Traders in Financial Futures - Futures Only Positions as of May 24, 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   123,789
Positions
     3,206     72,971         82     50,143      8,209        793     22,569      9,516      3,790      9,876        646        264     33,066     27,518
 
Changes from:       May 17, 2016                                     Total Change is:      -581
     1,367     -2,528         68      6,393      2,294          0     -5,933     -4,163         17       -764        187        190     -1,919      3,354
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       58.9        0.1       40.5        6.6        0.6       18.2        7.7        3.1        8.0        0.5        0.2       26.7       22.2
 
Number of Traders in Each Category                                    Total Traders:        73 
         .         10          .         10          8          .         19         13          9         10          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    52,142
Positions
    24,367      4,680         11        977      2,773        117     18,727     22,051        647      1,365        480          0      5,931     21,383
 
Changes from:       May 17, 2016                                     Total Change is:     7,388
     6,525     -2,986          8       -466         56          6      2,604      4,739        -24        491        480          0     -1,756      5,109
 
Percent of Open Interest Represented by Each Category of Trader
      46.7        9.0        0.0        1.9        5.3        0.2       35.9       42.3        1.2        2.6        0.9        0.0       11.4       41.0
 
Number of Traders in Each Category                                    Total Traders:        45 
         5          .          .          .          4          .         14         15          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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   244,377
Positions
   148,211     37,684      1,265      5,856     79,960      5,345     53,640     58,378     10,355      2,560     13,049        144     17,001     38,197
 
Changes from:       May 17, 2016                                     Total Change is:     5,219
       456      1,570         84      1,748      3,216        -37       -643     -3,862      3,498     -1,308        646       -736      2,157        840
 
Percent of Open Interest Represented by Each Category of Trader
      60.6       15.4        0.5        2.4       32.7        2.2       21.9       23.9        4.2        1.0        5.3        0.1        7.0       15.6
 
Number of Traders in Each Category                                    Total Traders:       105 
         8          8          4          4         24          9         27         27         17          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   159,833
Positions
    11,603     28,222      3,901     32,404     45,085      6,012     65,033     42,602      3,714      8,542      2,649        654     27,970     26,994
 
Changes from:       May 17, 2016                                     Total Change is:       924
     3,957     -9,800        611     -2,357      1,269       -133     -2,461      5,315         92        -28       -217        569        674      3,218
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       17.7        2.4       20.3       28.2        3.8       40.7       26.7        2.3        5.3        1.7        0.4       17.5       16.9
 
Number of Traders in Each Category                                    Total Traders:       118 
         8          8          6         14         18         11         31         30         13          5          4          .
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Traders in Financial Futures - Futures Only Positions as of May 24, 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   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   350,242
Positions
    68,359     40,565      5,313    121,647    102,270     15,464     44,138     92,972      8,847     33,829     21,560      1,498     51,147     61,753
 
Changes from:       May 17, 2016                                     Total Change is:       683
     5,858    -24,960        -67     -1,347      4,504       -434     -4,496     21,796       -272        411          9        311        719       -204
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       11.6        1.5       34.7       29.2        4.4       12.6       26.5        2.5        9.7        6.2        0.4       14.6       17.6
 
Number of Traders in Each Category                                    Total Traders:       217 
        16         11         12         36         36         30         26         49         22         18         23         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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   114,633
Positions
    24,077     26,549      1,062     27,904      9,492      1,056     33,843     17,403      1,692        506     33,367        611     23,882     23,401
 
Changes from:       May 17, 2016                                     Total Change is:       514
    14,524     -6,365        -14     -4,537      2,121        146     -8,970      2,730       -446       -393      1,424        -30        234        948
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       23.2        0.9       24.3        8.3        0.9       29.5       15.2        1.5        0.4       29.1        0.5       20.8       20.4
 
Number of Traders in Each Category                                    Total Traders:        83 
         7          6          .          7          8          4         28         19         10          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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    27,936
Positions
    14,828     22,559        396      3,300          0          0      7,206      2,185        729        400      1,015        235        842        817
 
Changes from:       May 17, 2016                                     Total Change is:       456
         0        -16         -4          0          0          0          0       -412        494          0        100          0        -34        294
 
Percent of Open Interest Represented by Each Category of Trader
      53.1       80.8        1.4       11.8        0.0        0.0       25.8        7.8        2.6        1.4        3.6        0.8        3.0        2.9
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          8          .          .          0          0          7          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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   138,084
Positions
    48,082     46,938          1     45,176      5,112        175     21,059     57,693     16,078      3,084      4,990          0      4,429      7,097
 
Changes from:       May 17, 2016                                     Total Change is:     3,279
     3,721     -5,308          0        -54        401        -34        889      9,964     -1,588         39        111          0        306       -267
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       34.0        0.0       32.7        3.7        0.1       15.3       41.8       11.6        2.2        3.6        0.0        3.2        5.1
 
Number of Traders in Each Category                                    Total Traders:       135 
         6          7          .         11         10          .         22         53         14         12         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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    28,868
Positions
       200     21,713      1,403      5,902        160          0     20,152      3,165        208          0      1,171          0      1,003      1,048
 
Changes from:       May 17, 2016                                     Total Change is:     1,415
         0          0      1,403        150          0          0        -74       -106         11          0          0          0        -75        107
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       75.2        4.9       20.4        0.6        0.0       69.8       11.0        0.7        0.0        4.1        0.0        3.5        3.6
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          .          .          0          8          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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    42,189
Positions
    18,718      9,108         34      1,659     20,221         24     15,705      6,616      1,206      1,372      1,117          0      3,471      3,863
 
Changes from:       May 17, 2016                                     Total Change is:    -1,797
     1,542     -1,657          0       -183        586          0     -2,974       -992        -31        128         47          0       -279        250
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       21.6        0.1        3.9       47.9        0.1       37.2       15.7        2.9        3.3        2.6        0.0        8.2        9.2
 
Number of Traders in Each Category                                    Total Traders:        68 
         4          5          .          4          7          .         25         17          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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    58,780
Positions
    13,766     30,379        171      7,103        949        438     27,766     13,052        539      1,183      3,419         95      7,721      9,740
 
Changes from:       May 17, 2016                                     Total Change is:     2,975
       -90        914        -46        423     -1,886         35      2,256      1,964         79        274      1,047         28         16        841
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       51.7        0.3       12.1        1.6        0.7       47.2       22.2        0.9        2.0        5.8        0.2       13.1       16.6
 
Number of Traders in Each Category                                    Total Traders:       114 
        14         16          4         10          .          .         38         15          7          5         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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   117,560
Positions
    27,532     60,758        341     14,205      1,898        875     55,532     26,103      1,078      2,365      6,838        190     15,442     19,479
 
Changes from:       May 17, 2016                                     Total Change is:     5,949
      -180      1,827        -92        846     -3,771         70      4,512      3,928        157        548      2,093         56         32      1,681
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       51.7        0.3       12.1        1.6        0.7       47.2       22.2        0.9        2.0        5.8        0.2       13.1       16.6
 
Number of Traders in Each Category                                    Total Traders:       114 
        14         16          4         10          .          .         38         15          7          5         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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   673,452
Positions
    82,045     73,187     22,149    280,270    196,937     52,189     97,963    161,735     26,679     25,605     45,855      4,691     81,861     90,029
 
Changes from:       May 17, 2016                                     Total Change is:    29,111
      -850      3,686      1,040     11,505      4,476     -3,160     19,280     17,884     -2,587       -189      1,951       -292      4,364      6,112
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       10.9        3.3       41.6       29.2        7.7       14.5       24.0        4.0        3.8        6.8        0.7       12.2       13.4
 
Number of Traders in Each Category                                    Total Traders:       599 
        34         39         25        117         93         80         77        139         71         39         60         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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    78,663
Positions
    18,434     20,415      5,139     14,353     19,305      2,252      6,170      5,220      1,090      2,203      2,341         53     28,969     22,848
 
Changes from:       May 17, 2016                                     Total Change is:     4,374
     3,521       -300        225        -75        239          4        263     -2,302        941        -61        232        -17       -427      5,352
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       26.0        6.5       18.2       24.5        2.9        7.8        6.6        1.4        2.8        3.0        0.1       36.8       29.0
 
Number of Traders in Each Category                                    Total Traders:        62 
         9          9          5         11          4          4         10         13          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 2,973,946
Positions
   369,025    314,827     34,081  1,335,003    893,579    244,266    492,436    816,047     94,477    126,223    226,786     13,977    264,458    335,906
 
Changes from:       May 17, 2016                                     Total Change is:   123,687
   -14,590     27,195     -3,188     57,918     21,204    -15,839     84,355     90,203     -6,911     -2,025      7,208         13     23,954      3,802
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       10.6        1.1       44.9       30.0        8.2       16.6       27.4        3.2        4.2        7.6        0.5        8.9       11.3
 
Number of Traders in Each Category                                    Total Traders:       591 
        33         39         22        115         89         77         79        137         63         38         60         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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    80,629
Positions
     4,310     18,909      1,024     43,001     49,599      2,616     19,748      4,346        216          0        602          0      9,714      3,317
 
Changes from:       May 17, 2016                                     Total Change is:       793
      -111      4,464         22        128     -3,260       -313      1,215        188       -365          0        131          0        217        -74
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       23.5        1.3       53.3       61.5        3.2       24.5        5.4        0.3        0.0        0.7        0.0       12.0        4.1
 
Number of Traders in Each Category                                    Total Traders:        94 
         .         12          .         35         16         15         19          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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    44,271
Positions
    11,156      7,633        137     13,285     12,285      1,103     10,891     14,550        723      2,033      2,356         23      4,919      5,460
 
Changes from:       May 17, 2016                                     Total Change is:      -484
    -5,610       -123        -64        352     -2,559         47      4,084      2,016       -296         86        278          0        918        217
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       17.2        0.3       30.0       27.7        2.5       24.6       32.9        1.6        4.6        5.3        0.1       11.1       12.3
 
Number of Traders in Each Category                                    Total Traders:       239 
        26         11          .         41         21         15         47         54         13         16         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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   221,353
Positions
    55,782     38,166        685     66,425     61,423      5,517     54,454     72,749      3,615     10,166     11,782        115     24,594     27,301
 
Changes from:       May 17, 2016                                     Total Change is:    -2,422
   -28,051       -617       -320      1,759    -12,797        237     20,418     10,079     -1,482        428      1,392          0      4,589      1,086
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       17.2        0.3       30.0       27.7        2.5       24.6       32.9        1.6        4.6        5.3        0.1       11.1       12.3
 
Number of Traders in Each Category                                    Total Traders:       239 
        26         11          .         41         21         15         47         54         13         16         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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   401,175
Positions
   165,780     41,177      2,294    116,806    186,685     15,998     71,891    121,789      6,608      5,382      9,874         32     16,384     16,718
 
Changes from:       May 17, 2016                                     Total Change is:    10,881
     3,171     15,593         24      3,363     -2,507     -3,114      6,991      3,662     -1,034        199         70          2      1,279     -1,815
 
Percent of Open Interest Represented by Each Category of Trader
      41.3       10.3        0.6       29.1       46.5        4.0       17.9       30.4        1.6        1.3        2.5        0.0        4.1        4.2
 
Number of Traders in Each Category                                    Total Traders:       275 
        20         17          4         51         54         29         42         64         16         10         17          .
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Traders in Financial Futures - Futures Only Positions as of May 24, 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   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    33,222
Positions
       863     12,443         21     16,688        998        119      5,021      3,409         22      4,863      9,430          0      5,625      6,780
 
Changes from:       May 17, 2016                                     Total Change is:     1,066
         0       -177          0        876          0         -8       -876        457         17        789         37          0        268        740
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       37.5        0.1       50.2        3.0        0.4       15.1       10.3        0.1       14.6       28.4        0.0       16.9       20.4
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          6          .         13          .          .          7          9          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    87,836
Positions
    25,920     16,765        922     27,843      1,139          0     15,728      7,256        565      6,128          0        283     10,447     60,906
 
Changes from:       May 17, 2016                                     Total Change is:       636
     1,183     -2,008         38       -141        -10        -14     -3,045        684       -102        206       -283        283      2,228      2,048
 
Percent of Open Interest Represented by Each Category of Trader
      29.5       19.1        1.0       31.7        1.3        0.0       17.9        8.3        0.6        7.0        0.0        0.3       11.9       69.3
 
Number of Traders in Each Category                                    Total Traders:        84 
        16         12          .         13          .          0         20         13          6          7          0          .
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Traders in Financial Futures - Futures Only Positions as of May 24, 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   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   185,265
Positions
     4,011     95,967        744    121,136     61,656     10,545     36,473      6,428      3,400      2,091      2,554          0      6,865      3,971
 
Changes from:       May 17, 2016                                     Total Change is:    -6,492
    -1,494     -5,049        -55     -5,013        -72        317       -801     -1,456        199       -228        -15          0        583       -361
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       51.8        0.4       65.4       33.3        5.7       19.7        3.5        1.8        1.1        1.4        0.0        3.7        2.1
 
Number of Traders in Each Category                                    Total Traders:       121 
         7          9          .         46         24         17         14          9          6          6          6          0
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Traders in Financial Futures - Futures Only Positions as of May 24, 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   :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   617,170
Positions
    39,171    330,154      3,174    305,648    106,941     89,634    129,627     43,762      8,755     22,076     20,533      1,570     17,515     12,647
 
Changes from:       May 17, 2016                                     Total Change is:    -3,733
     3,253     -9,662       -411    -23,969      2,444      5,871     11,489     -3,588        -45       -645        260         -1        725      1,399
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       53.5        0.5       49.5       17.3       14.5       21.0        7.1        1.4        3.6        3.3        0.3        2.8        2.0
 
Number of Traders in Each Category                                    Total Traders:       300 
        20         25          6         88         44         38         39         32         18         33         19          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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   :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   538,679
Positions
     8,429     45,413        940    177,559    150,967     80,312     79,786     62,906     19,502      6,234     25,155        659    165,258    152,825
 
Changes from:       May 17, 2016                                     Total Change is:     4,666
    -4,522      1,981       -508    -15,061    -14,797      7,457      3,178     -2,459     -4,578        395     -4,036       -439     18,744     22,045
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        8.4        0.2       33.0       28.0       14.9       14.8       11.7        3.6        1.2        4.7        0.1       30.7       28.4
 
Number of Traders in Each Category                                    Total Traders:       133 
         4          9          4         32         27         32         32         20         16          .          5          .
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Traders in Financial Futures - Futures Only Positions as of May 24, 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   632,998
Positions
     2,842     66,130     10,603    334,316    128,975     67,898     39,657    242,460     22,909      7,171     12,254          0    147,602     81,769
 
Changes from:       May 17, 2016                                     Total Change is:      -669
     1,185       -420      7,826    -15,318     -6,751       -379     -9,144    -12,833      6,216         69     -1,826          0      8,876      7,498
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       10.4        1.7       52.8       20.4       10.7        6.3       38.3        3.6        1.1        1.9        0.0       23.3       12.9
 
Number of Traders in Each Category                                    Total Traders:        86 
         .          4          .         37         15         28         12         10         14          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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   :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,181,337
Positions
    24,553    121,496     24,887    440,106    157,940    126,115    237,484    227,661    135,765     59,840    208,396      7,400    125,187    171,677
 
Changes from:       May 17, 2016                                     Total Change is:    49,228
    -3,306     12,591    -20,603     12,052     -1,187      5,724    -40,684    -37,040     75,308      9,846     -5,953      3,771      7,120     16,617
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       10.3        2.1       37.3       13.4       10.7       20.1       19.3       11.5        5.1       17.6        0.6       10.6       14.5
 
Number of Traders in Each Category                                    Total Traders:       246 
         6         29         19         51         42         52         34         43         35         16         24         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 2,826,448
Positions
   115,574    197,408     27,795    872,324    869,634    384,391    484,336    540,208    155,597    384,060    140,761     17,899    384,472    492,755
 
Changes from:       May 17, 2016                                     Total Change is:    45,955
     9,130    -18,867     -7,464     11,525     15,888     10,171    -38,410    -47,031     28,612       -987    -10,948      1,093     32,285     74,501
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        7.0        1.0       30.9       30.8       13.6       17.1       19.1        5.5       13.6        5.0        0.6       13.6       17.4
 
Number of Traders in Each Category                                    Total Traders:       339 
        19         30         20         54         76         69         63         51         58         21         24         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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   150,582
Positions
    18,760      6,760      2,576     12,346     45,314      1,470     56,395      9,397      4,387      3,088      9,517          5     51,555     71,156
 
Changes from:       May 17, 2016                                     Total Change is:    11,601
     1,031     -7,792      1,655     -3,441      3,232       -332      1,878      5,450       -260      3,088      4,084          5      7,977      5,559
 
Percent of Open Interest Represented by Each Category of Trader
      12.5        4.5        1.7        8.2       30.1        1.0       37.5        6.2        2.9        2.1        6.3        0.0       34.2       47.3
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .          .          6          4          9          4          4          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 2,722,744
Positions
    67,707    261,317     47,113  1,324,181    567,839    285,567    308,067    695,273    159,773    143,686    211,615      7,763    378,887    486,484
 
Changes from:       May 17, 2016                                     Total Change is:   104,940
    11,438      5,333    -28,209     28,805     20,460    -13,140    -20,886    -70,268     55,613       -471     -8,306      2,036     69,754    141,421
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        9.6        1.7       48.6       20.9       10.5       11.3       25.5        5.9        5.3        7.8        0.3       13.9       17.9
 
Number of Traders in Each Category                                    Total Traders:       282 
        11         36         17         47         49         54         38         57         47         12         31          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   954,886
Positions
   347,562    139,697    242,433      4,139     26,667     26,761     47,432    180,385    205,182      4,270     31,862     52,290     24,817     49,609
 
Changes from:       May 17, 2016                                     Total Change is:    17,468
   -29,374     14,874      1,981          0    -16,094     15,515     12,239     -8,950     37,275     -8,915     -4,779    -10,958       -295    -11,396
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       14.6       25.4        0.4        2.8        2.8        5.0       18.9       21.5        0.4        3.3        5.5        2.6        5.2
 
Number of Traders in Each Category                                    Total Traders:       129 
        18         29         38          .          8          9         12         42         37          4          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 is10,578,685
Positions
 3,346,253  1,070,104  2,220,778    186,879  1,592,708    420,013    862,824  1,280,377  1,970,701    544,511    543,769    235,491    791,235  1,244,744
 
Changes from:       May 17, 2016                                     Total Change is:  -126,544
   252,313   -166,111    -50,581    -16,606    -77,891      6,319   -187,830    191,517   -125,717     61,690     63,584    -38,519    -27,613     70,855
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       10.1       21.0        1.8       15.1        4.0        8.2       12.1       18.6        5.1        5.1        2.2        7.5       11.8
 
Number of Traders in Each Category                                    Total Traders:       285 
        40         45         82          7         28         30         34         86         94         10         22         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    28,321
Positions
     1,020      4,157          0          0     13,347        126     18,534      7,811          0      7,873      2,231        578        190         71
 
Changes from:       May 17, 2016                                     Total Change is:     1,801
        19        411          0          0      1,592          0      1,709         20          0        174        -78       -123         22        -21
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       14.7        0.0        0.0       47.1        0.4       65.4       27.6        0.0       27.8        7.9        2.0        0.7        0.3
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          5          0          0         13          .          5         10          0          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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    31,517
Positions
     5,812      5,564          0        216     11,890        557     23,878      8,500          0      1,000      4,853          4         50        149
 
Changes from:       May 17, 2016                                     Total Change is:     1,464
       -11      1,086          0          1         53         -9      1,698        308          0       -176         56          4        -43        -34
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       17.7        0.0        0.7       37.7        1.8       75.8       27.0        0.0        3.2       15.4        0.0        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          5          0          .          6          .          6          6          0          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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    61,266
Positions
       163     25,688          0     14,990      1,077      1,442     13,499     23,392      6,098     17,715      1,179          0      7,359      2,390
 
Changes from:       May 17, 2016                                     Total Change is:    -4,146
        -5         67          0        -24     -1,716        650     -3,495     -2,952        500     -1,462       -353          0       -310       -342
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       41.9        0.0       24.5        1.8        2.4       22.0       38.2       10.0       28.9        1.9        0.0       12.0        3.9
 
Number of Traders in Each Category                                    Total Traders:       130 
         .          5          0          8          7          .         30         23         19         45          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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   438,355
Positions
   137,763     11,752     11,065    111,414     61,335     39,449     33,825    195,483     63,784      2,673      7,136     17,615     20,767     30,736
 
Changes from:       May 17, 2016                                     Total Change is:   -25,822
    -4,732     -1,753    -13,746      5,696      2,168     -1,208        520     -1,598     -6,440        181      1,192     -1,117     -4,976     -3,320
 
Percent of Open Interest Represented by Each Category of Trader
      31.4        2.7        2.5       25.4       14.0        9.0        7.7       44.6       14.6        0.6        1.6        4.0        4.7        7.0
 
Number of Traders in Each Category                                    Total Traders:       201 
        20          9         18         12         24         11         27         74         53          7         14         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    19,512
Positions
       104      3,119          0     12,169        830      1,180      4,914     13,984        390        260          0          0        495          9
 
Changes from:       May 17, 2016                                     Total Change is:    -3,509
       -13       -414          0     -2,471          0       -113        -56     -2,983          0       -915          0          0         59          1
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       16.0        0.0       62.4        4.3        6.0       25.2       71.7        2.0        1.3        0.0        0.0        2.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0          9          .          .          8          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated May 27, 2016