Traders in Financial Futures - Futures Only Positions as of June 6, 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   210,933
Positions
    86,469     11,775      1,391     31,292     41,815        727     19,352     98,522     15,921     29,171      2,835        743     25,867     37,204
 
Changes from:       May 30, 2017                                     Total Change is:    10,660
    -1,695        762        747        951       -145         23      1,027      1,006     10,742        700       -790          7     -1,842     -1,692
 
Percent of Open Interest Represented by Each Category of Trader
      41.0        5.6        0.7       14.8       19.8        0.3        9.2       46.7        7.5       13.8        1.3        0.4       12.3       17.6
 
Number of Traders in Each Category                                    Total Traders:       118 
        10          4          7         12         13          5         21         43         24         10          4          4
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Traders in Financial Futures - Futures Only Positions as of June 6, 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    51,728
Positions
    13,818     10,377        281      3,156      3,199          0     12,193     21,237      1,665      6,386      1,482          0     14,229     13,487
 
Changes from:       May 30, 2017                                     Total Change is:    -2,675
    -2,389        221         84         55        -28          0     -1,312     -3,522        893        -20          0          0         14       -323
 
Percent of Open Interest Represented by Each Category of Trader
      26.7       20.1        0.5        6.1        6.2        0.0       23.6       41.1        3.2       12.3        2.9        0.0       27.5       26.1
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          6          5          4          .          0         10         14          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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   248,173
Positions
   129,141     70,109      2,586     20,973     72,135      2,219     40,322     49,716      7,975     15,775     12,219        947     28,235     30,267
 
Changes from:       May 30, 2017                                     Total Change is:    -5,866
      -659     -8,095        303     -2,209        552        281     -4,764        711        379     -1,036        -54        164      1,675       -107
 
Percent of Open Interest Represented by Each Category of Trader
      52.0       28.3        1.0        8.5       29.1        0.9       16.2       20.0        3.2        6.4        4.9        0.4       11.4       12.2
 
Number of Traders in Each Category                                    Total Traders:       124 
         7          9          8         14         22          8         29         32         22          .          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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   225,549
Positions
    82,493     40,094      1,882     27,234     58,600      3,481     34,642     63,938     17,746     30,182      4,644      1,272     26,617     33,892
 
Changes from:       May 30, 2017                                     Total Change is:    11,822
       248      4,156        416      1,695      2,884       -233     -3,215     -1,707     10,684        329      1,198     -2,787      4,685     -2,789
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       17.8        0.8       12.1       26.0        1.5       15.4       28.3        7.9       13.4        2.1        0.6       11.8       15.0
 
Number of Traders in Each Category                                    Total Traders:       126 
         7          9          5         15         17         10         30         35         25          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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   447,178
Positions
    72,303    168,558      3,355    172,843     68,924     10,418     64,699     54,589     19,679     29,918     64,688      3,040     70,923     53,927
 
Changes from:       May 30, 2017                                     Total Change is:    -6,102
      -129      1,161        791     -1,580     -2,562       -327     -6,791    -11,255      5,425        224        605       -597     -3,118        657
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       37.7        0.8       38.7       15.4        2.3       14.5       12.2        4.4        6.7       14.5        0.7       15.9       12.1
 
Number of Traders in Each Category                                    Total Traders:       250 
        13         22         13         54         31         36         38         38         32         34         19          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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    33,839
Positions
     1,962     22,548         28     16,756          0        243      3,244      5,673        327          0        836          0     11,279      4,184
 
Changes from:       May 30, 2017                                     Total Change is:    -1,496
       139       -815          0     -1,069          0        -21        988       -430         40          0          0          0     -1,573       -270
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       66.6        0.1       49.5        0.0        0.7        9.6       16.8        1.0        0.0        2.5        0.0       33.3       12.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          .         12          0          4          .          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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   133,572
Positions
    58,971     34,518      2,300      9,309     12,437      1,545     31,796     41,161      5,306      3,872      7,727        208     20,265     28,370
 
Changes from:       May 30, 2017                                     Total Change is:     4,184
     2,605       -167      1,822        -82        469        450     -4,260       -702      2,706      1,171      2,078        208       -436     -2,680
 
Percent of Open Interest Represented by Each Category of Trader
      44.1       25.8        1.7        7.0        9.3        1.2       23.8       30.8        4.0        2.9        5.8        0.2       15.2       21.2
 
Number of Traders in Each Category                                    Total Traders:        91 
         7          5          7          6         12          6         26         25         16          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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    37,626
Positions
     5,949     31,909          1      6,093          0          0     21,493      2,452        519        896        439      1,200      1,475      1,106
 
Changes from:       May 30, 2017                                     Total Change is:     1,614
        -2       -355          0       -149          0          0         51        158        465         66       -110      1,200        -17        256
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       84.8        0.0       16.2        0.0        0.0       57.1        6.5        1.4        2.4        1.2        3.2        3.9        2.9
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          6          .          .          0          0         14          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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   207,116
Positions
    31,261    139,426        122     39,039      2,915      1,160    112,701     41,751      9,577      4,086      9,425          0      9,170      2,740
 
Changes from:       May 30, 2017                                     Total Change is:     1,058
    -5,602      3,323        109     -1,398     -1,216        646      2,953     -4,274      4,099        -48     -1,483          0        299       -146
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       67.3        0.1       18.8        1.4        0.6       54.4       20.2        4.6        2.0        4.6        0.0        4.4        1.3
 
Number of Traders in Each Category                                    Total Traders:       158 
         .         13          .         17          5          .         58         26         12         18         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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    17,282
Positions
       174     10,691        144      5,878        238          0      8,668      3,775        811        130      1,135          0      1,477        488
 
Changes from:       May 30, 2017                                     Total Change is:   -15,620
      -844     -3,474     -7,780       -309         90          0     -6,375       -271       -506       -139     -3,345          0        333       -334
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       61.9        0.8       34.0        1.4        0.0       50.2       21.8        4.7        0.8        6.6        0.0        8.5        2.8
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .          .          .          0          9         11          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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    43,814
Positions
    14,687      5,014         81      1,781     10,147          0     21,629     21,332        741        462      1,870          1      4,432      4,628
 
Changes from:       May 30, 2017                                     Total Change is:      -389
    -3,586        906         12        -26        -18          0      2,601     -1,225        207       -238         64          1        640       -336
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       11.4        0.2        4.1       23.2        0.0       49.4       48.7        1.7        1.1        4.3        0.0       10.1       10.6
 
Number of Traders in Each Category                                    Total Traders:        77 
         6          5          .          5          4          0         26         19          6          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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    21,782
Positions
     4,931     11,355      4,739        851        326          0     10,027      4,255        233          0        200          0      1,001        674
 
Changes from:       May 30, 2017                                     Total Change is:     4,140
      -172      8,374     -3,869         24          0          0      8,254       -427        -47          0          0          0        -50        109
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       52.1       21.8        3.9        1.5        0.0       46.0       19.5        1.1        0.0        0.9        0.0        4.6        3.1
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          .          .          4          .          0          7          5          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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    62,343
Positions
    10,393     36,936      1,907      7,195        121        886     28,338      8,003      2,308      1,687      2,885        324      9,308      8,976
 
Changes from:       May 30, 2017                                     Total Change is:     2,393
       -78      1,713         85        -12       -259       -300      1,045        747        311        347       -179        312        683        -37
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       59.2        3.1       11.5        0.2        1.4       45.5       12.8        3.7        2.7        4.6        0.5       14.9       14.4
 
Number of Traders in Each Category                                    Total Traders:       113 
        14         23          4         12          .          4         37         11          6          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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   124,686
Positions
    20,785     73,871      3,814     14,389        241      1,771     56,675     16,006      4,615      3,374      5,769        648     18,615     17,951
 
Changes from:       May 30, 2017                                     Total Change is:     4,786
      -155      3,426        170        -23       -518       -600      2,090      1,494        621        694       -357        624      1,365        -74
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       59.2        3.1       11.5        0.2        1.4       45.5       12.8        3.7        2.7        4.6        0.5       14.9       14.4
 
Number of Traders in Each Category                                    Total Traders:       113 
        14         23          4         12          .          4         37         11          6          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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   706,889
Positions
    55,582    101,120     43,938    292,008    163,660     76,817     92,911    138,007     37,471     24,053     52,509      3,551     80,556     89,815
 
Changes from:       May 30, 2017                                     Total Change is:    11,696
     1,855       -261     10,296     -7,193     -6,298      2,301       -969        932      3,601      1,288      1,262         91        428       -226
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       14.3        6.2       41.3       23.2       10.9       13.1       19.5        5.3        3.4        7.4        0.5       11.4       12.7
 
Number of Traders in Each Category                                    Total Traders:       617 
        36         35         31        123         86         90         90        124         78         50         72         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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    78,376
Positions
    22,239     17,053      1,770     22,048     16,323      1,508      5,842     14,618         95      2,818        402          1     22,055     26,606
 
Changes from:       May 30, 2017                                     Total Change is:       410
      -145     -1,566        150      1,011     -2,172        339         34      2,306         70       -276        399          1       -774        883
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       21.8        2.3       28.1       20.8        1.9        7.5       18.7        0.1        3.6        0.5        0.0       28.1       33.9
 
Number of Traders in Each Category                                    Total Traders:        51 
         6          8          4          7          4          5         11          9          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 3,142,563
Positions
   261,483    515,102    116,072  1,352,671    739,556    373,677    523,106    704,706     99,121    107,965    262,323     15,962    292,506    316,044
 
Changes from:       May 30, 2017                                     Total Change is:    56,432
     8,755      5,276     51,975    -41,276    -20,885     10,064      7,040      5,188      5,597      6,288      2,783      1,980      6,009     -5,546
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       16.4        3.7       43.0       23.5       11.9       16.6       22.4        3.2        3.4        8.3        0.5        9.3       10.1
 
Number of Traders in Each Category                                    Total Traders:       610 
        35         35         29        122         85         86         89        123         70         50         70         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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    90,266
Positions
     4,374     38,576      1,283     42,261     40,127      3,783     23,612      2,492        672      1,411        280          0     12,870      3,053
 
Changes from:       May 30, 2017                                     Total Change is:    -1,118
    -1,098     -1,528        553     -2,855        -85        202      1,403        109        -39          0          0          0        716       -330
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       42.7        1.4       46.8       44.5        4.2       26.2        2.8        0.7        1.6        0.3        0.0       14.3        3.4
 
Number of Traders in Each Category                                    Total Traders:        80 
         4          8          4         28         17         14         16          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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    63,241
Positions
     5,470     24,902      2,368     15,320      6,077      1,388     27,766     17,378        713      2,735      3,411        165      7,316      6,839
 
Changes from:       May 30, 2017                                     Total Change is:     8,141
      -677      4,221      1,630      2,309      1,314        375      3,262        979        -63      1,069        124        -73        308       -366
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       39.4        3.7       24.2        9.6        2.2       43.9       27.5        1.1        4.3        5.4        0.3       11.6       10.8
 
Number of Traders in Each Category                                    Total Traders:       273 
        17         21         11         52         21         16         55         60         19         18         29          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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   316,206
Positions
    27,349    124,511     11,842     76,601     30,384      6,941    138,828     86,888      3,567     13,677     17,056        823     36,578     34,194
 
Changes from:       May 30, 2017                                     Total Change is:    40,705
    -3,384     21,106      8,151     11,545      6,569      1,875     16,311      4,893       -315      5,345        620       -363      1,540     -1,831
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       39.4        3.7       24.2        9.6        2.2       43.9       27.5        1.1        4.3        5.4        0.3       11.6       10.8
 
Number of Traders in Each Category                                    Total Traders:       273 
        17         21         11         52         21         16         55         60         19         18         29          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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   571,114
Positions
    59,431    132,912      6,685    239,959    185,129     35,966    165,794    162,282     14,225     18,166      9,729        170     30,718     24,016
 
Changes from:       May 30, 2017                                     Total Change is:    -1,770
    -8,573     20,508      1,503     -3,561     -3,854     -1,359      9,599    -17,541       -406       -245        403       -211      1,483       -813
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       23.3        1.2       42.0       32.4        6.3       29.0       28.4        2.5        3.2        1.7        0.0        5.4        4.2
 
Number of Traders in Each Category                                    Total Traders:       330 
        27         21          9         69         49         34         64         66         25         17         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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    56,378
Positions
     1,485     21,735      2,800     15,447        587        363      6,728      9,230      4,106      5,856      3,410      7,525     12,068      6,622
 
Changes from:       May 30, 2017                                     Total Change is:    16,848
       394       -446      2,800       -622        112        289       -728       -548      3,962       -440       -247      7,525      3,668      3,401
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       38.6        5.0       27.4        1.0        0.6       11.9       16.4        7.3       10.4        6.0       13.3       21.4       11.7
 
Number of Traders in Each Category                                    Total Traders:        52 
         .          5          .         15          .          .         10          7          8          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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   102,861
Positions
    17,968     30,121      3,676     25,663      7,244      1,879     24,269     19,306      6,795      2,527      1,637        148     19,936     32,055
 
Changes from:       May 30, 2017                                     Total Change is:    23,350
     1,367      5,167      3,431      2,523        577         15       -967      3,672      6,056        222       -299        148     10,555      4,583
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       29.3        3.6       24.9        7.0        1.8       23.6       18.8        6.6        2.5        1.6        0.1       19.4       31.2
 
Number of Traders in Each Category                                    Total Traders:        93 
        14         13          7         11          6          5         21         20         11          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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   306,466
Positions
    15,208    199,883     14,114    187,959     61,831     12,776     58,016      4,662      6,391      2,335      1,095         29      9,638      5,685
 
Changes from:       May 30, 2017                                     Total Change is:    -3,195
       775     -5,239      5,783    -16,378       -964       -896      3,877     -5,877      3,809       -771         12          0        606        177
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       65.2        4.6       61.3       20.2        4.2       18.9        1.5        2.1        0.8        0.4        0.0        3.1        1.9
 
Number of Traders in Each Category                                    Total Traders:       143 
         9         11          6         54         25         21         31          6         10          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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   986,884
Positions
    31,511    725,677     31,859    575,881    106,449     58,231    207,014     25,836     16,815     42,045     15,350        785     22,743      5,882
 
Changes from:       May 30, 2017                                     Total Change is:    14,302
     3,169       -447     17,762     -6,773      4,288        509     -5,252     -8,271      4,212      3,538     -1,661        -13     -2,850     -2,077
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       73.5        3.2       58.4       10.8        5.9       21.0        2.6        1.7        4.3        1.6        0.1        2.3        0.6
 
Number of Traders in Each Category                                    Total Traders:       362 
        26         20         12        124         39         47         71         18         24         49         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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   704,014
Positions
     9,704     42,285      5,236    274,291    138,174    128,498     99,156    158,952     13,990      8,602     51,839      3,073    161,464    161,967
 
Changes from:       May 30, 2017                                     Total Change is:   -51,179
     1,433      5,923      1,319     -7,676     -5,634      2,471      6,397     -3,030    -43,092      1,663       -299     -2,516    -11,178     -6,321
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        6.0        0.7       39.0       19.6       18.3       14.1       22.6        2.0        1.2        7.4        0.4       22.9       23.0
 
Number of Traders in Each Category                                    Total Traders:       157 
         5         13          5         40         27         33         31         25         20          8          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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   778,670
Positions
     4,098    155,052      3,236    434,492     57,134    106,606     34,081    312,506     34,716     38,410     17,572      2,224    120,807     89,624
 
Changes from:       May 30, 2017                                     Total Change is:     3,163
     3,460       -722     -1,169     -1,286      5,471      3,193      1,317      2,163     -1,063      2,082      1,817        -56     -3,315     -6,471
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       19.9        0.4       55.8        7.3       13.7        4.4       40.1        4.5        4.9        2.3        0.3       15.5       11.5
 
Number of Traders in Each Category                                    Total Traders:       111 
         .         12          5         49         10         33         11         19         15          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 1,366,339
Positions
    64,368    150,786      7,762    403,139    207,332    197,203    315,400    288,121     53,917    186,576    300,626     10,365    127,609    150,227
 
Changes from:       May 30, 2017                                     Total Change is:    46,707
     6,189     77,957    -20,909    -13,664     -8,962      6,657     93,267     -6,858    -13,613    -10,427     41,734      1,393     -2,186    -30,692
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       11.0        0.6       29.5       15.2       14.4       23.1       21.1        3.9       13.7       22.0        0.8        9.3       11.0
 
Number of Traders in Each Category                                    Total Traders:       276 
        17         25         10         59         31         41         48         46         36         21         29          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 3,208,578
Positions
   150,567    219,239     26,948  1,144,728    891,079    451,544    682,547    789,466    109,969    237,275    163,241     36,464    368,536    520,628
 
Changes from:       May 30, 2017                                     Total Change is:   -76,206
    22,387     14,072    -40,086     13,022     14,808     -9,957     15,113    -10,794    -25,992    -17,227     31,169      1,542    -35,008    -50,968
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        6.8        0.8       35.7       27.8       14.1       21.3       24.6        3.4        7.4        5.1        1.1       11.5       16.2
 
Number of Traders in Each Category                                    Total Traders:       395 
        26         30         17         67         78         79         69         59         48         21         45         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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   364,722
Positions
     2,608     10,738      3,716     77,293    161,595     27,021    143,794     31,978     12,645      9,517      6,629          0     88,128    110,400
 
Changes from:       May 30, 2017                                     Total Change is:   -10,268
    -3,493      2,693        495     -9,336      4,468     -1,262     10,137        665     -6,125        252          0          0       -936    -11,202
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        2.9        1.0       21.2       44.3        7.4       39.4        8.8        3.5        2.6        1.8        0.0       24.2       30.3
 
Number of Traders in Each Category                                    Total Traders:        57 
         .          4          4         10         22         25         10          6          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 3,216,254
Positions
    45,234    396,287     23,893  1,672,274    673,537    402,683    419,225    969,710    125,181    206,133    241,559     20,943    300,688    362,461
 
Changes from:       May 30, 2017                                     Total Change is:   -92,637
    20,460    -71,972    -36,024     -9,812     55,436     21,033     -4,889     31,575    -43,299         39      5,367       -581    -39,564    -54,172
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       12.3        0.7       52.0       20.9       12.5       13.0       30.2        3.9        6.4        7.5        0.7        9.3       11.3
 
Number of Traders in Each Category                                    Total Traders:       298 
        11         34         13         60         46         66         44         59         45         11         33          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 1,608,314
Positions
   315,459    157,520    515,233      4,432      9,354     25,008    273,983    363,173    292,912     57,980    111,621     76,709     46,598     56,784
 
Changes from:       May 30, 2017                                     Total Change is:  -111,507
   -68,960    -13,334    -19,300        932     -5,607     11,911     38,114    -38,882    -35,591    -17,694     19,871    -20,893        -26     -9,682
 
Percent of Open Interest Represented by Each Category of Trader
      19.6        9.8       32.0        0.3        0.6        1.6       17.0       22.6       18.2        3.6        6.9        4.8        2.9        3.5
 
Number of Traders in Each Category                                    Total Traders:       147 
        20         34         50          .          4          .         24         34         42         10          9         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 is14,075,364
Positions
 4,620,440    972,118  2,714,738    157,527  1,574,697    809,147    658,213  2,719,439  2,530,001  1,044,626    752,492    897,534    643,138  1,105,198
 
Changes from:       May 30, 2017                                     Total Change is:    46,651
  -203,963       -656    133,950     51,351     43,159      2,110    168,797    -63,013    -80,908     40,872     30,309     28,894    -94,452    -47,194
 
Percent of Open Interest Represented by Each Category of Trader
      32.8        6.9       19.3        1.1       11.2        5.7        4.7       19.3       18.0        7.4        5.3        6.4        4.6        7.9
 
Number of Traders in Each Category                                    Total Traders:       324 
        27         57         77          6         34         27         53         86         99         13         30         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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    30,084
Positions
    18,178      2,827          0        337     11,871         83      2,244     10,896        503      8,587      3,716         92         60         96
 
Changes from:       May 30, 2017                                     Total Change is:       450
      -626        138        -13         78       -516          0       -158        504        478        658       -131          0         33        -10
 
Percent of Open Interest Represented by Each Category of Trader
      60.4        9.4        0.0        1.1       39.5        0.3        7.5       36.2        1.7       28.5       12.4        0.3        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        51 
         4          5          0          .         12          .          7         10          4          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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    26,230
Positions
    16,153        782          0        764     10,581        171      8,983     10,206         27        100      4,396          0         32         67
 
Changes from:       May 30, 2017                                     Total Change is:     1,616
     1,785         70          0        114        379          0       -164      1,180       -103          0        133          0        -16        -43
 
Percent of Open Interest Represented by Each Category of Trader
      61.6        3.0        0.0        2.9       40.3        0.7       34.2       38.9        0.1        0.4       16.8        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        32 
         4          .          0          .          5          .          6          7          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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    87,243
Positions
       101     50,912         50     11,687      5,083        547     40,766     19,953      3,278     18,324        980        223     12,267      6,217
 
Changes from:       May 30, 2017                                     Total Change is:     2,404
        50        569          0        -97        750          7        -67      1,753       -230      2,539       -602          1        201        156
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       58.4        0.1       13.4        5.8        0.6       46.7       22.9        3.8       21.0        1.1        0.3       14.1        7.1
 
Number of Traders in Each Category                                    Total Traders:       139 
         .          .          .         13          5          .         25         40         16         43          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   614,761
Positions
   132,267     42,449     25,216     64,566     44,799     68,522    101,851    232,211    138,764     25,520      6,974     22,576     35,479     33,250
 
Changes from:       May 30, 2017                                     Total Change is:    37,074
     6,678       -132      6,127     12,312         -5     -2,260     -9,253     14,492     18,296      3,540        926        308      1,326       -678
 
Percent of Open Interest Represented by Each Category of Trader
      21.5        6.9        4.1       10.5        7.3       11.1       16.6       37.8       22.6        4.2        1.1        3.7        5.8        5.4
 
Number of Traders in Each Category                                    Total Traders:       257 
        26          .         19         23         23         15         50         73         58         27         17         30
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Traders in Financial Futures - Futures Only Positions as of June 6, 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    47,054
Positions
       826      7,734          0     29,369      1,503          0     10,595     37,133        404      5,800        174          0         60        106
 
Changes from:       May 30, 2017                                     Total Change is:     6,203
      -229          0          0        849       -638          0      5,376      6,694        147         59          3          0          1         -3
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       16.4        0.0       62.4        3.2        0.0       22.5       78.9        0.9       12.3        0.4        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0          9          .          0          9          8          .          7          .          0
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Updated June 9, 2017