Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   124,370
Positions
     1,839     75,499         14     43,750      5,915        793     28,502     13,679      3,773     10,640        459         74     34,985     24,164
 
Changes from:       May 10, 2016                                     Total Change is:      -395
       523      2,504          0        401     -1,713       -124     -3,462     -1,320        853       -337        459       -117      1,868       -937
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       60.7        0.0       35.2        4.8        0.6       22.9       11.0        3.0        8.6        0.4        0.1       28.1       19.4
 
Number of Traders in Each Category                                    Total Traders:        74 
         .          9          .         10          8          .         19         14          8         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    44,754
Positions
    17,842      7,666          3      1,443      2,717        111     16,123     17,312        671        874          0          0      7,687     16,274
 
Changes from:       May 10, 2016                                     Total Change is:     2,053
     3,567     -1,514          3       -476       -491          0       -204      2,348         -1        104          0          0       -940      1,708
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       17.1        0.0        3.2        6.1        0.2       36.0       38.7        1.5        2.0        0.0        0.0       17.2       36.4
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          .          .          .          4          .         15         14          5          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   239,158
Positions
   147,755     36,114      1,181      4,108     76,744      5,382     54,283     62,240      6,857      3,868     12,403        880     14,844     37,357
 
Changes from:       May 10, 2016                                     Total Change is:       639
       407     -5,652        164       -417      1,783        -22        -25      1,443        145        559        524       -102        -70      2,356
 
Percent of Open Interest Represented by Each Category of Trader
      61.8       15.1        0.5        1.7       32.1        2.3       22.7       26.0        2.9        1.6        5.2        0.4        6.2       15.6
 
Number of Traders in Each Category                                    Total Traders:       112 
         8          8          5          4         24          9         27         33         16          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   158,909
Positions
     7,646     38,022      3,290     34,761     43,816      6,145     67,494     37,287      3,622      8,570      2,866         85     27,296     23,776
 
Changes from:       May 10, 2016                                     Total Change is:    -6,640
      -625     -2,741        435       -230     -1,175         35      1,645     -1,467        380     -5,294        152          0     -2,986     -2,259
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       23.9        2.1       21.9       27.6        3.9       42.5       23.5        2.3        5.4        1.8        0.1       17.2       15.0
 
Number of Traders in Each Category                                    Total Traders:       118 
         6          9          6         14         18         12         34         28         14          4          5          .
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Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   349,559
Positions
    62,501     65,525      5,380    122,994     97,766     15,898     48,634     71,176      9,119     33,418     21,551      1,187     50,428     61,957
 
Changes from:       May 10, 2016                                     Total Change is:     4,581
      -310     -2,166      2,190     -3,553      2,107        -55      5,608     -3,187      3,250       -387        687        247     -2,409      1,508
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       18.7        1.5       35.2       28.0        4.5       13.9       20.4        2.6        9.6        6.2        0.3       14.4       17.7
 
Number of Traders in Each Category                                    Total Traders:       223 
        16         11         10         38         35         28         33         46         25         20         22         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    28,378
Positions
       769     20,455        582     13,762          0        973        692      2,028          1      1,351          0          0     10,248      4,339
 
Changes from:       May 10, 2016                                     Total Change is:    -1,335
         7     -1,204         22       -398          0        -46         60        -20          0       -699          0          0       -281        -87
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       72.1        2.1       48.5        0.0        3.4        2.4        7.1        0.0        4.8        0.0        0.0       36.1       15.3
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          4          .          9          0          4          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   114,119
Positions
     9,553     32,914      1,076     32,441      7,371        910     42,813     14,673      2,138        899     31,943        641     23,648     22,453
 
Changes from:       May 10, 2016                                     Total Change is:   -12,649
     1,667    -16,816       -105     -3,094        847        301     -9,627      2,422        164       -470     -1,342         73     -1,558      1,807
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       28.8        0.9       28.4        6.5        0.8       37.5       12.9        1.9        0.8       28.0        0.6       20.7       19.7
 
Number of Traders in Each Category                                    Total Traders:        84 
         5          8          4          8          7          4         29         17          9          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    27,480
Positions
    14,828     22,575        400      3,300          0          0      7,206      2,597        235        400        915        235        876        523
 
Changes from:       May 10, 2016                                     Total Change is:       231
         0         44          0          0          0          0        222        184          0          0          0          0          9          3
 
Percent of Open Interest Represented by Each Category of Trader
      54.0       82.2        1.5       12.0        0.0        0.0       26.2        9.5        0.9        1.5        3.3        0.9        3.2        1.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          8          .          .          0          0          7          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   134,805
Positions
    44,361     52,246          1     45,230      4,711        209     20,170     47,729     17,666      3,045      4,879          0      4,123      7,364
 
Changes from:       May 10, 2016                                     Total Change is:     5,894
       248     -5,546          0     -1,511       -212       -112      6,081     10,719        932        663        -38          0       -407        151
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       38.8        0.0       33.6        3.5        0.2       15.0       35.4       13.1        2.3        3.6        0.0        3.1        5.5
 
Number of Traders in Each Category                                    Total Traders:       130 
         5          8          .         10          9          .         22         52         14         11         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    27,453
Positions
       200     21,713          0      5,752        160          0     20,226      3,271        197          0      1,171          0      1,078        941
 
Changes from:       May 10, 2016                                     Total Change is:       -90
         0        121          0          0          0          0       -281       -390        112          0          0          0         79         67
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       79.1        0.0       21.0        0.6        0.0       73.7       11.9        0.7        0.0        4.3        0.0        3.9        3.4
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0          .          .          0          7          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    43,986
Positions
    17,176     10,765         34      1,842     19,635         24     18,679      7,608      1,237      1,244      1,070          0      3,750      3,613
 
Changes from:       May 10, 2016                                     Total Change is:    -1,433
       131     -2,920          3         62          6          0     -1,329      1,206       -162       -273         99          0        135        335
 
Percent of Open Interest Represented by Each Category of Trader
      39.0       24.5        0.1        4.2       44.6        0.1       42.5       17.3        2.8        2.8        2.4        0.0        8.5        8.2
 
Number of Traders in Each Category                                    Total Traders:        71 
         5          5          .          4          7          .         27         18          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     4,480
Positions
     1,103          0          0          0      1,496         23      2,890      1,766          9          0        148          0        455      1,038
 
Changes from:       May 10, 2016                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      24.6        0.0        0.0        0.0       33.4        0.5       64.5       39.4        0.2        0.0        3.3        0.0       10.2       23.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          0          0          0          .          .          8          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    55,806
Positions
    13,856     29,466        217      6,680      2,835        403     25,510     11,088        461        909      2,373         67      7,705      8,899
 
Changes from:       May 10, 2016                                     Total Change is:    -9,254
       -27     -3,392          1     -1,018        154         21     -6,988     -4,705         30       -163     -1,260          2     -1,113       -104
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       52.8        0.4       12.0        5.1        0.7       45.7       19.9        0.8        1.6        4.3        0.1       13.8       15.9
 
Number of Traders in Each Category                                    Total Traders:       105 
        14         16          4         11          4          4         31         15          5          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   111,611
Positions
    27,712     58,931        433     13,359      5,669        805     51,020     22,175        921      1,817      4,745        134     15,410     17,798
 
Changes from:       May 10, 2016                                     Total Change is:   -18,508
       -53     -6,784          2     -2,035        307         42    -13,975     -9,410         59       -326     -2,520          3     -2,225       -207
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       52.8        0.4       12.0        5.1        0.7       45.7       19.9        0.8        1.6        4.3        0.1       13.8       15.9
 
Number of Traders in Each Category                                    Total Traders:       105 
        14         16          4         11          4          4         31         15          5          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   644,341
Positions
    82,895     69,501     21,108    268,765    192,461     55,349     78,683    143,851     29,266     25,794     43,905      4,983     77,497     83,917
 
Changes from:       May 10, 2016                                     Total Change is:    -4,507
     3,587     -2,125     -1,138      6,008      2,226     -1,327     -7,478      4,863      2,169        996     -6,187         14     -7,338     -3,003
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       10.8        3.3       41.7       29.9        8.6       12.2       22.3        4.5        4.0        6.8        0.8       12.0       13.0
 
Number of Traders in Each Category                                    Total Traders:       599 
        37         39         23        113         95         86         75        137         74         42         60         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is    74,289
Positions
    14,913     20,715      4,914     14,428     19,066      2,248      5,907      7,522        149      2,264      2,109         70     29,396     17,496
 
Changes from:       May 10, 2016                                     Total Change is:    -1,492
     2,324     -3,300      1,025        524     -1,629         -4        213        737          0         21         -5         68     -5,663      1,616
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       27.9        6.6       19.4       25.7        3.0        8.0       10.1        0.2        3.0        2.8        0.1       39.6       23.6
 
Number of Traders in Each Category                                    Total Traders:        66 
         7          9          5         11          4          5         12         14          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,850,259
Positions
   383,615    287,632     37,269  1,277,085    872,375    260,105    408,081    725,844    101,388    128,248    219,578     13,964    240,504    332,104
 
Changes from:       May 10, 2016                                     Total Change is:   -15,075
    -2,655     -3,094     -1,844     24,866     16,725     -4,065    -31,239     27,844      3,630      5,783    -30,001     -1,176     -8,375    -23,094
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       10.1        1.3       44.8       30.6        9.1       14.3       25.5        3.6        4.5        7.7        0.5        8.4       11.7
 
Number of Traders in Each Category                                    Total Traders:       590 
        38         37         21        111         91         83         75        137         65         41         59         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    79,836
Positions
     4,421     14,445      1,002     42,873     52,859      2,929     18,533      4,158        581          0        471          0      9,497      3,391
 
Changes from:       May 10, 2016                                     Total Change is:       -83
      -268       -927        -55      1,737       -147         85       -281        375        -62          0        -43          0     -1,239        691
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       18.1        1.3       53.7       66.2        3.7       23.2        5.2        0.7        0.0        0.6        0.0       11.9        4.2
 
Number of Traders in Each Category                                    Total Traders:        91 
         .         10          .         37         16         17         16          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    44,755
Positions
    16,767      7,757        201     12,933     14,844      1,056      6,807     12,534      1,019      1,948      2,078         23      4,001      5,243
 
Changes from:       May 10, 2016                                     Total Change is:    -1,856
     2,258       -132         30     -2,020        575        200     -1,878     -2,970        -11         95        -27          0       -529        478
 
Percent of Open Interest Represented by Each Category of Trader
      37.5       17.3        0.4       28.9       33.2        2.4       15.2       28.0        2.3        4.4        4.6        0.1        8.9       11.7
 
Number of Traders in Each Category                                    Total Traders:       222 
        26         12          5         36         25         16         36         53         15         13         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   223,775
Positions
    83,833     38,783      1,005     64,666     74,220      5,280     34,036     62,670      5,097      9,738     10,390        115     20,005     26,215
 
Changes from:       May 10, 2016                                     Total Change is:    -9,282
    11,290       -658        149    -10,100      2,876        998     -9,392    -14,851        -54        474       -133          0     -2,647      2,391
 
Percent of Open Interest Represented by Each Category of Trader
      37.5       17.3        0.4       28.9       33.2        2.4       15.2       28.0        2.3        4.4        4.6        0.1        8.9       11.7
 
Number of Traders in Each Category                                    Total Traders:       222 
        26         12          5         36         25         16         36         53         15         13         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   390,294
Positions
   162,609     25,584      2,270    113,443    189,192     19,112     64,900    118,127      7,642      5,183      9,804         30     15,105     18,533
 
Changes from:       May 10, 2016                                     Total Change is:     3,356
     5,486      2,031        416     -4,917       -722        258      3,505        -50       -830          4         22          1       -567      2,230
 
Percent of Open Interest Represented by Each Category of Trader
      41.7        6.6        0.6       29.1       48.5        4.9       16.6       30.3        2.0        1.3        2.5        0.0        3.9        4.7
 
Number of Traders in Each Category                                    Total Traders:       262 
        22         12          .         49         53         28         37         64         18          9         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    32,156
Positions
       863     12,620         21     15,812        998        127      5,897      2,952          5      4,074      9,393          0      5,357      6,040
 
Changes from:       May 10, 2016                                     Total Change is:    -1,937
        57       -301          0        -51          0          4       -293     -1,011          5       -726        -15          0       -933       -619
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       39.2        0.1       49.2        3.1        0.4       18.3        9.2        0.0       12.7       29.2        0.0       16.7       18.8
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          6          .         12          .          .          8          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    87,200
Positions
    24,737     18,773        884     27,984      1,149         14     18,773      6,572        667      5,922        283          0      8,219     58,858
 
Changes from:       May 10, 2016                                     Total Change is:    -5,958
    -2,585      1,224       -208     -1,825         -5         14     -1,418     -1,426        324       -238          0          0        -22     -5,881
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       21.5        1.0       32.1        1.3        0.0       21.5        7.5        0.8        6.8        0.3        0.0        9.4       67.5
 
Number of Traders in Each Category                                    Total Traders:        87 
        17         13          .         14          .          .         20         14          5          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   191,757
Positions
     5,505    101,016        799    126,149     61,728     10,228     37,274      7,884      3,201      2,319      2,569          0      6,282      4,332
 
Changes from:       May 10, 2016                                     Total Change is:    -3,367
    -1,906     -3,780        -10      4,423       -779     -1,298     -3,869      2,970         62       -275       -201        -11       -483       -320
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       52.7        0.4       65.8       32.2        5.3       19.4        4.1        1.7        1.2        1.3        0.0        3.3        2.3
 
Number of Traders in Each Category                                    Total Traders:       125 
         7         11          .         45         23         16         16         10          5          7          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   620,903
Positions
    35,918    339,816      3,585    329,617    104,497     83,763    118,138     47,350      8,800     22,721     20,273      1,571     16,790     11,248
 
Changes from:       May 10, 2016                                     Total Change is:    -3,422
       236     -5,082        231      1,967      4,623      2,472    -10,275     -5,635      2,034         10        711          1        -98     -2,777
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       54.7        0.6       53.1       16.8       13.5       19.0        7.6        1.4        3.7        3.3        0.3        2.7        1.8
 
Number of Traders in Each Category                                    Total Traders:       304 
        20         24          7         93         42         38         41         32         18         34         18          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   534,013
Positions
    12,951     43,432      1,448    192,620    165,764     72,855     76,608     65,365     24,080      5,839     29,191      1,098    146,514    130,780
 
Changes from:       May 10, 2016                                     Total Change is:    13,588
     3,871      4,336     -1,063      9,485      1,631     -1,201      4,853      7,017      2,155       -987        735        532     -4,057       -554
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        8.1        0.3       36.1       31.0       13.6       14.3       12.2        4.5        1.1        5.5        0.2       27.4       24.5
 
Number of Traders in Each Category                                    Total Traders:       154 
         8         12          5         38         28         34         26         28         25          5          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   633,667
Positions
     1,657     66,550      2,777    349,634    135,726     68,277     48,801    255,293     16,693      7,102     14,080          0    138,726     74,271
 
Changes from:       May 10, 2016                                     Total Change is:     2,217
     1,657      5,204      1,381     -1,747      7,443     -3,452     -1,171    -10,702      1,261          0          1          0      4,288      1,081
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       10.5        0.4       55.2       21.4       10.8        7.7       40.3        2.6        1.1        2.2        0.0       21.9       11.7
 
Number of Traders in Each Category                                    Total Traders:        98 
         .          6          .         43         16         29         13         13         16          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,132,109
Positions
    27,859    108,905     45,490    428,054    159,127    120,391    278,168    264,701     60,457     49,994    214,349      3,629    118,067    155,060
 
Changes from:       May 10, 2016                                     Total Change is:    16,281
     8,408    -24,597     29,746    -32,303     -7,631      8,766        334      4,037      2,400       -508     -7,887         19       -581     11,428
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        9.6        4.0       37.8       14.1       10.6       24.6       23.4        5.3        4.4       18.9        0.3       10.4       13.7
 
Number of Traders in Each Category                                    Total Traders:       246 
        10         29         13         51         42         50         35         40         35         16         23          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,780,493
Positions
   106,444    216,275     35,259    860,799    853,746    374,220    522,746    587,239    126,985    385,047    151,709     16,806    352,187    418,254
 
Changes from:       May 10, 2016                                     Total Change is:    24,384
   -18,694        -50      8,828     11,877    -74,161     20,346     -6,198     71,650    -13,837     -3,578       -870      8,282     17,358      4,196
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        7.8        1.3       31.0       30.7       13.5       18.8       21.1        4.6       13.8        5.5        0.6       12.7       15.0
 
Number of Traders in Each Category                                    Total Traders:       365 
        22         35         20         59         78         67         63         60         60         19         29         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   138,981
Positions
    17,729     14,552        921     15,787     42,082      1,802     54,517      3,947      4,647          0      5,433          0     43,578     65,597
 
Changes from:       May 10, 2016                                     Total Change is:    14,591
     1,313      5,489        921      5,354        463       -363      8,433      1,303      1,130     -2,250      2,833          0         53      2,815
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       10.5        0.7       11.4       30.3        1.3       39.2        2.8        3.3        0.0        3.9        0.0       31.4       47.2
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          4          .          4          5          5          8          .          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,617,804
Positions
    56,269    255,984     75,322  1,295,376    547,379    298,707    328,953    765,541    104,160    144,157    219,921      5,727    309,133    345,063
 
Changes from:       May 10, 2016                                     Total Change is:    43,176
     9,831    -27,550     32,838    -15,729     99,413    -17,767     25,079    -56,442      8,238     -1,103      2,231        812        977      1,403
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        9.8        2.9       49.5       20.9       11.4       12.6       29.2        4.0        5.5        8.4        0.2       11.8       13.2
 
Number of Traders in Each Category                                    Total Traders:       290 
        10         36         13         51         51         53         32         64         41         14         32          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   937,418
Positions
   376,936    124,823    240,452      4,139     42,761     11,246     35,193    189,335    167,907     13,185     36,641     63,248     25,112     61,005
 
Changes from:       May 10, 2016                                     Total Change is:     6,177
    19,068     -9,517     -3,956          0     10,352         56      5,528     18,861    -19,972     -2,599        430      7,470        582      2,453
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       13.3       25.7        0.4        4.6        1.2        3.8       20.2       17.9        1.4        3.9        6.7        2.7        6.5
 
Number of Traders in Each Category                                    Total Traders:       126 
        16         30         36          .          8          7         11         43         31          6          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is10,705,229
Positions
 3,093,940  1,236,215  2,271,359    203,485  1,670,599    413,694  1,050,654  1,088,860  2,096,418    482,821    480,185    274,010    818,848  1,173,889
 
Changes from:       May 10, 2016                                     Total Change is:   -44,985
    58,578     -9,876    -70,018     -2,422    -30,267     21,564    -95,875    -83,165    130,838    -43,119     28,654     10,351    -54,882    -43,066
 
Percent of Open Interest Represented by Each Category of Trader
      28.9       11.5       21.2        1.9       15.6        3.9        9.8       10.2       19.6        4.5        4.5        2.6        7.6       11.0
 
Number of Traders in Each Category                                    Total Traders:       298 
        35         53         81          6         30         30         38         89         98          6         25         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    26,520
Positions
     1,001      3,746          0          0     11,755        126     16,825      7,791          0      7,699      2,309        701        168         92
 
Changes from:       May 10, 2016                                     Total Change is:     1,404
      -263      1,537          0          0       -175        -23      1,167        179          0        499       -155         40        -16          1
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       14.1        0.0        0.0       44.3        0.5       63.4       29.4        0.0       29.0        8.7        2.6        0.6        0.3
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          5          0          0         13          .          5         10          0          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    30,053
Positions
     5,823      4,478          0        215     11,837        566     22,180      8,192          0      1,176      4,797          0         93        183
 
Changes from:       May 10, 2016                                     Total Change is:       380
    -1,631      2,033          0          0        -76          0      1,922     -1,360          0         76       -233          0         13         16
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       14.9        0.0        0.7       39.4        1.9       73.8       27.3        0.0        3.9       16.0        0.0        0.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          4          0          .          6          .          7          5          0          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    65,412
Positions
       168     25,621          0     15,014      2,793        792     16,994     26,344      5,598     19,177      1,532          0      7,669      2,732
 
Changes from:       May 10, 2016                                     Total Change is:    -2,429
      -121       -496          0       -310       -518         27     -1,851     -2,014        849       -673        223          0       -350       -500
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       39.2        0.0       23.0        4.3        1.2       26.0       40.3        8.6       29.3        2.3        0.0       11.7        4.2
 
Number of Traders in Each Category                                    Total Traders:       132 
         .          5          0          5          8          .         28         28         19         46          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   464,177
Positions
   142,495     13,505     24,811    105,718     59,167     40,657     33,305    197,081     70,224      2,492      5,944     18,732     25,743     34,056
 
Changes from:       May 10, 2016                                     Total Change is:       680
     8,993     -1,362      2,846      3,136     -4,059     -2,734    -10,438        921     -3,735     -1,603      2,616        154      4,061      6,033
 
Percent of Open Interest Represented by Each Category of Trader
      30.7        2.9        5.3       22.8       12.7        8.8        7.2       42.5       15.1        0.5        1.3        4.0        5.5        7.3
 
Number of Traders in Each Category                                    Total Traders:       210 
        18         13         20         11         22         12         31         78         62          7         15         17
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Traders in Financial Futures - Futures Only Positions as of May 17, 2016                                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    23,021
Positions
       117      3,533          0     14,640        830      1,293      4,970     16,967        390      1,175          0          0        436          8
 
Changes from:       May 10, 2016                                     Total Change is:      -161
      -891        498          0        566          0          4       -147       -615          0          0          0          0        307        -48
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       15.3        0.0       63.6        3.6        5.6       21.6       73.7        1.7        5.1        0.0        0.0        1.9        0.0
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0         10          .          .          9          8          .          .          0          0
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Updated May 20, 2016