Traders in Financial Futures - Futures Only Positions as of June 20, 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   219,496
Positions
    66,632     13,207     37,868     31,519     29,430        472     20,074     97,339      6,806     27,654      3,018        433     28,038     30,923
 
Changes from:       June 13, 2017                                    Total Change is:    15,381
    -9,343      1,382     33,181     -1,354     -8,579       -257      1,940      3,472     -8,918     -1,155        426         12      1,275     -5,338
 
Percent of Open Interest Represented by Each Category of Trader
      30.4        6.0       17.3       14.4       13.4        0.2        9.1       44.3        3.1       12.6        1.4        0.2       12.8       14.1
 
Number of Traders in Each Category                                    Total Traders:       105 
        12          4          9         10          7          .         21         34         18         11          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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    35,051
Positions
     2,119      4,831          0      1,853      3,003          0     16,784     11,928      1,278          0      1,521          0     13,017     12,490
 
Changes from:       June 13, 2017                                    Total Change is:   -20,087
   -10,448     -6,083       -951     -1,178        123          0      2,700     -8,607     -2,464     -6,424          0          0     -1,322     -2,105
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       13.8        0.0        5.3        8.6        0.0       47.9       34.0        3.6        0.0        4.3        0.0       37.1       35.6
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          4          0          .          .          0         12          9          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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   194,700
Positions
    70,976      7,469        468     19,891     75,194      2,067     46,148     60,730      7,796     21,690     10,640        916     24,748     29,420
 
Changes from:       June 13, 2017                                    Total Change is:   -74,893
   -58,994    -51,182     -7,141       -685      2,183     -4,167     11,454      6,204    -17,482      5,748         97     -1,668     -1,958     -1,737
 
Percent of Open Interest Represented by Each Category of Trader
      36.5        3.8        0.2       10.2       38.6        1.1       23.7       31.2        4.0       11.1        5.5        0.5       12.7       15.1
 
Number of Traders in Each Category                                    Total Traders:       117 
         9          7          .         13         23          6         29         25         18          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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   171,840
Positions
    48,310     14,581        454     22,010     59,038      3,812     41,627     50,993      4,079     35,270      4,552        138     16,140     34,193
 
Changes from:       June 13, 2017                                    Total Change is:   -38,777
   -35,670    -30,273     -3,025     -2,682         60        496     12,132       -603     -5,731      3,039        -75         58     -7,394        316
 
Percent of Open Interest Represented by Each Category of Trader
      28.1        8.5        0.3       12.8       34.4        2.2       24.2       29.7        2.4       20.5        2.6        0.1        9.4       19.9
 
Number of Traders in Each Category                                    Total Traders:       111 
        10          5          5         12         19          8         24         32         11          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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   379,269
Positions
    33,170     84,468      1,485    166,684     70,369     10,650     59,455     74,430      9,742     30,729     76,074      1,183     66,171     50,868
 
Changes from:       June 13, 2017                                    Total Change is:   -95,031
   -47,233    -82,115    -18,589     -1,978        984       -292     -2,241     22,735    -13,640        506     11,878     -3,405     -8,159    -12,587
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       22.3        0.4       43.9       18.6        2.8       15.7       19.6        2.6        8.1       20.1        0.3       17.4       13.4
 
Number of Traders in Each Category                                    Total Traders:       242 
        13         15          9         52         31         38         38         41         22         34         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    34,647
Positions
     2,178     23,549         28     14,218          0        262      5,034      2,929        454          0      2,723        726     11,747      3,976
 
Changes from:       June 13, 2017                                    Total Change is:       411
       996        590        -32     -1,960          0          0      1,610     -1,921         80          0      1,887        726     -1,009       -919
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       68.0        0.1       41.0        0.0        0.8       14.5        8.5        1.3        0.0        7.9        2.1       33.9       11.5
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .         10          0          4          .          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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    81,975
Positions
     5,722      3,025        558      7,396     11,895      1,812     38,720     27,702      2,448        693      9,073         91     24,535     25,371
 
Changes from:       June 13, 2017                                    Total Change is:   -52,984
   -49,807    -31,234     -2,267      1,756      1,222        -96      9,011    -10,212     -9,415     -3,582      1,780         60      1,356     -2,822
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        3.7        0.7        9.0       14.5        2.2       47.2       33.8        3.0        0.8       11.1        0.1       29.9       30.9
 
Number of Traders in Each Category                                    Total Traders:        85 
         7          .          5          8         12          5         25         20         11          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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    30,819
Positions
     3,464     23,802          1      6,493          0          0     17,946      1,967         90        925      3,179        217      1,683      1,563
 
Changes from:       June 13, 2017                                    Total Change is:   -11,055
    -2,463     -7,291     -4,062        118          0          0     -2,523       -835         70       -148      2,673     -2,238        191        628
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       77.2        0.0       21.1        0.0        0.0       58.2        6.4        0.3        3.0       10.3        0.7        5.5        5.1
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          5          .          4          0          0         13          5          .          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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   217,481
Positions
    19,084    104,434        282     53,154      4,131      1,884    125,797     90,640      4,595      2,992      8,661          0      9,693      2,854
 
Changes from:       June 13, 2017                                    Total Change is:   -16,009
    -7,730    -39,808    -13,301     16,457        892       -101      3,779     51,111    -14,308       -615       -349        -66       -124        -79
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       48.0        0.1       24.4        1.9        0.9       57.8       41.7        2.1        1.4        4.0        0.0        4.5        1.3
 
Number of Traders in Each Category                                    Total Traders:       152 
         4          8          .         18          5          .         62         27          5         15         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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    18,137
Positions
       174     10,691        144      5,127        591          0     10,251      4,159        853        130      1,135          0      1,458        564
 
Changes from:       June 13, 2017                                    Total Change is:       211
         0          0          0       -301         -3          0        398         35         67          0          0          0         47        112
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       58.9        0.8       28.3        3.3        0.0       56.5       22.9        4.7        0.7        6.3        0.0        8.0        3.1
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          .          .          .          0         13         12          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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    50,095
Positions
     1,268     15,853          0      1,911     10,287          0     40,386     17,540        457        617      1,786          0      5,456      4,172
 
Changes from:       June 13, 2017                                    Total Change is:    -3,481
    -9,276      9,728     -3,611        -69        140          0     10,371     -8,381       -952        291        366       -173        -62       -598
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       31.6        0.0        3.8       20.5        0.0       80.6       35.0        0.9        1.2        3.6        0.0       10.9        8.3
 
Number of Traders in Each Category                                    Total Traders:        84 
         .          7          0          6          5          0         32         21          4          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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    29,766
Positions
     1,765     16,965      4,388      1,138        403          0     20,598      6,705        177        821        200          0        879        928
 
Changes from:       June 13, 2017                                    Total Change is:    -1,250
    -1,943       -717       -629          9         25          0      2,641      1,093     -1,111          0          0          0       -217         89
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       57.0       14.7        3.8        1.4        0.0       69.2       22.5        0.6        2.8        0.7        0.0        3.0        3.1
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          4          .          5          .          0          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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    61,134
Positions
     7,609     37,369      1,139      9,088        238        870     29,539      6,659      3,103      1,411      2,046          0      8,377      9,712
 
Changes from:       June 13, 2017                                    Total Change is:   -10,664
    -2,696        443     -5,440        749         45         70         35     -1,796        361       -467     -1,807       -821     -2,454     -1,719
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       61.1        1.9       14.9        0.4        1.4       48.3       10.9        5.1        2.3        3.3        0.0       13.7       15.9
 
Number of Traders in Each Category                                    Total Traders:       111 
        11         23          .         15          .          4         35         15          7          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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   122,268
Positions
    15,217     74,737      2,278     18,176        476      1,739     59,077     13,317      6,206      2,821      4,092          0     16,754     19,423
 
Changes from:       June 13, 2017                                    Total Change is:   -21,328
    -5,391        886    -10,880      1,497         89        140         69     -3,592        721       -934     -3,613     -1,642     -4,908     -3,437
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       61.1        1.9       14.9        0.4        1.4       48.3       10.9        5.1        2.3        3.3        0.0       13.7       15.9
 
Number of Traders in Each Category                                    Total Traders:       111 
        11         23          .         15          .          4         35         15          7          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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   605,483
Positions
    35,178    119,728      8,732    308,100    158,550     64,169     64,313    118,394     18,060     31,202     39,591      2,245     73,483     76,013
 
Changes from:       June 13, 2017                                    Total Change is:  -180,411
   -14,427      9,762    -68,187     13,404     -6,798    -41,128    -27,095    -13,786    -28,599      2,994    -12,023     -4,763    -12,609    -14,888
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       19.8        1.4       50.9       26.2       10.6       10.6       19.6        3.0        5.2        6.5        0.4       12.1       12.6
 
Number of Traders in Each Category                                    Total Traders:       576 
        35         39         20        120         81         85         80        116         69         48         56         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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    40,503
Positions
     1,723     14,754        400     11,704      8,093        295      2,427      1,729          0      2,492        404          0     21,462     14,828
 
Changes from:       June 13, 2017                                    Total Change is:   -50,897
   -15,266     -9,205     -8,617    -11,296    -10,558     -4,079     -5,680    -11,532     -1,463       -485         -5          0     -4,011     -5,438
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       36.4        1.0       28.9       20.0        0.7        6.0        4.3        0.0        6.2        1.0        0.0       53.0       36.6
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          9          .          7          .          .         10         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,824,898
Positions
   173,963    531,558     34,974  1,484,894    755,200    316,456    316,255    590,150     83,476    143,626    196,011     11,148    260,106    305,925
 
Changes from:       June 13, 2017                                    Total Change is:  -647,568
   -80,294     10,348   -213,362    123,419     18,720   -185,165   -199,347   -103,545    -43,406     15,047    -62,441    -21,468    -42,992    -47,249
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       18.8        1.2       52.6       26.7       11.2       11.2       20.9        3.0        5.1        6.9        0.4        9.2       10.8
 
Number of Traders in Each Category                                    Total Traders:       570 
        36         37         19        119         81         84         78        115         63         47         56         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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    91,385
Positions
     3,539     38,923        511     44,499     39,366      4,135     23,382      2,616      1,821      1,411        280          0     12,087      3,733
 
Changes from:       June 13, 2017                                    Total Change is:    -6,270
       817         18     -7,299      3,207        331         42     -2,074        581       -304          0          0          0       -659        361
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       42.6        0.6       48.7       43.1        4.5       25.6        2.9        2.0        1.5        0.3        0.0       13.2        4.1
 
Number of Traders in Each Category                                    Total Traders:        80 
         .         11          .         28         17         14         17          .          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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    56,941
Positions
     1,370     22,701        841     18,254      6,470      1,178     24,143     15,220      1,431      2,190      3,131         79      7,456      5,890
 
Changes from:       June 13, 2017                                    Total Change is:   -32,706
    -4,215        -50    -18,176      5,155        361     -9,538     -3,482     -3,739        -30     -1,996       -190       -152       -272     -1,191
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       39.9        1.5       32.1       11.4        2.1       42.4       26.7        2.5        3.8        5.5        0.1       13.1       10.3
 
Number of Traders in Each Category                                    Total Traders:       264 
        12         27          6         50         21         14         52         57         17         16         29          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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   284,706
Positions
     6,848    113,503      4,206     91,270     32,348      5,889    120,713     76,102      7,153     10,952     15,657        396     37,279     29,452
 
Changes from:       June 13, 2017                                    Total Change is:  -163,529
   -21,073       -249    -90,879     25,777      1,803    -47,690    -17,412    -18,696       -152     -9,980       -951       -761     -1,359     -5,954
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       39.9        1.5       32.1       11.4        2.1       42.4       26.7        2.5        3.8        5.5        0.1       13.1       10.3
 
Number of Traders in Each Category                                    Total Traders:       264 
        12         27          6         50         21         14         52         57         17         16         29          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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   571,391
Positions
    42,296    133,215      3,258    243,429    183,387     44,557    167,131    163,574     14,187     26,601      8,408        172     29,760     20,633
 
Changes from:       June 13, 2017                                    Total Change is:   -86,437
    -5,160    -25,804    -67,439        -14        194      6,505    -12,825     17,001     -4,313       -208        183     -1,184     -1,799    -11,580
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       23.3        0.6       42.6       32.1        7.8       29.2       28.6        2.5        4.7        1.5        0.0        5.2        3.6
 
Number of Traders in Each Category                                    Total Traders:       317 
        23         21          .         70         47         33         58         65         28         16         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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    37,896
Positions
     1,054     18,323          0     15,517        475        464      8,076      4,733         95      4,582     11,097          0      8,108      2,709
 
Changes from:       June 13, 2017                                    Total Change is:     1,224
       357          0          0        -18       -112        106        711       -141         65        -95        687          0         98        619
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       48.4        0.0       40.9        1.3        1.2       21.3       12.5        0.3       12.1       29.3        0.0       21.4        7.1
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          0         16          .          .          7          7          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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    68,500
Positions
    12,096      1,950        164     24,845      8,257      1,435     18,430     13,213        546      2,310      1,152          0      8,674     41,783
 
Changes from:       June 13, 2017                                    Total Change is:     4,616
    -1,149        252         59        770      2,553         93      5,563      2,828        503        745          0          0     -1,968     -1,672
 
Percent of Open Interest Represented by Each Category of Trader
      17.7        2.8        0.2       36.3       12.1        2.1       26.9       19.3        0.8        3.4        1.7        0.0       12.7       61.0
 
Number of Traders in Each Category                                    Total Traders:        73 
        12          5          .         13          5          4         19         11          5          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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   309,074
Positions
    39,792    199,779      3,344    183,723     74,186     13,407     55,072      8,595      3,101      2,305      1,096          0      8,330      5,566
 
Changes from:       June 13, 2017                                    Total Change is:   -20,789
    24,968      1,858    -34,405     -4,230     13,187     -3,836       -321      4,065       -151          0          1        -29     -2,785     -1,479
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       64.6        1.1       59.4       24.0        4.3       17.8        2.8        1.0        0.7        0.4        0.0        2.7        1.8
 
Number of Traders in Each Category                                    Total Traders:       138 
         9          9          4         52         26         23         27          8          7          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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   973,076
Positions
    30,953    741,853      5,037    596,630    109,273     56,656    198,503     23,340     14,077     47,308     13,024        829     23,083      8,987
 
Changes from:       June 13, 2017                                    Total Change is:  -167,862
     6,308     26,508   -141,108     16,741        -65    -10,121     -8,608    -12,550     -7,255      5,039     -5,271     -5,517    -23,341    -12,483
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       76.2        0.5       61.3       11.2        5.8       20.4        2.4        1.4        4.9        1.3        0.1        2.4        0.9
 
Number of Traders in Each Category                                    Total Traders:       350 
        24         20          8        120         38         46         66         21         17         48         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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   752,497
Positions
    11,523     77,500      3,002    287,692    133,935    134,895    109,445    191,552      8,413     13,641     43,158      2,493    181,393    157,549
 
Changes from:       June 13, 2017                                    Total Change is:    18,757
      -301     13,022        696       -521    -11,767      4,936      4,279     24,563     -1,143      1,844     -7,752       -521      9,488     -3,277
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       10.3        0.4       38.2       17.8       17.9       14.5       25.5        1.1        1.8        5.7        0.3       24.1       20.9
 
Number of Traders in Each Category                                    Total Traders:       168 
         6         19          6         43         23         31         32         27         15          8         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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   766,215
Positions
     2,098    173,256      2,246    426,465     42,365    105,464     44,277    299,276     22,773     36,903     31,578      1,964    124,025     87,293
 
Changes from:       June 13, 2017                                    Total Change is:     2,977
      -893      9,714      1,364        535     -8,299     -2,490      9,532     -1,646     -8,855     -2,003     11,531        -86      5,873      1,744
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       22.6        0.3       55.7        5.5       13.8        5.8       39.1        3.0        4.8        4.1        0.3       16.2       11.4
 
Number of Traders in Each Category                                    Total Traders:       113 
         .         16          .         48          9         34         12         18         12          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 1,328,286
Positions
    42,958    166,720      4,723    441,725    177,626    190,061    295,301    264,117     47,400    191,597    319,322      3,448    111,073    154,869
 
Changes from:       June 13, 2017                                    Total Change is:   -57,052
     2,189    -16,384      1,076      1,155        629     -5,506    -41,826    -17,189     -2,054      4,538    -21,234     -3,865    -12,759      7,475
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       12.6        0.4       33.3       13.4       14.3       22.2       19.9        3.6       14.4       24.0        0.3        8.4       11.7
 
Number of Traders in Each Category                                    Total Traders:       279 
        11         25          8         59         34         44         49         48         33         20         33          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 3,224,389
Positions
   135,857    245,978     30,291  1,109,073    871,637    495,400    643,485    756,954    119,201    282,229    151,778     39,698    369,155    513,452
 
Changes from:       June 13, 2017                                    Total Change is:    43,981
    10,538     16,265     -1,945    -30,183    -28,329     16,841      6,430     35,040     10,087     32,196      9,384      3,372     -3,355    -16,734
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        7.6        0.9       34.4       27.0       15.4       20.0       23.5        3.7        8.8        4.7        1.2       11.4       15.9
 
Number of Traders in Each Category                                    Total Traders:       404 
        24         38         18         65         83         80         61         69         49         24         40         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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   378,892
Positions
     6,011     13,941      4,002     81,617    174,062     25,525    151,056     36,470     13,867      9,211      6,629          0     87,603    104,396
 
Changes from:       June 13, 2017                                    Total Change is:    12,817
     3,874     -8,619       -880      2,368     16,440       -220      7,270      8,067      1,685       -264          0          0     -1,016     -3,656
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        3.7        1.1       21.5       45.9        6.7       39.9        9.6        3.7        2.4        1.7        0.0       23.1       27.6
 
Number of Traders in Each Category                                    Total Traders:        59 
         .          4          .         10         22         25         11          6          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 3,099,716
Positions
    63,687    340,207     35,901  1,639,109    672,947    416,179    406,578    928,661     79,262    160,498    244,444     14,596    283,906    367,519
 
Changes from:       June 13, 2017                                    Total Change is:   -73,816
   -18,491     -6,311     25,945     22,324    -16,389     -4,943    -16,265    -73,832     -8,534    -56,668      1,734     -5,913    -11,271     14,427
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       11.0        1.2       52.9       21.7       13.4       13.1       30.0        2.6        5.2        7.9        0.5        9.2       11.9
 
Number of Traders in Each Category                                    Total Traders:       297 
        11         37          8         57         47         65         44         57         34         10         34          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 1,737,732
Positions
   391,375    197,909    546,488        929     11,872     15,759    283,661    289,559    352,616     11,574    169,836     90,511     44,819     63,182
 
Changes from:       June 13, 2017                                    Total Change is:    57,775
    92,250     36,051    -16,056     -4,493      3,432     -9,849      6,622    -78,575     55,054    -46,200     78,032    -13,263     -6,290      2,949
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       11.4       31.4        0.1        0.7        0.9       16.3       16.7       20.3        0.7        9.8        5.2        2.6        3.6
 
Number of Traders in Each Category                                    Total Traders:       144 
        22         37         51          .          5          .         15         39         40          7         10         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 is12,804,302
Positions
 4,336,704    851,033  2,428,644    146,716  1,625,113    707,745    554,234  2,252,900  2,302,803    759,943    594,565    942,412    625,101  1,099,087
 
Changes from:       June 13, 2017                                    Total Change is:-1,346,238
    13,258   -140,501   -422,663     -2,345    -33,096    -89,359   -267,645   -314,481   -267,687   -324,507    -69,950     21,040     -6,330    -29,541
 
Percent of Open Interest Represented by Each Category of Trader
      33.9        6.6       19.0        1.1       12.7        5.5        4.3       17.6       18.0        5.9        4.6        7.4        4.9        8.6
 
Number of Traders in Each Category                                    Total Traders:       309 
        30         46         70          5         34         28         44         88         95         11         33         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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    28,042
Positions
     6,360      2,346          0        351     11,761         86     12,099      9,710          0      8,953      3,958         92        101         89
 
Changes from:       June 13, 2017                                    Total Change is:    -1,085
   -10,777       -160          0          1        102          0      9,436     -1,270          0        200        252          0         55         -9
 
Percent of Open Interest Represented by Each Category of Trader
      22.7        8.4        0.0        1.3       41.9        0.3       43.1       34.6        0.0       31.9       14.1        0.3        0.4        0.3
 
Number of Traders in Each Category                                    Total Traders:        46 
         4          4          0          .         11          .          7          8          0          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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    26,027
Positions
     9,124        876          0        823     10,994         59     15,867     10,120          0        100      3,926          0         54         52
 
Changes from:       June 13, 2017                                    Total Change is:    -1,000
    -7,541        -45          0         25        295          0      7,946        340     -1,458          0       -118          0         28        -14
 
Percent of Open Interest Represented by Each Category of Trader
      35.1        3.4        0.0        3.2       42.2        0.2       61.0       38.9        0.0        0.4       15.1        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        34 
         4          .          0          .          5          .          7          8          0          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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    46,708
Positions
       285     18,943          0     10,717      3,952        517     14,858     14,178      1,766     10,400      4,864          0      8,165      2,488
 
Changes from:       June 13, 2017                                    Total Change is:   -38,279
       184    -32,070          0       -488       -812         29    -29,301     -4,196     -1,181     -3,486      3,754        -42     -3,994     -3,761
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       40.6        0.0       22.9        8.5        1.1       31.8       30.4        3.8       22.3       10.4        0.0       17.5        5.3
 
Number of Traders in Each Category                                    Total Traders:       121 
         .          4          0         11          6          .         26         27         14         38          5          0
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Traders in Financial Futures - Futures Only Positions as of June 20, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   583,594
Positions
   127,939     37,948     28,032     53,540     42,599     65,587    109,586    230,367    111,397     27,089      8,661     22,966     37,458     36,037
 
Changes from:       June 13, 2017                                    Total Change is:   -48,871
    -8,026     -6,457       -562     -2,698     -2,962     -7,570     -1,567      2,441    -37,848      2,075       -109      2,629      4,696      1,567
 
Percent of Open Interest Represented by Each Category of Trader
      21.9        6.5        4.8        9.2        7.3       11.2       18.8       39.5       19.1        4.6        1.5        3.9        6.4        6.2
 
Number of Traders in Each Category                                    Total Traders:       274 
        27          5         22         21         24         16         63         73         64         28         18         29
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Traders in Financial Futures - Futures Only Positions as of June 20, 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    49,004
Positions
        61      7,953          0     25,557      1,553          0     11,812     32,358      6,616      4,645        179        230         83        115
 
Changes from:       June 13, 2017                                    Total Change is:     2,611
        61        101          0     -3,874          0          0      1,482     -3,596      5,870     -1,155          1        230         -3          5
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       16.2        0.0       52.2        3.2        0.0       24.1       66.0       13.5        9.5        0.4        0.5        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          .          0          9          .          0          9          8          4          7          .          .
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Traders in Financial Futures - Futures Only Positions as of June 20, 2017                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    14,938
Positions
     3,170      8,286          0     10,383        158        282        534      5,729          0          0          0          0        569        483
 
Changes from:       June 13, 2017                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       55.5        0.0       69.5        1.1        1.9        3.6       38.4        0.0        0.0        0.0        0.0        3.8        3.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          8          .          .          .          6          0          0          0          0
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Updated June 23, 2017