Traders in Financial Futures - Options and Futures Combined 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   148,394
Positions
     4,803     73,966      5,839     49,986      6,276      3,577     21,288      9,464     16,186      9,073        618      2,126     35,516     30,343
 
Changes from:       May 17, 2016                                     Total Change is:     2,552
      -175     -1,433      1,131      6,517        746      1,166     -5,223     -4,455      1,382     -1,186        175        485     -1,544      3,356
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       49.8        3.9       33.7        4.2        2.4       14.3        6.4       10.9        6.1        0.4        1.4       23.9       20.4
 
Number of Traders in Each Category                                    Total Traders:        75 
         .         10          7         11          7          5         17         16         16         10          .          6
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Traders in Financial Futures - Options and Futures Combined 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    55,747
Positions
    24,913      4,073      1,545        977      2,773        117     17,826     22,316      2,860      1,365        480          0      6,144     21,582
 
Changes from:       May 17, 2016                                     Total Change is:     8,185
     6,620     -3,357        528       -466         56          6      2,310      4,951        406        491        480          0     -1,710      5,114
 
Percent of Open Interest Represented by Each Category of Trader
      44.7        7.3        2.8        1.8        5.0        0.2       32.0       40.0        5.1        2.4        0.9        0.0       11.0       38.7
 
Number of Traders in Each Category                                    Total Traders:        45 
         5          .          4          .          4          .         13         16          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   275,678
Positions
   149,322     38,310      7,646      4,001     80,267      7,533     55,737     57,510     27,269      2,495     12,961      2,775     18,901     41,407
 
Changes from:       May 17, 2016                                     Total Change is:     7,633
     1,061        736        450        -49      3,303      1,101      1,369     -3,545      3,291     -1,013      1,182       -850      2,273      1,964
 
Percent of Open Interest Represented by Each Category of Trader
      54.2       13.9        2.8        1.5       29.1        2.7       20.2       20.9        9.9        0.9        4.7        1.0        6.9       15.0
 
Number of Traders in Each Category                                    Total Traders:       109 
         9          7         10          .         25          9         29         28         25          .          5          .
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Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   199,369
Positions
    11,473     28,120     14,468     32,638     44,628      8,779     61,560     37,752     27,341      7,893      3,265      5,125     30,093     29,893
 
Changes from:       May 17, 2016                                     Total Change is:     3,013
     2,731     -9,567      1,974     -2,511      1,105        -55     -2,979      3,377      2,223       -126       -265        908        848      3,315
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       14.1        7.3       16.4       22.4        4.4       30.9       18.9       13.7        4.0        1.6        2.6       15.1       15.0
 
Number of Traders in Each Category                                    Total Traders:       125 
         8          9         12         15         20         16         31         30         23          5          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   430,837
Positions
    67,965     48,388     28,457    121,400     93,996     25,373     42,428     88,899     47,688     32,134     21,717      8,949     56,441     67,369
 
Changes from:       May 17, 2016                                     Total Change is:    14,951
     4,704    -21,084      3,554     -1,843         48      3,660     -4,602     21,307      5,733       -355       -258      1,707      2,394        285
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       11.2        6.6       28.2       21.8        5.9        9.8       20.6       11.1        7.5        5.0        2.1       13.1       15.6
 
Number of Traders in Each Category                                    Total Traders:       224 
        15         12         19         37         35         33         25         52         32         19         27         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   140,201
Positions
    23,746     26,461      8,695     27,892      6,682      4,045     31,660     18,518     12,816        732     33,198      3,887     26,729     25,899
 
Changes from:       May 17, 2016                                     Total Change is:     3,892
    14,865     -5,580       -407     -4,489        255      1,230     -9,604      3,095      1,223       -306      2,093        476        905      1,508
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       18.9        6.2       19.9        4.8        2.9       22.6       13.2        9.1        0.5       23.7        2.8       19.1       18.5
 
Number of Traders in Each Category                                    Total Traders:        87 
         5          8          9          7          8          6         27         21         15          4          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    28,662
Positions
    14,828     23,285        396      3,300          0          0      7,206      2,185        729      1,126      1,015        235        842        817
 
Changes from:       May 17, 2016                                     Total Change is:       428
         0        -44         -4          0          0          0          0       -412        494        -28        100          0        -34        294
 
Percent of Open Interest Represented by Each Category of Trader
      51.7       81.2        1.4       11.5        0.0        0.0       25.1        7.6        2.5        3.9        3.5        0.8        2.9        2.8
 
Number of Traders in Each Category                                    Total Traders:        27 
         .         10          .          .          0          0          7          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   138,575
Positions
    48,082     46,930         11     45,176      5,112        175     21,001     57,603     16,526      3,068      5,012         16      4,520      7,191
 
Changes from:       May 17, 2016                                     Total Change is:     3,396
     3,721     -5,312          1        -54        401        -34        972     10,040     -1,576         24        116         -1        343       -238
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       33.9        0.0       32.6        3.7        0.1       15.2       41.6       11.9        2.2        3.6        0.0        3.3        5.2
 
Number of Traders in Each Category                                    Total Traders:       135 
         6          7          .         11         10          .         22         53         15         11         14          .
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Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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 - Options and Futures Combined 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    60,337
Positions
    13,627     30,379        464      7,103        949        438     27,671     13,010      1,235      1,256      3,169        740      7,805      9,955
 
Changes from:       May 17, 2016                                     Total Change is:     2,449
       -73        914       -199        423     -1,886         35      2,131      2,039       -110        255        837          8        -20        812
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       50.3        0.8       11.8        1.6        0.7       45.9       21.6        2.0        2.1        5.3        1.2       12.9       16.5
 
Number of Traders in Each Category                                    Total Traders:       114 
        14         16          5         10          .          .         39         14         11          6         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   120,674
Positions
    27,253     60,758        928     14,205      1,898        875     55,342     26,019      2,470      2,513      6,337      1,479     15,609     19,909
 
Changes from:       May 17, 2016                                     Total Change is:     4,898
      -146      1,828       -399        846     -3,771         70      4,262      4,078       -221        510      1,673         15        -40      1,624
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       50.3        0.8       11.8        1.6        0.7       45.9       21.6        2.0        2.1        5.3        1.2       12.9       16.5
 
Number of Traders in Each Category                                    Total Traders:       114 
        14         16          5         10          .          .         39         14         11          6         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   877,817
Positions
    81,300     73,706     41,187    279,077    199,243     70,096     96,266    155,178    149,822     25,772     42,889     40,719     93,578    104,977
 
Changes from:       May 17, 2016                                     Total Change is:    27,332
       956      3,466      3,420     10,593      5,483       -368     18,859     16,559     -6,152       -387        945     -3,612      4,023      7,591
 
Percent of Open Interest Represented by Each Category of Trader
       9.3        8.4        4.7       31.8       22.7        8.0       11.0       17.7       17.1        2.9        4.9        4.6       10.7       12.0
 
Number of Traders in Each Category                                    Total Traders:       648 
        35         38         39        118         94         96         80        151        113         57         73         55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   157,738
Positions
    20,155     20,090     15,918     14,274     20,984     13,220      6,655      6,652     40,436      2,384      1,629      9,760     34,935     29,049
 
Changes from:       May 17, 2016                                     Total Change is:    17,083
     5,459       -607      2,803         -4      1,915      2,901        136     -1,260      4,141         86       -676      1,054        506      6,812
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       12.7       10.1        9.0       13.3        8.4        4.2        4.2       25.6        1.5        1.0        6.2       22.1       18.4
 
Number of Traders in Each Category                                    Total Traders:        77 
        10          9         11         11          5          6         13         16         29          8          4          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,600,393
Positions
   363,715    326,069     68,353  1,329,434    896,714    278,957    481,929    776,507    513,057    125,992    215,354    145,740    293,217    379,644
 
Changes from:       May 17, 2016                                     Total Change is:    51,246
   -13,824     29,059     -5,608     52,992     17,841    -16,351     80,895     76,377    -38,745     -3,802      6,668    -21,893     17,582      3,898
 
Percent of Open Interest Represented by Each Category of Trader
      10.1        9.1        1.9       36.9       24.9        7.7       13.4       21.6       14.3        3.5        6.0        4.0        8.1       10.5
 
Number of Traders in Each Category                                    Total Traders:       629 
        34         38         36        116         89         92         80        146        107         52         73         52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    80,630
Positions
     4,310     18,909      1,024     43,001     49,599      2,616     19,748      4,345        217          0        602          0      9,714      3,318
 
Changes from:       May 17, 2016                                     Total Change is:       793
      -111      4,464         22        128     -3,260       -313      1,215        187       -364          0        131          0        216        -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 - Options and Futures Combined 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    46,765
Positions
    11,218      7,633        227     13,285     12,285      1,103     10,817     14,495      2,644      2,040      2,359        382      5,048      5,636
 
Changes from:       May 17, 2016                                     Total Change is:      -871
    -5,567        -84       -129        352     -2,559         47      4,138      1,915       -547         67        314        -48        816        218
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       16.3        0.5       28.4       26.3        2.4       23.1       31.0        5.7        4.4        5.0        0.8       10.8       12.1
 
Number of Traders in Each Category                                    Total Traders:       248 
        26         11          4         41         21         15         47         57         23         19         25          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   233,823
Positions
    56,092     38,166      1,136     66,425     61,423      5,517     54,084     72,473     13,221     10,201     11,797      1,908     25,239     28,180
 
Changes from:       May 17, 2016                                     Total Change is:    -4,355
   -27,837       -418       -645      1,759    -12,797        237     20,690      9,575     -2,734        333      1,572       -238      4,079      1,092
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       16.3        0.5       28.4       26.3        2.4       23.1       31.0        5.7        4.4        5.0        0.8       10.8       12.1
 
Number of Traders in Each Category                                    Total Traders:       248 
        26         11          4         41         21         15         47         57         23         19         25          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   401,864
Positions
   165,780     41,177      2,294    116,806    186,685     15,998     72,131    121,855      6,945      5,382      9,965         83     16,444     16,862
 
Changes from:       May 17, 2016                                     Total Change is:    10,891
     3,171     15,593         24      3,363     -2,507     -3,114      7,016      3,483       -830        199         62         -3      1,066     -1,817
 
Percent of Open Interest Represented by Each Category of Trader
      41.3       10.2        0.6       29.1       46.5        4.0       17.9       30.3        1.7        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         20         10         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - Options and Futures Combined 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. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   608,582
Positions
     6,723     42,850     12,362    178,221    150,210     89,360     75,429     62,001     58,980      5,312     24,873      4,606    177,588    163,340
 
Changes from:       May 17, 2016                                     Total Change is:   -18,670
    -2,046     -3,470     -6,851    -12,817    -15,987      7,167       -956      3,284    -18,059       -780     -2,173     -4,248     19,920     21,668
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        7.0        2.0       29.3       24.7       14.7       12.4       10.2        9.7        0.9        4.1        0.8       29.2       26.8
 
Number of Traders in Each Category                                    Total Traders:       135 
         .         10          8         33         27         34         29         24         33          .          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   633,371
Positions
     2,842     66,130     10,603    334,316    128,975     67,898     39,657    242,444     22,940      7,171     12,254          0    147,944     82,127
 
Changes from:       May 17, 2016                                     Total Change is:    -1,071
     1,185       -420      7,826    -15,318     -6,751       -379     -9,143    -12,850      6,181         69     -1,826          0      8,508      7,148
 
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       23.4       13.0
 
Number of Traders in Each Category                                    Total Traders:        86 
         .          4          .         37         15         28         12         10         15          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,198,701
Positions
    24,636    120,932     26,364    439,497    162,234    126,895    238,110    226,118    145,714     59,840    206,815     10,368    127,277    173,260
 
Changes from:       May 17, 2016                                     Total Change is:    32,691
    -2,657     12,632    -23,225     11,159     -7,671      5,041    -43,019    -32,238     63,991      9,818     -6,014      3,504      8,080     16,672
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       10.1        2.2       36.7       13.5       10.6       19.9       18.9       12.2        5.0       17.3        0.9       10.6       14.5
 
Number of Traders in Each Category                                    Total Traders:       246 
         7         28         20         50         43         52         36         41         39         16         24         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,173,949
Positions
   104,518    196,560    113,659    883,777    853,683    439,390    467,300    531,646    335,668    380,277    145,407     48,375    400,985    509,561
 
Changes from:       May 17, 2016                                     Total Change is:   -84,572
     5,398    -18,295    -34,563    -21,500    -27,903     27,503    -36,109    -33,424    -31,209      3,425    -12,412    -27,052     29,535     72,784
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        6.2        3.6       27.8       26.9       13.8       14.7       16.8       10.6       12.0        4.6        1.5       12.6       16.1
 
Number of Traders in Each Category                                    Total Traders:       345 
        16         33         35         56         74         71         57         59         87         19         30         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   150,894
Positions
    18,760      6,760      2,576     12,346     45,314      1,470     56,600      9,397      4,387      3,088      9,517          5     51,662     71,468
 
Changes from:       May 17, 2016                                     Total Change is:    11,497
     1,031     -7,792      1,655     -3,441      3,232       -332      2,146      5,450       -460      3,088      4,084          5      7,805      5,655
 
Percent of Open Interest Represented by Each Category of Trader
      12.4        4.5        1.7        8.2       30.0        1.0       37.5        6.2        2.9        2.0        6.3        0.0       34.2       47.4
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .          .          6          4          9          4          4          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,913,732
Positions
    61,718    276,300     85,576  1,315,420    572,431    308,169    305,973    659,394    279,279    145,151    211,431     24,907    387,539    496,245
 
Changes from:       May 17, 2016                                     Total Change is:   121,613
     8,596      6,971    -29,344     19,739     21,225        395    -14,964    -72,654     53,709      2,412     -8,034      8,358     72,711    140,986
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        9.5        2.9       45.1       19.6       10.6       10.5       22.6        9.6        5.0        7.3        0.9       13.3       17.0
 
Number of Traders in Each Category                                    Total Traders:       285 
        12         36         26         47         50         58         46         49         59         13         31         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   960,923
Positions
   347,562    139,840    242,915      4,139     26,667     26,761     47,432    179,686    208,805      4,270     32,232     52,290     26,749     51,727
 
Changes from:       May 17, 2016                                     Total Change is:    18,996
   -29,374     14,870      2,170          0    -16,094     15,515     12,239     -9,220     38,620     -8,915     -4,569    -10,958       -301    -11,339
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       14.6       25.3        0.4        2.8        2.8        4.9       18.7       21.7        0.4        3.4        5.4        2.8        5.4
 
Number of Traders in Each Category                                    Total Traders:       131 
        18         29         38          .          8          9         12         43         38          4         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is20,230,863
Positions
 3,484,408  1,168,795  3,511,376    227,356  1,663,617    714,423    502,323  1,037,783  9,223,681    572,528    443,977  1,152,107    842,663  1,315,105
 
Changes from:       May 17, 2016                                     Total Change is:   428,938
   177,370   -174,574     50,968      7,943    -66,037     56,278   -180,271     55,177    605,683    -42,333     46,266   -229,116    -17,585     84,293
 
Percent of Open Interest Represented by Each Category of Trader
      17.2        5.8       17.4        1.1        8.2        3.5        2.5        5.1       45.6        2.8        2.2        5.7        4.2        6.5
 
Number of Traders in Each Category                                    Total Traders:       326 
        39         48         85         14         31         33         57         82        119         23         25         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 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 - Options and Futures Combined 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 - Options and Futures Combined 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    61,676
Positions
       163     25,718         86     14,990      1,077      1,442     13,533     23,368      6,276     17,693      1,183         79      7,414      2,446
 
Changes from:       May 17, 2016                                     Total Change is:    -4,150
       -32         77         12        -24     -1,716        650     -3,501     -2,976        528     -1,440       -350        -43       -299       -333
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       41.7        0.1       24.3        1.7        2.3       21.9       37.9       10.2       28.7        1.9        0.1       12.0        4.0
 
Number of Traders in Each Category                                    Total Traders:       132 
         .          5          .          8          7          .         31         23         20         46          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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