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    34,144
Positions
    14,828     22,691      4,787      2,550          0          0      8,443      2,675        348        400      1,846        235      2,553      1,562
 
Changes from:       May 31, 2016                                     Total Change is:     5,200
         0       -692      4,397       -750          0          0        577          7        -37       -748        831          0      1,761        694
 
Percent of Open Interest Represented by Each Category of Trader
      43.4       66.5       14.0        7.5        0.0        0.0       24.7        7.8        1.0        1.2        5.4        0.7        7.5        4.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          8          .          .          0          0          7          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   142,536
Positions
    49,542     46,204      3,595     50,976      5,060        175     19,388     64,278     10,019      3,073      4,936      1,177      4,591      7,091
 
Changes from:       May 31, 2016                                     Total Change is:    -1,508
      -711       -450      3,584         47         93          0      2,448      2,545     -8,637        604        139      1,176        -19         42
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       32.4        2.5       35.8        3.5        0.1       13.6       45.1        7.0        2.2        3.5        0.8        3.2        5.0
 
Number of Traders in Each Category                                    Total Traders:       142 
         6          7          4         12         10          .         22         52         23         14         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    27,709
Positions
         0     21,907        632      6,278        105          0     19,709      3,003        180          0        990          0        910        892
 
Changes from:       May 31, 2016                                     Total Change is:   -15,003
      -200        194    -13,998        126        -55          0       -536       -177       -229          0       -530          0       -166       -208
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       79.1        2.3       22.7        0.4        0.0       71.1       10.8        0.6        0.0        3.6        0.0        3.3        3.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          .          .          .          .          0         10          5          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    57,750
Positions
    16,805     16,654      1,604      2,393     20,486         24     26,379      9,695      4,341      1,240      1,390        157      4,807      3,399
 
Changes from:       May 31, 2016                                     Total Change is:    13,146
    -2,176      5,234      1,513        553        291          0      8,803      2,941      2,997        -13        174        157      1,312       -161
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       28.8        2.8        4.1       35.5        0.0       45.7       16.8        7.5        2.1        2.4        0.3        8.3        5.9
 
Number of Traders in Each Category                                    Total Traders:        76 
         5          5          4          6          6          .         32         15          7          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    66,607
Positions
    13,173     34,687        852      7,725        783        359     32,772     12,753      1,289      1,078      5,347        750      8,609      9,787
 
Changes from:       May 31, 2016                                     Total Change is:     3,851
      -195        867        533        529        -40        -58      2,055        618        354       -149      1,496         -9        793         91
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       52.1        1.3       11.6        1.2        0.5       49.2       19.1        1.9        1.6        8.0        1.1       12.9       14.7
 
Number of Traders in Each Category                                    Total Traders:       111 
        15         17          8         11          .          .         35         13          .          4         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   133,213
Positions
    26,347     69,373      1,705     15,449      1,565        718     65,544     25,505      2,578      2,156     10,695      1,499     17,218     19,575
 
Changes from:       May 31, 2016                                     Total Change is:     7,702
      -390      1,734      1,066      1,057        -80       -115      4,109      1,235        707       -298      2,992        -19      1,585        182
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       52.1        1.3       11.6        1.2        0.5       49.2       19.1        1.9        1.6        8.0        1.1       12.9       14.7
 
Number of Traders in Each Category                                    Total Traders:       111 
        15         17          8         11          .          .         35         13          .          4         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   973,628
Positions
   102,748     66,063     64,630    281,616    203,796     76,098     94,630    176,903    172,601     24,302     43,480     49,042    107,961    121,015
 
Changes from:       May 31, 2016                                     Total Change is:    67,189
     7,232     -5,050     17,004      5,935      4,459      5,881      1,370     18,641     11,313       -490     -1,411      5,770     13,174     10,581
 
Percent of Open Interest Represented by Each Category of Trader
      10.6        6.8        6.6       28.9       20.9        7.8        9.7       18.2       17.7        2.5        4.5        5.0       11.1       12.4
 
Number of Traders in Each Category                                    Total Traders:       665 
        41         39         47        119         89         99         81        154        124         60         81         72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   207,668
Positions
    31,268     16,029     25,782     14,916     26,289     20,510     11,179     10,211     52,968      2,978      1,594     12,125     35,943     42,160
 
Changes from:       May 31, 2016                                     Total Change is:    27,490
     4,440     -2,119      5,950      1,430      3,275      3,792      1,137       -980      6,524        413         -9      1,282      2,522      9,774
 
Percent of Open Interest Represented by Each Category of Trader
      15.1        7.7       12.4        7.2       12.7        9.9        5.4        4.9       25.5        1.4        0.8        5.8       17.3       20.3
 
Number of Traders in Each Category                                    Total Traders:        86 
        13          8         12         12          5          5         16         14         30          8          9         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 3,829,802
Positions
   443,278    336,050    108,361  1,337,845    891,876    273,597    467,660    883,863    547,760    117,259    220,067    173,949    360,093    394,279
 
Changes from:       May 31, 2016                                     Total Change is:   198,493
    35,581      6,966     33,645     21,285      4,679     11,689    -11,444     85,497     36,551     -3,146     -5,640     21,070     53,262      4,035
 
Percent of Open Interest Represented by Each Category of Trader
      11.6        8.8        2.8       34.9       23.3        7.1       12.2       23.1       14.3        3.1        5.7        4.5        9.4       10.3
 
Number of Traders in Each Category                                    Total Traders:       640 
        39         40         43        116         85         96         77        151        116         56         76         66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    88,421
Positions
     4,213     31,360      1,386     47,039     46,121      2,825     21,855      2,835        115          0        670          0     10,988      3,109
 
Changes from:       May 31, 2016                                     Total Change is:     3,877
      -306      4,557        185      1,906       -147        -99      1,648       -837       -259          0         78          0        802        399
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       35.5        1.6       53.2       52.2        3.2       24.7        3.2        0.1        0.0        0.8        0.0       12.4        3.5
 
Number of Traders in Each Category                                    Total Traders:        92 
         .         12          .         41         13         16         17          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    51,740
Positions
     5,554     18,529        697     15,740      6,648        668     18,213     14,868      2,489      2,164      2,235        620      5,594      4,985
 
Changes from:       May 31, 2016                                     Total Change is:     2,205
      -486      3,121        351        613        196         -7      1,599       -322       -400          6       -101          8        522       -640
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       35.8        1.3       30.4       12.8        1.3       35.2       28.7        4.8        4.2        4.3        1.2       10.8        9.6
 
Number of Traders in Each Category                                    Total Traders:       236 
        15         18          6         42         22         11         48         49         26         21         21          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   258,701
Positions
    27,771     92,644      3,487     78,702     33,241      3,342     91,065     74,342     12,445     10,819     11,176      3,098     27,972     24,926
 
Changes from:       May 31, 2016                                     Total Change is:    11,027
    -2,430     15,607      1,753      3,066        979        -36      7,994     -1,609     -2,000         30       -504         38      2,612     -3,201
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       35.8        1.3       30.4       12.8        1.3       35.2       28.7        4.8        4.2        4.3        1.2       10.8        9.6
 
Number of Traders in Each Category                                    Total Traders:       236 
        15         18          6         42         22         11         48         49         26         21         21          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   398,789
Positions
   154,199     45,083      4,677    117,013    182,964     16,122     75,592    113,670      7,913      4,954     10,746        208     18,111     17,406
 
Changes from:       May 31, 2016                                     Total Change is:     3,292
    -5,580      4,793      2,644      3,599     -1,502        333      1,795     -3,324         95       -451        340        134        723       -221
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       11.3        1.2       29.3       45.9        4.0       19.0       28.5        2.0        1.2        2.7        0.1        4.5        4.4
 
Number of Traders in Each Category                                    Total Traders:       268 
        20         17          9         51         48         29         41         63         21         10         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    40,713
Positions
       882     13,252          0     17,815        588        152      4,646      3,067      4,491      4,609      9,959      1,286      6,832      7,918
 
Changes from:       May 31, 2016                                     Total Change is:     5,197
        31        550        -21        193       -634         38        498     -1,150      4,413       -499        240      1,286       -742        475
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       32.5        0.0       43.8        1.4        0.4       11.4        7.5       11.0       11.3       24.5        3.2       16.8       19.4
 
Number of Traders in Each Category                                    Total Traders:        51 
         .          8          0         13          .          .          8         10          8          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    97,456
Positions
    30,081     15,976      2,824     29,908      1,144         77     16,866     11,566      2,231      6,679          0         43      8,747     63,595
 
Changes from:       May 31, 2016                                     Total Change is:     4,949
     2,198       -699      1,813        345          0         67     -2,056      3,128      1,224      1,528          0          0       -170       -584
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       16.4        2.9       30.7        1.2        0.1       17.3       11.9        2.3        6.9        0.0        0.0        9.0       65.3
 
Number of Traders in Each Category                                    Total Traders:        87 
        18         10          9         14          .          .         20         17         13          5          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   180,998
Positions
     4,591     93,722        704    119,127     59,509     10,403     33,185      7,075      3,593      1,851      2,215          0      7,544      3,777
 
Changes from:       May 31, 2016                                     Total Change is:    -2,130
       102        194          5     -2,630     -1,034        189        501       -414       -406       -282          1          0        391       -665
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       51.8        0.4       65.8       32.9        5.7       18.3        3.9        2.0        1.0        1.2        0.0        4.2        2.1
 
Number of Traders in Each Category                                    Total Traders:       121 
         7          9          .         46         22         18         16         11          6          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   648,141
Positions
    38,150    334,937     28,280    304,764     97,118     89,702    133,417     57,187     11,057     21,349     17,883      1,757     19,665     10,220
 
Changes from:       May 31, 2016                                     Total Change is:    35,115
     1,495     10,058     20,996     11,361     -5,789     -2,424     -1,024     14,009      2,714      1,613     -1,418        106        278     -3,137
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       51.7        4.4       47.0       15.0       13.8       20.6        8.8        1.7        3.3        2.8        0.3        3.0        1.6
 
Number of Traders in Each Category                                    Total Traders:       286 
        21         23         14         91         34         40         40         30         20         33         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   668,223
Positions
     6,391     55,512     20,216    186,647    168,248     95,326     88,104     62,749     80,756      5,638     25,966      7,647    177,498    151,803
 
Changes from:       May 31, 2016                                     Total Change is:    30,491
      -902     13,652      7,315     11,983     20,335      4,428      8,362     -4,899     -7,506          8     -6,137     -1,067      7,869      4,369
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        8.3        3.0       27.9       25.2       14.3       13.2        9.4       12.1        0.8        3.9        1.1       26.6       22.7
 
Number of Traders in Each Category                                    Total Traders:       147 
         4         13         10         33         31         35         30         24         33          6          6          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   607,865
Positions
         0     72,768        726    316,996    118,307     76,999     47,557    229,788     21,870      5,319     11,847          0    138,398     75,560
 
Changes from:       May 31, 2016                                     Total Change is:    -8,344
         0      7,658        -86     -7,505     -7,699      1,737      4,489     -5,146     -5,701        -68          0         -1     -1,209        894
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       12.0        0.1       52.1       19.5       12.7        7.8       37.8        3.6        0.9        1.9        0.0       22.8       12.4
 
Number of Traders in Each Category                                    Total Traders:        97 
         0          7          .         42         14         28         14         15         15          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   996,112
Positions
    22,416     80,197      6,276    380,180    161,160    119,099    240,414    209,035     55,860     47,180    213,481      5,700    118,987    145,304
 
Changes from:       May 31, 2016                                     Total Change is:   -32,465
    -3,259     -9,018     -4,606    -25,791      6,677      8,584     42,744     -9,583    -36,566     -7,306      9,106        681     -6,945      2,261
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        8.1        0.6       38.2       16.2       12.0       24.1       21.0        5.6        4.7       21.4        0.6       11.9       14.6
 
Number of Traders in Each Category                                    Total Traders:       234 
         9         29         13         45         44         47         36         32         32         14         25          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 3,197,131
Positions
   111,191    227,697    147,035    803,919    783,203    464,817    488,993    547,917    375,422    384,633    144,844     55,236    365,886    450,960
 
Changes from:       May 31, 2016                                     Total Change is:   188,949
    10,238     42,488      5,492    -50,423    -48,899     59,092     97,545     58,646     44,229      1,593     -2,642      8,683     12,499     21,861
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        7.1        4.6       25.1       24.5       14.5       15.3       17.1       11.7       12.0        4.5        1.7       11.4       14.1
 
Number of Traders in Each Category                                    Total Traders:       357 
        20         34         39         54         77         73         63         51         86         22         36         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   142,943
Positions
     8,896      2,996      1,588     15,610     46,567      1,709     39,511      9,991      7,757      6,899      7,877          0     60,973     64,458
 
Changes from:       May 31, 2016                                     Total Change is:   -16,288
    -5,479       -594     -5,782       -598        544        -18    -13,723     -1,478     -4,280      3,811      2,228          0      9,781     -6,908
 
Percent of Open Interest Represented by Each Category of Trader
       6.2        2.1        1.1       10.9       32.6        1.2       27.6        7.0        5.4        4.8        5.5        0.0       42.7       45.1
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          .          .          8          4          7          .          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 2,747,615
Positions
    51,044    279,126     75,013  1,363,976    531,497    306,425    335,229    774,866    191,916    137,435    211,792     24,723    261,855    352,258
 
Changes from:       May 31, 2016                                     Total Change is:     7,552
     3,343     11,900    -13,771     43,966     -8,913      5,829     24,453     65,818    -50,985     -4,260      7,139        948     -1,971    -10,413
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       10.2        2.7       49.6       19.3       11.2       12.2       28.2        7.0        5.0        7.7        0.9        9.5       12.8
 
Number of Traders in Each Category                                    Total Traders:       293 
        12         33         25         52         55         59         43         52         58         13         33         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   909,688
Positions
   347,632    159,939    223,985          0     31,750     25,551     69,715    165,872    180,024     16,475     41,717     28,029     18,277     52,822
 
Changes from:       May 31, 2016                                     Total Change is:  -103,403
   -18,723      4,004    -24,644       -200      5,280     -3,959      1,726    -29,882    -38,778      6,137      5,539    -21,344     -3,618        381
 
Percent of Open Interest Represented by Each Category of Trader
      38.2       17.6       24.6        0.0        3.5        2.8        7.7       18.2       19.8        1.8        4.6        3.1        2.0        5.8
 
Number of Traders in Each Category                                    Total Traders:       130 
        20         28         38          0          9          9          9         42         29          4         11         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 is19,499,527
Positions
 3,726,782  1,115,875  3,521,288    191,148  1,802,792    622,454    524,812  1,139,920  8,413,604    606,680    528,151  1,107,980    784,778  1,247,463
 
Changes from:       May 31, 2016                                     Total Change is:  -722,600
    11,945      5,542    -28,273    -14,147     61,629    -79,891    120,410     20,251   -738,583     51,497    101,384    -12,114    -33,443    -52,544
 
Percent of Open Interest Represented by Each Category of Trader
      19.1        5.7       18.1        1.0        9.2        3.2        2.7        5.8       43.1        3.1        2.7        5.7        4.0        6.4
 
Number of Traders in Each Category                                    Total Traders:       327 
        37         52         86         13         30         31         53         87        116         24         26         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    32,408
Positions
       350      5,486      4,197          0     12,087        153     18,910      7,528          0      8,006      2,182        668        124        107
 
Changes from:       May 31, 2016                                     Total Change is:     4,158
      -270      2,335      3,928          0       -655         27        218        -90          0        117     -1,601        202        -64         12
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       16.9       13.0        0.0       37.3        0.5       58.3       23.2        0.0       24.7        6.7        2.1        0.4        0.3
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          5          .          0         11          .          5          8          0          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    35,686
Positions
     2,449      5,628      4,856        221     11,615        472     26,316      8,466          0      1,071      4,293        252         49        104
 
Changes from:       May 31, 2016                                     Total Change is:     4,856
    -1,117      2,124      4,856        -62       -261        -67      1,402        719       -492        175     -2,170        195        -34        -48
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       15.8       13.6        0.6       32.5        1.3       73.7       23.7        0.0        3.0       12.0        0.7        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          4          .          .          4          .          6          6          0          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    70,416
Positions
       164     25,573        101     15,665      1,172      1,147     17,360     28,887     10,074     18,200        653         62      7,642      2,747
 
Changes from:       May 31, 2016                                     Total Change is:     7,799
         1        -77         16        410        288        -99      4,058      4,393      3,691        582       -821        -21       -839        430
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       36.3        0.1       22.2        1.7        1.6       24.7       41.0       14.3       25.8        0.9        0.1       10.9        3.9
 
Number of Traders in Each Category                                    Total Traders:       131 
         .          6          .         10          4          .         26         29         19         49          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   501,258
Positions
   153,658     15,365     18,230    109,238     55,335     45,602     44,555    226,939     79,450      4,494      6,500     23,339     22,692     30,498
 
Changes from:       May 31, 2016                                     Total Change is:    33,075
     3,169      1,691      5,923     -2,887       -614      4,746      6,062      6,219     17,015        372     -1,152     -1,557        232        804
 
Percent of Open Interest Represented by Each Category of Trader
      30.7        3.1        3.6       21.8       11.0        9.1        8.9       45.3       15.9        0.9        1.3        4.7        4.5        6.1
 
Number of Traders in Each Category                                    Total Traders:       225 
        19          8         17         15         21         12         38         79         61         10         19         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 2016                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    22,245
Positions
       125      3,757          0     12,349        830      1,079      7,472     15,790        789        260          0          0        171          0
 
Changes from:       May 31, 2016                                     Total Change is:       990
        21        282          0        427          0        -94        233        412        399          0          0          0          4         -9
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       16.9        0.0       55.5        3.7        4.9       33.6       71.0        3.5        1.2        0.0        0.0        0.8        0.0
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0          9          .          .         10          7          .          .          0          0
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Updated June 10, 2016