Traders in Financial Futures - Options and Futures Combined 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   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   145,842
Positions
     4,978     75,399      4,708     43,469      5,530      2,411     26,511     13,919     14,805     10,259        443      1,641     37,060     26,986
 
Changes from:       May 10, 2016                                     Total Change is:       282
      -103      2,520        679        503     -1,515       -143     -2,784     -1,372        604       -304        441         32      1,798       -965
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       51.7        3.2       29.8        3.8        1.7       18.2        9.5       10.2        7.0        0.3        1.1       25.4       18.5
 
Number of Traders in Each Category                                    Total Traders:        76 
         .          9          7         11          7          5         16         18         15         10          .          4
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Traders in Financial Futures - Options and Futures Combined 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    47,562
Positions
    18,293      7,430      1,017      1,443      2,717        111     15,516     17,365      2,454        874          0          0      7,854     16,468
 
Changes from:       May 10, 2016                                     Total Change is:     2,026
     3,641     -1,690        -49       -476       -491          0       -361      2,438        110        104          0          0       -943      1,708
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       15.6        2.1        3.0        5.7        0.2       32.6       36.5        5.2        1.8        0.0        0.0       16.5       34.6
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          .          4          .          4          .         15         14          7          .          0          0
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Traders in Financial Futures - Options and Futures Combined 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   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   268,045
Positions
   148,260     37,573      7,197      4,050     76,964      6,432     54,368     61,055     23,978      3,507     11,779      3,624     16,628     39,443
 
Changes from:       May 10, 2016                                     Total Change is:     3,528
       266     -6,580      1,698       -185      1,988        104       -192      1,954        960        379        413        397        101      2,593
 
Percent of Open Interest Represented by Each Category of Trader
      55.3       14.0        2.7        1.5       28.7        2.4       20.3       22.8        8.9        1.3        4.4        1.4        6.2       14.7
 
Number of Traders in Each Category                                    Total Traders:       116 
         9          7         11          .         25          9         28         36         26          4          4          .
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Traders in Financial Futures - Options and Futures Combined 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   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   196,356
Positions
     8,742     37,687     12,494     35,149     43,523      8,834     64,538     34,374     25,118      8,019      3,531      4,217     29,245     26,578
 
Changes from:       May 10, 2016                                     Total Change is:    -5,324
       -61     -2,970        846         22     -1,291        421        520     -1,861      1,435     -5,278        325         -7     -3,221     -2,221
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       19.2        6.4       17.9       22.2        4.5       32.9       17.5       12.8        4.1        1.8        2.1       14.9       13.5
 
Number of Traders in Each Category                                    Total Traders:       126 
         6         10         12         15         19         17         33         30         25          5          8          4
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Traders in Financial Futures - Options and Futures Combined 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   415,886
Positions
    63,261     69,473     24,903    123,243     93,948     21,713     47,030     67,592     41,956     32,490     21,975      7,242     54,048     67,085
 
Changes from:       May 10, 2016                                     Total Change is:     8,937
      -279     -2,027      3,007     -3,504        680      1,494      4,179     -2,987      5,930       -634        280        818     -2,074      1,742
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       16.7        6.0       29.6       22.6        5.2       11.3       16.3       10.1        7.8        5.3        1.7       13.0       16.1
 
Number of Traders in Each Category                                    Total Traders:       227 
        15         12         18         38         35         32         30         51         37         20         24         16
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Traders in Financial Futures - Options and Futures Combined 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
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Traders in Financial Futures - Options and Futures Combined 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   136,309
Positions
     8,881     32,041      9,102     32,381      6,427      2,815     41,264     15,423     11,593      1,038     31,106      3,411     25,824     24,391
 
Changes from:       May 10, 2016                                     Total Change is:   -11,878
       916    -17,056        602     -3,106        419        702     -9,490      2,438        124       -510     -1,275        233     -1,350      1,935
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       23.5        6.7       23.8        4.7        2.1       30.3       11.3        8.5        0.8       22.8        2.5       18.9       17.9
 
Number of Traders in Each Category                                    Total Traders:        87 
         5          8          9          8          8          7         28         18         14          4          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    28,234
Positions
    14,828     23,329        400      3,300          0          0      7,206      2,597        235      1,154        915        235        876        523
 
Changes from:       May 10, 2016                                     Total Change is:       293
         0        106          0          0          0          0        222        184          0         62          0          0          9          3
 
Percent of Open Interest Represented by Each Category of Trader
      52.5       82.6        1.4       11.7        0.0        0.0       25.5        9.2        0.8        4.1        3.2        0.8        3.1        1.9
 
Number of Traders in Each Category                                    Total Traders:        25 
         .         10          .          .          0          0          7          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   135,179
Positions
    44,361     52,241         10     45,230      4,711        209     20,029     47,563     18,102      3,044      4,896         17      4,177      7,429
 
Changes from:       May 10, 2016                                     Total Change is:     5,964
       248     -5,554          1     -1,511       -212       -112      6,029     10,648      1,062        673        -33          6       -431        158
 
Percent of Open Interest Represented by Each Category of Trader
      32.8       38.6        0.0       33.5        3.5        0.2       14.8       35.2       13.4        2.3        3.6        0.0        3.1        5.5
 
Number of Traders in Each Category                                    Total Traders:       130 
         5          8          .         10          9          .         21         53         15         10         11          .
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Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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   :
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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 - Options and Futures Combined 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 - Options and Futures Combined 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   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    57,888
Positions
    13,700     29,465        664      6,680      2,835        403     25,540     10,971      1,345      1,001      2,332        732      7,824      9,142
 
Changes from:       May 10, 2016                                     Total Change is:    -8,875
      -225     -3,393        211     -1,018        154         21     -6,895     -4,737        208       -150     -1,280         47     -1,074       -106
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       50.9        1.1       11.5        4.9        0.7       44.1       19.0        2.3        1.7        4.0        1.3       13.5       15.8
 
Number of Traders in Each Category                                    Total Traders:       105 
        14         16          6         11          4          4         32         14          9          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   115,776
Positions
    27,400     58,930      1,327     13,359      5,669        805     51,080     21,941      2,691      2,002      4,664      1,464     15,649     18,285
 
Changes from:       May 10, 2016                                     Total Change is:   -17,750
      -450     -6,785        422     -2,035        307         42    -13,789     -9,474        416       -301     -2,559         94     -2,148       -212
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       50.9        1.1       11.5        4.9        0.7       44.1       19.0        2.3        1.7        4.0        1.3       13.5       15.8
 
Number of Traders in Each Category                                    Total Traders:       105 
        14         16          6         11          4          4         32         14          9          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   850,484
Positions
    80,345     70,239     37,767    268,484    193,761     70,464     77,407    138,619    155,974     26,159     41,944     44,330     89,555     97,386
 
Changes from:       May 10, 2016                                     Total Change is:   -12,791
     1,414     -2,542       -686      6,373     -1,098     -3,574     -8,411      5,130       -952        874     -4,418     -1,158     -6,670     -3,492
 
Percent of Open Interest Represented by Each Category of Trader
       9.4        8.3        4.4       31.6       22.8        8.3        9.1       16.3       18.3        3.1        4.9        5.2       10.5       11.5
 
Number of Traders in Each Category                                    Total Traders:       664 
        37         40         41        116         95        101         79        150        125         77         68         67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   140,655
Positions
    14,696     20,697     13,115     14,278     19,069     10,319      6,519      7,912     36,295      2,298      2,305      8,706     34,428     22,237
 
Changes from:       May 10, 2016                                     Total Change is:   -15,068
       436     -3,299        939        509     -4,708     -2,952     -1,543       -864     -4,346       -653        632     -1,555     -5,904      1,086
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       14.7        9.3       10.2       13.6        7.3        4.6        5.6       25.8        1.6        1.6        6.2       24.5       15.8
 
Number of Traders in Each Category                                    Total Traders:        85 
         8         10         11         11          5          7         15         18         32          9          7         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,549,147
Positions
   377,538    297,010     73,960  1,276,442    878,873    295,308    401,034    700,130    551,802    129,794    208,685    167,633    275,635    375,745
 
Changes from:       May 10, 2016                                     Total Change is:    11,386
    -3,834     -4,939        601     26,782     15,511       -573    -27,121     37,197      9,743      7,029    -25,858      2,592     -3,834    -22,889
 
Percent of Open Interest Represented by Each Category of Trader
      10.6        8.4        2.1       36.0       24.8        8.3       11.3       19.7       15.5        3.7        5.9        4.7        7.8       10.6
 
Number of Traders in Each Category                                    Total Traders:       641 
        36         39         39        113         91         97         79        145        119         73         64         61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    79,837
Positions
     4,421     14,445      1,002     42,873     52,859      2,929     18,533      4,158        581          0        471          0      9,498      3,392
 
Changes from:       May 10, 2016                                     Total Change is:       -82
      -268       -927        -55      1,737       -147         85       -281        375        -62          0        -43          0     -1,238        692
 
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 - Options and Futures Combined 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    47,636
Positions
    16,786      7,717        356     12,933     14,844      1,056      6,679     12,580      3,191      1,974      2,045        429      4,232      5,418
 
Changes from:       May 10, 2016                                     Total Change is:    -1,535
     2,269       -142         16     -2,024        575        200     -1,891     -2,820        208        118       -101         40       -470        490
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       16.2        0.7       27.2       31.2        2.2       14.0       26.4        6.7        4.1        4.3        0.9        8.9       11.4
 
Number of Traders in Each Category                                    Total Traders:       232 
        26         12          7         36         25         16         34         57         27         17         24          6
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Traders in Financial Futures - Options and Futures Combined 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   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   238,178
Positions
    83,929     38,584      1,781     64,666     74,220      5,280     33,394     62,899     15,955      9,868     10,225      2,146     21,160     27,088
 
Changes from:       May 10, 2016                                     Total Change is:    -7,674
    11,347       -709         78    -10,122      2,876        998     -9,457    -14,099      1,038        591       -506        202     -2,349      2,448
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       16.2        0.7       27.2       31.2        2.2       14.0       26.4        6.7        4.1        4.3        0.9        8.9       11.4
 
Number of Traders in Each Category                                    Total Traders:       232 
        26         12          7         36         25         16         34         57         27         17         24          6
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Traders in Financial Futures - Options and Futures Combined 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   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   390,973
Positions
   162,609     25,584      2,270    113,443    189,192     19,112     65,116    118,372      7,775      5,183      9,902         87     15,379     18,679
 
Changes from:       May 10, 2016                                     Total Change is:     3,381
     5,486      2,031        416     -4,917       -722        258      3,538        104       -932          4         -1         11       -482      2,216
 
Percent of Open Interest Represented by Each Category of Trader
      41.6        6.5        0.6       29.0       48.4        4.9       16.7       30.3        2.0        1.3        2.5        0.0        3.9        4.8
 
Number of Traders in Each Category                                    Total Traders:       262 
        22         12          .         49         53         28         37         64         22          9         16          .
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Traders in Financial Futures - Options and Futures Combined 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   :
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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 - Options and Futures Combined 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   :
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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 - Options and Futures Combined 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   :
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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 - Options and Futures Combined 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 - Options and Futures Combined 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   627,252
Positions
     8,769     46,320     19,213    191,038    166,196     82,193     76,385     58,717     77,040      6,092     27,046      8,854    157,668    141,672
 
Changes from:       May 10, 2016                                     Total Change is:    11,617
     2,539      5,682       -462      9,913     -2,066       -837      4,497     10,427      3,904       -899       -522        780     -7,817     -5,288
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        7.4        3.1       30.5       26.5       13.1       12.2        9.4       12.3        1.0        4.3        1.4       25.1       22.6
 
Number of Traders in Each Category                                    Total Traders:       158 
         4         16         14         37         31         38         29         26         38          5         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   634,442
Positions
     1,657     66,550      2,777    349,634    135,726     68,277     48,800    255,294     16,758      7,102     14,080          0    139,436     74,979
 
Changes from:       May 10, 2016                                     Total Change is:     2,127
     1,657      5,204      1,381     -1,747      7,443     -3,452     -1,158    -10,697      1,248          0          1          0      4,199        999
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       10.5        0.4       55.1       21.4       10.8        7.7       40.2        2.6        1.1        2.2        0.0       22.0       11.8
 
Number of Traders in Each Category                                    Total Traders:        98 
         .          6          .         43         16         29         13         13         16          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,166,010
Positions
    27,293    108,300     49,589    428,338    169,905    121,854    281,129    258,357     81,724     50,022    212,829      6,864    119,197    156,588
 
Changes from:       May 10, 2016                                     Total Change is:    22,979
     8,103    -23,926     30,566    -32,646       -467      6,655      7,297      1,147      4,898       -585     -7,571       -290     -1,020     11,966
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        9.3        4.3       36.7       14.6       10.5       24.1       22.2        7.0        4.3       18.3        0.6       10.2       13.4
 
Number of Traders in Each Category                                    Total Traders:       248 
        12         28         20         51         43         51         37         38         40         17         22          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,258,521
Positions
    99,120    214,855    148,223    905,277    881,585    411,887    503,409    565,070    366,877    376,852    157,819     75,427    371,449    436,777
 
Changes from:       May 10, 2016                                     Total Change is:    32,376
    -7,440     -6,195      6,289     18,226    -64,040     15,973     -2,071     69,970    -16,066    -11,871     13,460     10,318     19,018      2,668
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        6.6        4.5       27.8       27.1       12.6       15.4       17.3       11.3       11.6        4.8        2.3       11.4       13.4
 
Number of Traders in Each Category                                    Total Traders:       377 
        15         42         46         61         76         74         70         56         89         24         33         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   139,397
Positions
    17,729     14,552        921     15,787     42,082      1,802     54,454      3,947      4,847          0      5,433          0     43,857     65,813
 
Changes from:       May 10, 2016                                     Total Change is:    14,807
     1,313      5,489        921      5,354        463       -363      8,570      1,303      1,130     -2,250      2,833          0        132      3,031
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       10.4        0.7       11.3       30.2        1.3       39.1        2.8        3.5        0.0        3.9        0.0       31.5       47.2
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          4          .          4          5          5          8          .          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,792,119
Positions
    53,122    269,329    114,920  1,295,682    551,206    307,774    320,936    732,048    225,569    142,739    219,465     16,549    314,828    355,259
 
Changes from:       May 10, 2016                                     Total Change is:    79,757
     6,523    -26,196     42,504     -3,725    102,787    -26,835     23,297    -58,259     37,187     -2,191      3,116      2,256        741      3,196
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        9.6        4.1       46.4       19.7       11.0       11.5       26.2        8.1        5.1        7.9        0.6       11.3       12.7
 
Number of Traders in Each Category                                    Total Traders:       294 
        12         34         24         51         51         59         41         57         55         13         35         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   941,927
Positions
   376,936    124,970    240,745      4,139     42,761     11,246     35,193    188,906    170,184     13,185     36,801     63,248     27,050     63,066
 
Changes from:       May 10, 2016                                     Total Change is:     7,923
    19,068     -9,370     -3,663          0     10,352         56      5,528     18,683    -18,615     -2,599        490      7,470        678      2,520
 
Percent of Open Interest Represented by Each Category of Trader
      40.0       13.3       25.6        0.4        4.5        1.2        3.7       20.1       18.1        1.4        3.9        6.7        2.9        6.7
 
Number of Traders in Each Category                                    Total Traders:       128 
        16         30         36          .          8          7         11         44         32          6          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is19,801,925
Positions
 3,307,038  1,343,368  3,460,408    219,413  1,729,655    658,145    682,594    982,606  8,617,998    614,860    397,711  1,381,222    860,247  1,230,812
 
Changes from:       May 10, 2016                                     Total Change is:   311,324
    49,573     24,260    -59,770      3,738    -60,664     54,364     -1,563     34,723    373,941      7,533     41,624    -56,642    -59,851    -40,513
 
Percent of Open Interest Represented by Each Category of Trader
      16.7        6.8       17.5        1.1        8.7        3.3        3.4        5.0       43.5        3.1        2.0        7.0        4.3        6.2
 
Number of Traders in Each Category                                    Total Traders:       338 
        35         53         84         11         34         33         59         87        124         22         28         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    65,826
Positions
       195     25,641         74     15,014      2,793        792     17,034     26,344      5,747     19,134      1,533        122      7,713      2,779
 
Changes from:       May 10, 2016                                     Total Change is:    -2,513
      -108       -476         -3       -310       -518         27     -1,738     -2,014        778       -779        206        -25       -355       -487
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       39.0        0.1       22.8        4.2        1.2       25.9       40.0        8.7       29.1        2.3        0.2       11.7        4.2
 
Number of Traders in Each Category                                    Total Traders:       135 
         .          4          .          5          8          .         29         28         19         48          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
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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 - Options and Futures Combined 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