Traders in Financial Futures - Futures Only Positions as of May 16, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   219,483
Positions
    88,384     11,636        276     27,712     39,914        776     35,178    114,805      5,721     30,389      4,624         86     30,961     41,645
 
Changes from:       May 9, 2017                                      Total Change is:     4,537
     9,890        697       -234      1,629       -188          0     -7,384      6,531       -521      1,157        629        -57         57     -2,320
 
Percent of Open Interest Represented by Each Category of Trader
      40.3        5.3        0.1       12.6       18.2        0.4       16.0       52.3        2.6       13.8        2.1        0.0       14.1       19.0
 
Number of Traders in Each Category                                    Total Traders:       117 
        10          .          5          9         13          4         22         43         17         11          6          .
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Traders in Financial Futures - Futures Only Positions as of May 16, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    48,928
Positions
    19,869      1,865        208      1,848      3,375          0     10,577     22,991      1,198      6,566      1,482          0      8,662     17,809
 
Changes from:       May 9, 2017                                      Total Change is:       518
     3,476       -913         66       -456        531          0     -3,908      1,799         56        329          0          0        955     -1,021
 
Percent of Open Interest Represented by Each Category of Trader
      40.6        3.8        0.4        3.8        6.9        0.0       21.6       47.0        2.4       13.4        3.0        0.0       17.7       36.4
 
Number of Traders in Each Category                                    Total Traders:        41 
         5          .          .          .          .          0          5         20          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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   256,035
Positions
   125,466     77,937      1,312     20,322     72,378      2,114     48,279     52,376      7,681     19,766     12,132        679     30,416     29,426
 
Changes from:       May 9, 2017                                      Total Change is:    -1,190
      -747      8,303        -96      2,170     -3,574        -98      1,119     -5,486        -51     -2,661     -1,280        320     -1,146        772
 
Percent of Open Interest Represented by Each Category of Trader
      49.0       30.4        0.5        7.9       28.3        0.8       18.9       20.5        3.0        7.7        4.7        0.3       11.9       11.5
 
Number of Traders in Each Category                                    Total Traders:       125 
         8          9          8         14         22          8         25         34         20          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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   222,510
Positions
    95,184     31,296      1,249     24,813     63,658      3,668     37,309     63,860      6,505     27,581      3,723      5,112     21,089     43,439
 
Changes from:       May 9, 2017                                      Total Change is:    19,370
    15,300     -9,737        347       -301      3,773        -37        -99     22,148        643        906     -1,142      3,658     -1,047       -283
 
Percent of Open Interest Represented by Each Category of Trader
      42.8       14.1        0.6       11.2       28.6        1.6       16.8       28.7        2.9       12.4        1.7        2.3        9.5       19.5
 
Number of Traders in Each Category                                    Total Traders:       121 
         9          7          .         14         20          9         25         35         16          6          5          .
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Traders in Financial Futures - Futures Only Positions as of May 16, 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 - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   431,659
Positions
    76,757    131,617      2,304    171,645     74,388     12,068     55,162     88,600     10,771     32,614     53,920      3,641     66,697     54,350
 
Changes from:       May 9, 2017                                      Total Change is:    13,358
    -3,110     21,526       -888      4,686     -3,972      3,500      5,254    -12,149        228      3,090      6,062       -518      1,116       -431
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       30.5        0.5       39.8       17.2        2.8       12.8       20.5        2.5        7.6       12.5        0.8       15.5       12.6
 
Number of Traders in Each Category                                    Total Traders:       257 
        14         19         11         53         28         33         39         48         27         32         24          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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    32,925
Positions
     2,352     23,075         28     17,394          0        236        675      2,559        270          0      2,351          0     11,970      4,406
 
Changes from:       May 9, 2017                                      Total Change is:       338
        33        119          0        140          0         35        675        328         15          0          0          0       -560       -159
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       70.1        0.1       52.8        0.0        0.7        2.1        7.8        0.8        0.0        7.1        0.0       36.4       13.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .         11          0          4          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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   138,755
Positions
    57,758     34,695        549     10,231     20,299        907     43,306     38,560      3,577      2,617      5,028         81     19,729     35,059
 
Changes from:       May 9, 2017                                      Total Change is:    18,716
    24,378     -1,037       -304     -4,623      2,882        -17      3,015     15,226        737       -939       -843       -496     -3,035      2,568
 
Percent of Open Interest Represented by Each Category of Trader
      41.6       25.0        0.4        7.4       14.6        0.7       31.2       27.8        2.6        1.9        3.6        0.1       14.2       25.3
 
Number of Traders in Each Category                                    Total Traders:        85 
         8          5          .          .         13          4         27         21         11          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    35,954
Positions
     4,023     32,370          2      6,472          0          0     23,465      2,311          0        725        410          0      1,267        861
 
Changes from:       May 9, 2017                                      Total Change is:      -474
       519       -165          0        -33          0          0       -806       -370          0         36        150          0       -190        -89
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       90.0        0.0       18.0        0.0        0.0       65.3        6.4        0.0        2.0        1.1        0.0        3.5        2.4
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          6          .          4          0          0         14          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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   183,857
Positions
    39,539    128,458        165     38,085      2,930        571     91,411     35,730      3,503      2,271      9,554          0      8,312      2,946
 
Changes from:       May 9, 2017                                      Total Change is:     3,971
      -165        -41        165       -774       -614        492        843        894      2,771        -17        148          0        656        156
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       69.9        0.1       20.7        1.6        0.3       49.7       19.4        1.9        1.2        5.2        0.0        4.5        1.6
 
Number of Traders in Each Category                                    Total Traders:       149 
         .         12          .         17          4          .         60         24          8         12         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    23,033
Positions
       845     14,264          0      6,781        148          0     13,074      3,427        105        246      4,405          0      1,982        684
 
Changes from:       May 9, 2017                                      Total Change is:      -449
         0          0          0        -57       -350          0       -426       -581        103        126        130          0       -195        249
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       61.9        0.0       29.4        0.6        0.0       56.8       14.9        0.5        1.1       19.1        0.0        8.6        3.0
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          0          .          .          0         11         10          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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    45,187
Positions
    25,113      2,943        183      1,661     11,458          0     13,360     23,133        407      1,401      1,535         50      3,012      5,478
 
Changes from:       May 9, 2017                                      Total Change is:     1,130
       665       -422        141        157       -487          0       -307      1,699        217        250       -169          0          7        151
 
Percent of Open Interest Represented by Each Category of Trader
      55.6        6.5        0.4        3.7       25.4        0.0       29.6       51.2        0.9        3.1        3.4        0.1        6.7       12.1
 
Number of Traders in Each Category                                    Total Traders:        76 
        10          .          4          6          7          0         16         24          9          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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    17,685
Positions
     5,315      2,984      8,435        962        256          0      1,858      4,925         42          0        200          0      1,073        843
 
Changes from:       May 9, 2017                                      Total Change is:      -690
       -53          5       -798        254         13          0        -18         21         -2          0          0          0        -73         71
 
Percent of Open Interest Represented by Each Category of Trader
      30.1       16.9       47.7        5.4        1.4        0.0       10.5       27.8        0.2        0.0        1.1        0.0        6.1        4.8
 
Number of Traders in Each Category                                    Total Traders:        24 
         4          .          .          .          .          0          6          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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    60,726
Positions
    10,671     37,998      1,746      7,295        554      1,142     26,363      6,439      2,437      1,172      2,074         12      9,890      8,326
 
Changes from:       May 9, 2017                                      Total Change is:        75
     1,293     -1,397          6       -518        -99        -15       -283        846        -59        -76        161          0       -275        632
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       62.6        2.9       12.0        0.9        1.9       43.4       10.6        4.0        1.9        3.4        0.0       16.3       13.7
 
Number of Traders in Each Category                                    Total Traders:       105 
        14         19          .         13          .          4         31         12          5          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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   121,452
Positions
    21,342     75,996      3,492     14,590      1,108      2,283     52,725     12,878      4,873      2,344      4,147         24     19,779     16,651
 
Changes from:       May 9, 2017                                      Total Change is:       150
     2,585     -2,793         12     -1,035       -198        -30       -565      1,691       -117       -151        321          0       -549      1,264
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       62.6        2.9       12.0        0.9        1.9       43.4       10.6        4.0        1.9        3.4        0.0       16.3       13.7
 
Number of Traders in Each Category                                    Total Traders:       105 
        14         19          .         13          .          4         31         12          5          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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   684,563
Positions
    57,157    107,336     28,246    297,570    174,124     75,887     81,928    131,181     30,848     25,538     47,939      3,614     83,776     85,389
 
Changes from:       May 9, 2017                                      Total Change is:     4,408
     5,088     -5,632      5,213        843      4,161     -1,038     -3,612      4,688     -4,172      1,297       -299        415        376      1,073
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       15.7        4.1       43.5       25.4       11.1       12.0       19.2        4.5        3.7        7.0        0.5       12.2       12.5
 
Number of Traders in Each Category                                    Total Traders:       605 
        35         34         23        127         84         88         80        127         71         53         65         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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    71,457
Positions
    19,386     15,670      1,010     18,022     19,208      1,436      5,700     10,345         20      3,313         13          0     22,570     23,755
 
Changes from:       May 9, 2017                                      Total Change is:    -1,097
     2,350      1,024       -310        528       -128     -1,049     -3,346       -739          0        305          0          0        425        105
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       21.9        1.4       25.2       26.9        2.0        8.0       14.5        0.0        4.6        0.0        0.0       31.6       33.2
 
Number of Traders in Each Category                                    Total Traders:        55 
         7          8          .          7          5          4         13         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 2017                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,065,532
Positions
   274,042    543,518     50,991  1,401,366    778,204    368,633    449,085    672,123     86,195    114,854    243,359     14,338    306,028    308,171
 
Changes from:       May 9, 2017                                      Total Change is:    27,526
    35,418    -11,551      5,885      2,029     21,899       -402    -22,953      5,513        760      6,235       -218        798       -244      4,842
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       17.7        1.7       45.7       25.4       12.0       14.6       21.9        2.8        3.7        7.9        0.5       10.0       10.1
 
Number of Traders in Each Category                                    Total Traders:       599 
        35         33         20        126         84         85         77        128         65         52         64         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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    96,060
Positions
     4,228     43,674        757     49,699     39,729      3,669     22,478      3,282      1,418      1,411        280          0     12,400      3,251
 
Changes from:       May 9, 2017                                      Total Change is:      -127
       289       -474        -13        459        171         58       -313        439         40       -440          0          0       -207       -348
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       45.5        0.8       51.7       41.4        3.8       23.4        3.4        1.5        1.5        0.3        0.0       12.9        3.4
 
Number of Traders in Each Category                                    Total Traders:        83 
         4          7          .         32         16         14         14          8          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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    53,992
Positions
     5,985     19,554        353     14,334      4,959        939     22,823     16,011        948      1,832      3,781        241      6,536      7,206
 
Changes from:       May 9, 2017                                      Total Change is:       128
     1,268     -2,550        -23       -403        -71        151     -1,505      1,658        322        132        310          4        183        329
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       36.2        0.7       26.5        9.2        1.7       42.3       29.7        1.8        3.4        7.0        0.4       12.1       13.3
 
Number of Traders in Each Category                                    Total Traders:       265 
        18         21          5         48         21         13         57         56         20         17         27          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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   269,961
Positions
    29,927     97,769      1,767     71,672     24,797      4,694    114,117     80,055      4,740      9,161     18,907      1,203     32,680     36,029
 
Changes from:       May 9, 2017                                      Total Change is:       642
     6,339    -12,752       -115     -2,015       -355        754     -7,525      8,289      1,611        658      1,549         18        917      1,643
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       36.2        0.7       26.5        9.2        1.7       42.3       29.7        1.8        3.4        7.0        0.4       12.1       13.3
 
Number of Traders in Each Category                                    Total Traders:       265 
        18         21          5         48         21         13         57         56         20         17         27          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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   574,376
Positions
    52,528    130,238      5,804    257,045    183,395     36,357    155,960    171,157     15,644     18,910      7,793        485     31,643     23,503
 
Changes from:       May 9, 2017                                      Total Change is:    -4,839
     2,457    -13,225      1,802     -7,643     -1,069      3,915     -6,082        327        464         58        585        -29        219      2,391
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       22.7        1.0       44.8       31.9        6.3       27.2       29.8        2.7        3.3        1.4        0.1        5.5        4.1
 
Number of Traders in Each Category                                    Total Traders:       329 
        22         22          7         76         47         35         62         64         28         20         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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    41,054
Positions
       860     23,660          1     14,915        517        356      8,648      9,861         35      5,237      3,160          0     11,002      3,464
 
Changes from:       May 9, 2017                                      Total Change is:       455
      -258          0          1       -674         21          0        844      1,070         35     -1,289       -390          0      1,796       -282
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       57.6        0.0       36.3        1.3        0.9       21.1       24.0        0.1       12.8        7.7        0.0       26.8        8.4
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          6          .         14          .          4         10          7          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 2017                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    79,086
Positions
    18,193     21,960        157     19,003     11,847        993     28,508     17,214        700      2,128      2,221          0      9,404     23,994
 
Changes from:       May 9, 2017                                      Total Change is:    -5,790
     1,887        734         27     -5,375      1,460       -813     -2,079       -638        149       -107        352          0        521     -7,061
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       27.8        0.2       24.0       15.0        1.3       36.0       21.8        0.9        2.7        2.8        0.0       11.9       30.3
 
Number of Traders in Each Category                                    Total Traders:        96 
        16         12          .         12          6          5         24         17          6          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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   297,056
Positions
    16,020    201,060      1,784    197,403     61,832     14,420     53,166      9,388      2,641      3,207      1,019         29      8,386      4,883
 
Changes from:       May 9, 2017                                      Total Change is:     4,158
    -1,057      4,361       -313      6,142     -1,911       -100      1,354      1,753       -285       -736        -22          0       -847        675
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       67.7        0.6       66.5       20.8        4.9       17.9        3.2        0.9        1.1        0.3        0.0        2.8        1.6
 
Number of Traders in Each Category                                    Total Traders:       147 
         8         12          4         56         24         21         30          7          8          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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   957,928
Positions
    26,382    726,310      4,184    572,204    105,345     59,578    220,889     26,015     11,712     34,568     16,927        837     27,574      7,020
 
Changes from:       May 9, 2017                                      Total Change is:    14,966
        73     13,011        144     12,139      2,722        150      2,615      2,799       -502        619         50       -144       -128     -3,264
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       75.8        0.4       59.7       11.0        6.2       23.1        2.7        1.2        3.6        1.8        0.1        2.9        0.7
 
Number of Traders in Each Category                                    Total Traders:       353 
        21         25          9        116         39         47         70         21         19         45         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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   678,069
Positions
    17,231     16,929      4,629    267,764    130,219    125,374     78,170    164,467     17,723      6,834     45,475      2,802    157,542    170,451
 
Changes from:       May 9, 2017                                      Total Change is:     1,157
    -4,460     -9,527      1,701     -2,014    -18,034      3,814     -6,687     10,713      2,577     -1,738      3,495        221      7,743      6,197
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        2.5        0.7       39.5       19.2       18.5       11.5       24.3        2.6        1.0        6.7        0.4       23.2       25.1
 
Number of Traders in Each Category                                    Total Traders:       157 
        12          7          6         40         25         33         30         28         23          6          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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   756,959
Positions
     3,939    152,118      1,286    434,105     48,042     94,293     37,781    315,551     31,772     32,160      7,379        491    121,132    106,027
 
Changes from:       May 9, 2017                                      Total Change is:    16,860
    -1,951        -23         32      5,718    -12,187      3,959     -4,859     18,454      5,470        893     -2,353          0      7,598      3,508
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       20.1        0.2       57.3        6.3       12.5        5.0       41.7        4.2        4.2        1.0        0.1       16.0       14.0
 
Number of Traders in Each Category                                    Total Traders:       107 
         .         12          4         48          9         34         10         20         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 1,436,489
Positions
    52,545     99,659     17,753    471,988    241,058    197,202    319,462    245,186     55,333    191,875    393,696     11,450    118,881    175,152
 
Changes from:       May 9, 2017                                      Total Change is:    75,591
    23,069    -27,479     10,096     22,513     -9,284       -528     12,396     46,704        666      2,299     35,773      2,259      2,821     17,384
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        6.9        1.2       32.9       16.8       13.7       22.2       17.1        3.9       13.4       27.4        0.8        8.3       12.2
 
Number of Traders in Each Category                                    Total Traders:       274 
        11         31         11         58         36         44         49         37         30         25         27         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 3,370,091
Positions
   120,974    170,781     31,509  1,175,691    979,859    449,056    748,703    824,273    145,342    314,142    185,835     26,321    358,353    557,115
 
Changes from:       May 9, 2017                                      Total Change is:    36,196
   -18,183     10,813      1,216    -35,768    -11,986     13,917     31,163     14,457     31,717        523    -29,700       -779     12,390      6,541
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        5.1        0.9       34.9       29.1       13.3       22.2       24.5        4.3        9.3        5.5        0.8       10.6       16.5
 
Number of Traders in Each Category                                    Total Traders:       389 
        26         33         17         54         82         73         69         62         60         28         35         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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   352,291
Positions
       346      6,040      2,396     97,767    142,891     27,823    120,397     35,533     12,095     10,869      6,629          0     80,598    118,884
 
Changes from:       May 9, 2017                                      Total Change is:     7,195
    -2,110     -5,991         88     -1,240      3,571      1,469      1,134        318      2,161      1,313          0          0      4,380      5,579
 
Percent of Open Interest Represented by Each Category of Trader
       0.1        1.7        0.7       27.8       40.6        7.9       34.2       10.1        3.4        3.1        1.9        0.0       22.9       33.7
 
Number of Traders in Each Category                                    Total Traders:        52 
         .          .          .         11         20         23         10          5          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 3,209,472
Positions
    37,821    479,951     68,406  1,787,535    664,972    304,951    373,110    919,633    127,486    224,181    265,092     16,827    269,155    362,154
 
Changes from:       May 9, 2017                                      Total Change is:    17,530
    10,730     36,613     26,818     18,626    -57,925    -18,719     -7,128      6,080     19,993    -23,534        636     -2,099     -7,157      6,133
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       15.0        2.1       55.7       20.7        9.5       11.6       28.7        4.0        7.0        8.3        0.5        8.4       11.3
 
Number of Traders in Each Category                                    Total Traders:       300 
        11         36         12         59         47         66         37         61         47         14         35          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 1,528,760
Positions
   388,040    211,967    469,234      2,800     15,344      1,635    152,966    302,353    318,108     91,576     84,134     68,654     35,747     57,331
 
Changes from:       May 9, 2017                                      Total Change is:   109,414
   111,748     30,564     -3,718      1,800      3,902          0     -6,039     34,671     -5,180    -16,450     21,974     27,150        103         51
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       13.9       30.7        0.2        1.0        0.1       10.0       19.8       20.8        6.0        5.5        4.5        2.3        3.8
 
Number of Traders in Each Category                                    Total Traders:       152 
        23         33         46          .          5          .         12         51         46          8         13         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 is13,251,066
Positions
 5,080,216  1,012,286  2,451,571     93,367  1,316,419    777,637    333,895  3,061,818  2,167,707  1,036,880    614,583    725,027    584,766  1,124,018
 
Changes from:       May 9, 2017                                      Total Change is:  -185,136
  -397,221     93,885     -7,846    -23,205     22,869     63,138     21,536   -334,977     -5,300    148,555     21,014    -29,616     44,823     -8,303
 
Percent of Open Interest Represented by Each Category of Trader
      38.3        7.6       18.5        0.7        9.9        5.9        2.5       23.1       16.4        7.8        4.6        5.5        4.4        8.5
 
Number of Traders in Each Category                                    Total Traders:       302 
        26         48         66          .         33         24         29         98         97          9         34         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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    31,071
Positions
    18,432      2,480          0        217     13,724         82      5,394     10,717          0      6,765      3,853         92         89        123
 
Changes from:       May 9, 2017                                      Total Change is:       778
      -120       -713          0          2        476         -1        686      1,063          0        169        -59          0         42         12
 
Percent of Open Interest Represented by Each Category of Trader
      59.3        8.0        0.0        0.7       44.2        0.3       17.4       34.5        0.0       21.8       12.4        0.3        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        46 
         4          6          0          .         12          .          5          9          0          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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    26,165
Positions
    14,272      1,963          0        603     10,187        171     10,978      8,481          0        100      5,218          0         41        145
 
Changes from:       May 9, 2017                                      Total Change is:       495
     1,560       -335          0        116        330        -10     -1,147         -6          0          0        454          0        -24         62
 
Percent of Open Interest Represented by Each Category of Trader
      54.5        7.5        0.0        2.3       38.9        0.7       42.0       32.4        0.0        0.4       19.9        0.0        0.2        0.6
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          .          0          .          5          .          7          7          0          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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    78,050
Positions
        51     54,330         50     12,101      2,032        540     32,722     15,049      2,895     20,852        440         69      8,770      2,645
 
Changes from:       May 9, 2017                                      Total Change is:     3,246
      -550       -100         -9       -312       -116         52      2,749      4,186       -258      2,409        231         17       -852       -757
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       69.6        0.1       15.5        2.6        0.7       41.9       19.3        3.7       26.7        0.6        0.1       11.2        3.4
 
Number of Traders in Each Category                                    Total Traders:       145 
         .          .          .         13          5          .         26         32         16         56          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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   620,266
Positions
   139,940     45,025     27,488     52,808     50,379     60,163    141,606    248,625    117,267     20,879     12,222     20,953     39,162     38,144
 
Changes from:       May 9, 2017                                      Total Change is:    22,324
    13,027      1,407      5,237       -638      3,304         99     24,529     32,489    -21,998      1,693      2,014        619       -244       -847
 
Percent of Open Interest Represented by Each Category of Trader
      22.6        7.3        4.4        8.5        8.1        9.7       22.8       40.1       18.9        3.4        2.0        3.4        6.3        6.1
 
Number of Traders in Each Category                                    Total Traders:       259 
        24          7         22         19         26         15         55         76         67         23         16         26
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Traders in Financial Futures - Futures Only Positions as of May 16, 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    42,126
Positions
       127      8,562          0     30,798      2,142          0      3,418     29,173      1,885      5,823        283          0         75         81
 
Changes from:       May 9, 2017                                      Total Change is:       523
      -519        730          0        726        263          0       -459       -830        759          2       -388          0         14        -11
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       20.3        0.0       73.1        5.1        0.0        8.1       69.3        4.5       13.8        0.7        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          0         10          .          0         10          9          .          6          .          0
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Updated May 19, 2017