Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   136,614
Positions
    38,556     16,227        111     25,517     13,714      1,023     20,550     63,316      3,650     20,611      3,062      1,508     25,088     34,003
 
Changes from:       April 11, 2017                                   Total Change is:    10,202
     3,766      1,489        -10        331      4,249        338      6,505      3,182        264        950        -22       -142     -1,800        854
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       11.9        0.1       18.7       10.0        0.7       15.0       46.3        2.7       15.1        2.2        1.1       18.4       24.9
 
Number of Traders in Each Category                                    Total Traders:        94 
         7          .          4          9          8          4         20         34         15          9          4          .
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Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    48,435
Positions
    24,015        450          0      2,239      4,318          0      7,989     22,527        190      5,766      1,292          0      8,236     19,658
 
Changes from:       April 11, 2017                                   Total Change is:     1,667
     1,947        -10          0          0        715          0     -1,274        635        -75        135         76          0        934        326
 
Percent of Open Interest Represented by Each Category of Trader
      49.6        0.9        0.0        4.6        8.9        0.0       16.5       46.5        0.4       11.9        2.7        0.0       17.0       40.6
 
Number of Traders in Each Category                                    Total Traders:        36 
         5          .          0          4          .          0          5         16          5          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   261,350
Positions
   133,992     29,385        455     14,018     84,685      2,971     45,942     84,484      7,284     26,763     16,439      1,491     28,434     34,156
 
Changes from:       April 11, 2017                                   Total Change is:    17,162
    -7,356     11,679         62      3,481     -7,873        338     15,496      2,720      3,181       -750      5,152          0      2,710      1,903
 
Percent of Open Interest Represented by Each Category of Trader
      51.3       11.2        0.2        5.4       32.4        1.1       17.6       32.3        2.8       10.2        6.3        0.6       10.9       13.1
 
Number of Traders in Each Category                                    Total Traders:       131 
         9          7          7         10         24          8         29         40         21          5          7          .
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Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   203,617
Positions
    69,417     70,555      1,653     24,782     50,742      5,019     45,984     31,210      4,666     22,032      2,043      1,445     28,619     36,284
 
Changes from:       April 11, 2017                                   Total Change is:     5,236
    -1,023      8,874        141         22     -1,573       -159      6,546     -1,525         15     -2,140        599         57      1,777     -1,193
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       34.7        0.8       12.2       24.9        2.5       22.6       15.3        2.3       10.8        1.0        0.7       14.1       17.8
 
Number of Traders in Each Category                                    Total Traders:       115 
         6         12          .         13         17          5         28         31         16          4          4          .
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Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   430,589
Positions
   105,312     54,960      2,506    164,566    108,268      7,441     54,348    150,668      6,687     31,105     42,736      2,323     56,301     55,000
 
Changes from:       April 11, 2017                                   Total Change is:    10,257
     7,008     -6,449        -73        -74        842         38      5,691     13,864        197        156      2,945         99     -2,785     -1,206
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       12.8        0.6       38.2       25.1        1.7       12.6       35.0        1.6        7.2        9.9        0.5       13.1       12.8
 
Number of Traders in Each Category                                    Total Traders:       250 
        18         14         12         49         37         31         28         54         21         28         22          8
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Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    34,148
Positions
       752     24,558          0     17,252          0        194      2,780      1,077        232      1,142      3,151          0     11,796      4,936
 
Changes from:       April 11, 2017                                   Total Change is:       432
         0       -550         -1       -298          0       -175      1,153        544         14          0       -200          0       -261        800
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       71.9        0.0       50.5        0.0        0.6        8.1        3.2        0.7        3.3        9.2        0.0       34.5       14.5
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          4          0         11          0          4          .          .          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   114,453
Positions
     9,133     52,117        541     21,413     12,119        921     52,437     14,494      1,561      1,039      8,463         90     27,318     24,147
 
Changes from:       April 11, 2017                                   Total Change is:    -8,691
       466     -8,034        231     -3,888        -17       -122     -4,740     -1,528         41       -176      1,117        -19       -484       -360
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       45.5        0.5       18.7       10.6        0.8       45.8       12.7        1.4        0.9        7.4        0.1       23.9       21.1
 
Number of Traders in Each Category                                    Total Traders:        81 
         5          6          .          4          9          .         35         13         14          .          7          .
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Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    48,195
Positions
     1,086     35,165        501      6,386          0          0     37,810     11,470          0        888        262          0      1,524        797
 
Changes from:       April 11, 2017                                   Total Change is:     3,038
         0      2,611          0         47          0          0      3,001        291          0         -3         50          0         -7         86
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       73.0        1.0       13.3        0.0        0.0       78.5       23.8        0.0        1.8        0.5        0.0        3.2        1.7
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          7          .          .          0          0         12         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   195,575
Positions
    39,639    137,902          0     50,899      2,394         52     91,863     40,158      1,738      2,804     10,611         18      8,562      2,702
 
Changes from:       April 11, 2017                                   Total Change is:   -10,088
   -10,051      3,700         -5    -10,178          0         15      9,948    -14,039        716       -193       -143          0       -340       -332
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       70.5        0.0       26.0        1.2        0.0       47.0       20.5        0.9        1.4        5.4        0.0        4.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       145 
         .         13          0         18          .          .         56         25          8         12         15          .
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Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    26,342
Positions
       101     20,350          0      7,115        148          0     17,165      4,120        121        125        820          0      1,715        783
 
Changes from:       April 11, 2017                                   Total Change is:      -265
         0          0          0       -197          0          0        -63       -330          1          0          0          0         -6         64
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       77.3        0.0       27.0        0.6        0.0       65.2       15.6        0.5        0.5        3.1        0.0        6.5        3.0
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0          4          .          0         12          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    43,061
Positions
    20,990      1,789         22      2,224     16,383          0     15,114     18,379        398        666      1,692          0      3,647      4,398
 
Changes from:       April 11, 2017                                   Total Change is:      -314
    -1,158        145         10        298         18          0        346       -786          0        260        435          0        -70       -136
 
Percent of Open Interest Represented by Each Category of Trader
      48.7        4.2        0.1        5.2       38.0        0.0       35.1       42.7        0.9        1.5        3.9        0.0        8.5       10.2
 
Number of Traders in Each Category                                    Total Traders:        69 
         9          .          .          6          7          0         19         17          6          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    20,842
Positions
     5,672      3,492      9,161      2,998        129          0      2,034      6,634         52          0        400          0        925        974
 
Changes from:       April 11, 2017                                   Total Change is:    -2,927
    -6,061      2,279        554      2,283       -119          0        246     -5,705         51          0       -100          0          0        113
 
Percent of Open Interest Represented by Each Category of Trader
      27.2       16.8       44.0       14.4        0.6        0.0        9.8       31.8        0.2        0.0        1.9        0.0        4.4        4.7
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          .          .          4          .          0          7          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    65,530
Positions
     7,779     44,960      1,632      9,264      1,163        948     31,836      4,552      3,079      1,604      1,950          7      9,384      7,243
 
Changes from:       April 11, 2017                                   Total Change is:       962
       383        859       -191         12        115         12        906        330         80        -71         49          0       -170       -292
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       68.6        2.5       14.1        1.8        1.4       48.6        6.9        4.7        2.4        3.0        0.0       14.3       11.1
 
Number of Traders in Each Category                                    Total Traders:       118 
        13         22          .         14          4          5         39         14          5          6          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   131,060
Positions
    15,557     89,919      3,263     18,527      2,325      1,895     63,672      9,103      6,157      3,208      3,899         13     18,768     14,486
 
Changes from:       April 11, 2017                                   Total Change is:     1,923
       766      1,718       -381         24        230         23      1,812        659        160       -142         98          0       -339       -584
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       68.6        2.5       14.1        1.8        1.4       48.6        6.9        4.7        2.4        3.0        0.0       14.3       11.1
 
Number of Traders in Each Category                                    Total Traders:       118 
        13         22          .         14          4          5         39         14          5          6          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   642,634
Positions
    42,627    113,045     13,252    304,437    172,932     67,085     83,407    124,394     26,170     23,392     46,681      2,476     79,788     76,598
 
Changes from:       April 11, 2017                                   Total Change is:    11,534
     1,280      4,195      2,832     -1,826     -2,196      4,620      2,414      3,467      1,450       -467     -5,762         80      1,152      2,849
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       17.6        2.1       47.4       26.9       10.4       13.0       19.4        4.1        3.6        7.3        0.4       12.4       11.9
 
Number of Traders in Each Category                                    Total Traders:       597 
        31         37         23        120         88         87         95        121         82         46         59         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is    59,428
Positions
     7,667     11,502      1,000     15,992     16,438        643      7,865      9,369        203      2,725        426          0     23,333     19,847
 
Changes from:       April 11, 2017                                   Total Change is:     5,530
     4,125      1,501          0      1,035       -187        -44      2,910      1,032         -9        127       -279          0     -2,614      3,516
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       19.4        1.7       26.9       27.7        1.1       13.2       15.8        0.3        4.6        0.7        0.0       39.3       33.4
 
Number of Traders in Each Category                                    Total Traders:        46 
         6          5          .          8          .          .          7         15          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,916,029
Positions
   202,872    535,788     33,187  1,446,459    786,704    327,977    419,900    617,317     87,646    103,414    231,357     12,297    282,277    283,756
 
Changes from:       April 11, 2017                                   Total Change is:    30,022
      -162     27,531         98    -14,291    -10,028     23,304      9,932     24,590     -5,120     -2,889    -27,336        319     18,831     -3,336
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       18.4        1.1       49.6       27.0       11.2       14.4       21.2        3.0        3.5        7.9        0.4        9.7        9.7
 
Number of Traders in Each Category                                    Total Traders:       592 
        33         35         21        119         87         85         95        119         79         44         60         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    97,610
Positions
     2,103     47,082        769     53,694     38,665      3,607     23,397      3,175        201      1,764        496          0     12,075      3,615
 
Changes from:       April 11, 2017                                   Total Change is:      -492
      -203       -143        -10        130        398        109       -597       -433         23        441          0          0       -385       -436
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       48.2        0.8       55.0       39.6        3.7       24.0        3.3        0.2        1.8        0.5        0.0       12.4        3.7
 
Number of Traders in Each Category                                    Total Traders:        85 
         .         10          .         32         14         14         18          4          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    51,069
Positions
     3,765     20,668        268     13,461      5,682        914     23,996     13,809        602      1,863      2,880         35      6,166      6,210
 
Changes from:       April 11, 2017                                   Total Change is:     1,295
        77      1,458        -16       -919        358        111      2,180       -524         52       -196        -85          0          5        -59
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       40.5        0.5       26.4       11.1        1.8       47.0       27.0        1.2        3.6        5.6        0.1       12.1       12.2
 
Number of Traders in Each Category                                    Total Traders:       243 
        14         22          5         40         21         13         62         46         13         17         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   255,345
Positions
    18,823    103,342      1,338     67,303     28,412      4,571    119,978     69,046      3,012      9,314     14,399        177     30,829     31,048
 
Changes from:       April 11, 2017                                   Total Change is:     6,475
       386      7,291        -81     -4,595      1,789        556     10,899     -2,622        261       -979       -424          1         27       -296
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       40.5        0.5       26.4       11.1        1.8       47.0       27.0        1.2        3.6        5.6        0.1       12.1       12.2
 
Number of Traders in Each Category                                    Total Traders:       243 
        14         22          5         40         21         13         62         46         13         17         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   573,882
Positions
    47,017    135,918      3,638    260,655    165,755     29,017    158,129    198,300     11,273     39,911     11,837        170     24,072     17,974
 
Changes from:       April 11, 2017                                   Total Change is:    -7,097
    -1,055     -8,035        176     -3,763      6,033     -3,591     -4,930      2,233        863      6,073        -89       -201       -669     -4,486
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       23.7        0.6       45.4       28.9        5.1       27.6       34.6        2.0        7.0        2.1        0.0        4.2        3.1
 
Number of Traders in Each Category                                    Total Traders:       338 
        22         20          5         78         44         36         56         73         18         22         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    41,015
Positions
       891     22,868          0     18,377        479         47      4,471      9,205          0      7,526      3,913          0      9,703      4,503
 
Changes from:       April 11, 2017                                   Total Change is:       138
         9        960          0          7          0        -12       -654       -175          0         -3        144          0        791       -779
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       55.8        0.0       44.8        1.2        0.1       10.9       22.4        0.0       18.3        9.5        0.0       23.7       11.0
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          6          0         18          .          .          5          7          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    74,059
Positions
    17,289      8,354        420     15,369      7,148      1,621     24,951     11,466        855      3,922      2,212          0      9,632     41,983
 
Changes from:       April 11, 2017                                   Total Change is:     1,923
     2,346        157        171        632         16       -215     -1,377     -4,937        213        643        146          0       -490      6,372
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       11.3        0.6       20.8        9.7        2.2       33.7       15.5        1.2        5.3        3.0        0.0       13.0       56.7
 
Number of Traders in Each Category                                    Total Traders:        86 
        12         10          4         14          5          5         23         11          5          6          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   283,606
Positions
    24,209    191,774      1,711    176,442     66,154     12,840     55,157      2,891      2,792      2,106      1,442        170      8,179      3,832
 
Changes from:       April 11, 2017                                   Total Change is:       136
     1,673       -657        399        207      1,748          6     -1,576     -1,701         32       -129          7          0       -476        302
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       67.6        0.6       62.2       23.3        4.5       19.4        1.0        1.0        0.7        0.5        0.1        2.9        1.4
 
Number of Traders in Each Category                                    Total Traders:       141 
        10         10          .         51         25         22         31          4         10          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   924,029
Positions
    26,412    692,086      6,653    534,670    116,068     58,410    222,167     13,835     13,193     36,275     15,340        777     25,472      7,667
 
Changes from:       April 11, 2017                                   Total Change is:     2,347
       816    -14,815       -155     -2,498     16,680      2,813      1,471     -3,318        213       -964          8         22        629        899
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       74.9        0.7       57.9       12.6        6.3       24.0        1.5        1.4        3.9        1.7        0.1        2.8        0.8
 
Number of Traders in Each Category                                    Total Traders:       334 
        20         20          7        113         33         46         71         17         19         46         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   644,227
Positions
    10,942     23,734      1,988    276,679    142,685    120,702     56,434    130,222     12,293      7,133     38,619      3,748    154,308    170,236
 
Changes from:       April 11, 2017                                   Total Change is:     1,186
    -3,638      8,516     -3,568     -3,934     -9,548         57     -5,939       -240      1,250      2,390      8,502         28     14,540     -3,811
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        3.7        0.3       42.9       22.1       18.7        8.8       20.2        1.9        1.1        6.0        0.6       24.0       26.4
 
Number of Traders in Each Category                                    Total Traders:       153 
         8         12          .         39         25         31         20         32         15         10          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   730,207
Positions
     5,206    167,034      1,767    420,714     55,734     92,324     40,126    278,536     18,111     30,646     11,200        336    120,977    105,165
 
Changes from:       April 11, 2017                                   Total Change is:     6,440
    -2,179      8,888        579      8,717        376        640     -3,948     -5,860      1,314         90          0          0      1,227        503
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       22.9        0.2       57.6        7.6       12.6        5.5       38.1        2.5        4.2        1.5        0.0       16.6       14.4
 
Number of Traders in Each Category                                    Total Traders:        97 
         .         11          .         47          7         30          8         19         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,379,038
Positions
    36,885    155,759      8,567    463,320    272,924    188,498    353,093    227,991     21,378    179,629    361,162      3,139    124,529    139,620
 
Changes from:       April 11, 2017                                   Total Change is:     1,618
    -6,697    -10,126        580    -29,298    -11,777     15,805      3,492    -23,930     -4,887     20,672     35,711       -362      2,313        604
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       11.3        0.6       33.6       19.8       13.7       25.6       16.5        1.6       13.0       26.2        0.2        9.0       10.1
 
Number of Traders in Each Category                                    Total Traders:       278 
        11         34         11         60         39         47         45         37         27         20         32          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,161,306
Positions
   151,105    188,414     40,469  1,204,104    904,984    434,799    570,477    740,701     88,740    277,851    213,735     25,087    368,674    524,377
 
Changes from:       April 11, 2017                                   Total Change is:    63,631
    18,539     38,431     15,477     12,641    -38,550     22,266     12,697     62,436        684    -36,853    -23,467      5,121     13,059    -18,767
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        6.0        1.3       38.1       28.6       13.8       18.0       23.4        2.8        8.8        6.8        0.8       11.7       16.6
 
Number of Traders in Each Category                                    Total Traders:       393 
        25         38         15         58         81         74         51         73         53         24         43         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   351,455
Positions
    14,656     24,452      2,824     99,507    156,065     17,956    113,280     32,242      7,941     14,257      6,629          0     81,034    103,346
 
Changes from:       April 11, 2017                                   Total Change is:    -7,270
         5      3,073         -3     -1,520    -12,185        445     -3,716     -2,519        -70         47          0          0     -2,458      3,989
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        7.0        0.8       28.3       44.4        5.1       32.2        9.2        2.3        4.1        1.9        0.0       23.1       29.4
 
Number of Traders in Each Category                                    Total Traders:        61 
         4          6          .         10         22         22         10          4          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 3,161,488
Positions
    29,410    425,695     37,847  1,764,535    708,256    321,590    365,468    995,386     58,876    292,904    247,673     18,879    271,979    347,286
 
Changes from:       April 11, 2017                                   Total Change is:   137,333
    -7,519     19,793       -612     -3,743    -50,746     11,453    105,602    177,148    -14,868     46,193    -11,286        807         20      5,644
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       13.5        1.2       55.8       22.4       10.2       11.6       31.5        1.9        9.3        7.8        0.6        8.6       11.0
 
Number of Traders in Each Category                                    Total Traders:       308 
         9         43          9         63         46         63         33         64         34         17         33         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,670,475
Positions
   583,065    167,765    457,868      9,718     41,488      9,738    154,006    382,247    329,314      7,142    132,045     89,529     30,095     60,481
 
Changes from:       April 11, 2017                                   Total Change is:    17,394
    10,642     -4,691     17,882       -670     15,648      1,000     -1,513     -6,178      5,988      1,471      5,779    -15,190     -2,216     -2,844
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       10.0       27.4        0.6        2.5        0.6        9.2       22.9       19.7        0.4        7.9        5.4        1.8        3.6
 
Number of Traders in Each Category                                    Total Traders:       159 
        27         31         50          .          5          .         22         41         47          6         15         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is13,053,619
Positions
 5,381,093  1,041,820  2,447,654    131,260  1,320,595    546,096    395,428  3,196,206  2,060,186    772,578    597,811    654,589    664,735  1,188,662
 
Changes from:       April 11, 2017                                   Total Change is:  -308,693
  -298,819    149,489   -123,670     -4,085    -71,869     17,245     64,779   -371,801     53,537    -81,883     19,881      8,100     56,103     10,395
 
Percent of Open Interest Represented by Each Category of Trader
      41.2        8.0       18.8        1.0       10.1        4.2        3.0       24.5       15.8        5.9        4.6        5.0        5.1        9.1
 
Number of Traders in Each Category                                    Total Traders:       304 
        28         49         70          .         31         25         27        107        101         12         26         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    31,612
Positions
    17,563      3,856          0        233     13,326         83      7,702     10,750          0      5,929      3,341         92         10        164
 
Changes from:       April 11, 2017                                   Total Change is:       -97
     1,323        159          0          2       -332         -1     -1,817         48          0        396          0          0          0         29
 
Percent of Open Interest Represented by Each Category of Trader
      55.6       12.2        0.0        0.7       42.2        0.3       24.4       34.0        0.0       18.8       10.6        0.3        0.0        0.5
 
Number of Traders in Each Category                                    Total Traders:        48 
         4          6          0          .         12          .          4         10          0          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    27,767
Positions
    11,145      2,581          0        451     10,950        231     15,637      9,200          0        215      4,681         34         54         90
 
Changes from:       April 11, 2017                                   Total Change is:     1,969
     2,168        138          0        -19      2,314         -3       -155        -93          0        -32       -392         -1         11          6
 
Percent of Open Interest Represented by Each Category of Trader
      40.1        9.3        0.0        1.6       39.4        0.8       56.3       33.1        0.0        0.8       16.9        0.1        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        34 
         4          .          0          .          5          .          7          6          0          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    66,658
Positions
       701     57,677         50     12,235        637        520     26,262      2,952      1,901     17,176        476          0      7,813      2,445
 
Changes from:       April 11, 2017                                   Total Change is:    -4,837
       426       -375          0       -129         74          8       -835     -2,255        480     -1,705        -70          0     -3,082     -2,699
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       86.5        0.1       18.4        1.0        0.8       39.4        4.4        2.9       25.8        0.7        0.0       11.7        3.7
 
Number of Traders in Each Category                                    Total Traders:       128 
         .          .          .         12          .          .         34         18         17         48          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   470,700
Positions
   112,213     33,721     15,385     35,233     38,137     62,257     66,279    146,196    121,438      6,419      6,118     19,678     31,798     27,770
 
Changes from:       April 11, 2017                                   Total Change is:   -74,227
   -13,108      3,478      3,425    -29,346     -1,720      7,559     -4,642    -41,355    -31,095     -1,150     -1,325        290     -6,160    -13,484
 
Percent of Open Interest Represented by Each Category of Trader
      23.8        7.2        3.3        7.5        8.1       13.2       14.1       31.1       25.8        1.4        1.3        4.2        6.8        5.9
 
Number of Traders in Each Category                                    Total Traders:       217 
        23          .         18         19         21         15         52         62         59         12         14         22
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Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    41,082
Positions
        29      7,965          0     20,993      1,784          0     14,085     30,488        369      5,559        420          0         47         56
 
Changes from:       April 11, 2017                                   Total Change is:     4,253
       -35       -381          0       -934       -100          0      5,261      4,763          0        -50          0          0         11        -29
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       19.4        0.0       51.1        4.3        0.0       34.3       74.2        0.9       13.5        1.0        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          0         10          .          0         10          6          .          6          .          0
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Traders in Financial Futures - Futures Only Positions as of April 18, 2017                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,424
Positions
     2,875      8,147          0      9,840        114        326        541      5,562        940        253          0          0        649        335
 
Changes from:       April 11, 2017                                   Total Change is:       352
         0          0          0        255          0          0       -553       -582        939          0          0          0       -289         -5
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       52.8        0.0       63.8        0.7        2.1        3.5       36.1        6.1        1.6        0.0        0.0        4.2        2.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          8          .          .          .          4          .          .          0          0
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Updated April 21, 2017