Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   121,699
Positions
    24,506     14,796        110     27,734      8,885        836     18,157     57,086      4,025     21,564      2,970         95     24,672     32,896
 
Changes from:       March 21, 2017                                   Total Change is:     2,576
     6,492         62          4      1,124     -1,050         37     -4,060      4,073       -588       -317         -9        -26        -90         73
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       12.2        0.1       22.8        7.3        0.7       14.9       46.9        3.3       17.7        2.4        0.1       20.3       27.0
 
Number of Traders in Each Category                                    Total Traders:        90 
         7          .          4         10          7          4         22         28         16         10          .          .
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Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    42,124
Positions
    13,717      3,476          0      2,771      1,818          0      9,004     21,347        540      5,472        912          0     10,620     14,031
 
Changes from:       March 21, 2017                                   Total Change is:      -489
    -3,743      3,476          0        793         31          0        143       -631       -775        209        493          0      2,884     -3,083
 
Percent of Open Interest Represented by Each Category of Trader
      32.6        8.3        0.0        6.6        4.3        0.0       21.4       50.7        1.3       13.0        2.2        0.0       25.2       33.3
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          .          0          4          .          0          9         18          6          .          .          0
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Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   246,985
Positions
   136,402     22,779        371     10,488     83,443      5,521     35,183     83,462      5,811     26,182     11,440      1,298     25,729     32,860
 
Changes from:       March 21, 2017                                   Total Change is:    -5,495
    -9,528     17,520        -14        109     -5,118      1,136      4,439    -12,929       -592     -1,031       -588          0        -14     -4,910
 
Percent of Open Interest Represented by Each Category of Trader
      55.2        9.2        0.2        4.2       33.8        2.2       14.2       33.8        2.4       10.6        4.6        0.5       10.4       13.3
 
Number of Traders in Each Category                                    Total Traders:       118 
         9          6          4          8         25         10         20         42         20          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   197,542
Positions
    73,385     39,605      2,166     25,703     52,674      5,348     38,983     49,827      3,191     23,634      1,951      1,554     23,578     41,226
 
Changes from:       March 21, 2017                                   Total Change is:     5,916
   -10,554     20,278      1,492      1,157     -2,519        168      8,165    -13,809        108        337         -5        240      4,803        -37
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       20.0        1.1       13.0       26.7        2.7       19.7       25.2        1.6       12.0        1.0        0.8       11.9       20.9
 
Number of Traders in Each Category                                    Total Traders:       125 
         7         12          .         14         17          5         34         31         17          6          4          .
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Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   408,853
Positions
    80,570     82,293      2,046    161,733     90,622     10,379     55,749    115,668      6,525     30,353     41,813      2,578     58,920     56,929
 
Changes from:       March 21, 2017                                   Total Change is:     2,136
     1,340     16,491        276     -2,047     -5,945        937      2,816     -6,168       -352        -52     -3,898        775     -1,557         20
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       20.1        0.5       39.6       22.2        2.5       13.6       28.3        1.6        7.4       10.2        0.6       14.4       13.9
 
Number of Traders in Each Category                                    Total Traders:       241 
        14         18         10         50         32         34         30         47         21         29         21          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    35,416
Positions
       752     24,950          1     18,936          0        422      1,971      1,940        219      1,142      3,351          0     11,973      4,533
 
Changes from:       March 21, 2017                                   Total Change is:       691
         0      1,093          0        668          0        -22        175         88          5          0          0          0       -135       -473
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       70.4        0.0       53.5        0.0        1.2        5.6        5.5        0.6        3.2        9.5        0.0       33.8       12.8
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          5          .         12          0          5          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   134,422
Positions
     3,296     75,294        297     30,506      7,780      1,665     67,042     13,946      1,163      1,382     10,290          0     29,071     23,987
 
Changes from:       March 21, 2017                                   Total Change is:       418
       607     10,854        278      3,356     -3,377        456        945     -6,397     -1,744        161     -1,655       -502     -3,139      2,505
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       56.0        0.2       22.7        5.8        1.2       49.9       10.4        0.9        1.0        7.7        0.0       21.6       17.8
 
Number of Traders in Each Category                                    Total Traders:        93 
         5          8          .          9          8          5         31         18         11          4         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    29,405
Positions
       711     24,779        398      5,196          0          0     20,950      3,236          0        765        217          0      1,385        775
 
Changes from:       March 21, 2017                                   Total Change is:     1,142
      -540         30        121        499          0          0      1,082        856          0        -78        100          0         58         35
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       84.3        1.4       17.7        0.0        0.0       71.2       11.0        0.0        2.6        0.7        0.0        4.7        2.6
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          6          .          .          0          0         11          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   191,438
Positions
    49,475    114,637          0     61,200      2,821         68     67,163     58,802      1,289      2,802     10,928         18      9,423      2,875
 
Changes from:       March 21, 2017                                   Total Change is:    14,674
         0     11,880          0         72       -233        -26     14,314      4,369       -274       -554        295          0      1,142     -1,337
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       59.9        0.0       32.0        1.5        0.0       35.1       30.7        0.7        1.5        5.7        0.0        4.9        1.5
 
Number of Traders in Each Category                                    Total Traders:       139 
         .         13          0         13          5          .         46         30          9         13         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    28,988
Positions
       115     22,756        724      7,122          0          0     18,045      2,921        678          0        890          0      2,304      1,019
 
Changes from:       March 21, 2017                                   Total Change is:       767
        12        743        337         54          0          0       -203       -372        199          0       -484          0        368        344
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       78.5        2.5       24.6        0.0        0.0       62.2       10.1        2.3        0.0        3.1        0.0        7.9        3.5
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          .          .          4          0          0         10          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    37,949
Positions
    17,775      1,904          2      1,729     15,894          0     14,112     14,313        492        592      1,357          0      3,247      3,987
 
Changes from:       March 21, 2017                                   Total Change is:        51
     3,316        106          1        107        102          0     -1,869      1,270     -1,836        207        433          0        125        -25
 
Percent of Open Interest Represented by Each Category of Trader
      46.8        5.0        0.0        4.6       41.9        0.0       37.2       37.7        1.3        1.6        3.6        0.0        8.6       10.5
 
Number of Traders in Each Category                                    Total Traders:        68 
         9          4          .          4          5          0         16         21          7          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    27,047
Positions
    11,452      1,373     10,703        919        245          0      2,746     13,335         72          0        300          0      1,155      1,019
 
Changes from:       March 21, 2017                                   Total Change is:        30
       107        -21         23        145        -30          0       -174       -299          0          0        200          0        -71        157
 
Percent of Open Interest Represented by Each Category of Trader
      42.3        5.1       39.6        3.4        0.9        0.0       10.2       49.3        0.3        0.0        1.1        0.0        4.3        3.8
 
Number of Traders in Each Category                                    Total Traders:        27 
         5          .          .          .          .          0          8          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    67,117
Positions
     6,234     46,137      1,689     11,276        514        742     32,327      4,370      2,991      1,946      3,454         10      9,904      7,212
 
Changes from:       March 21, 2017                                   Total Change is:       417
       -64       -344        -70        515       -347         49        819        878       -693        155      1,207          9       -304       -274
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       68.7        2.5       16.8        0.8        1.1       48.2        6.5        4.5        2.9        5.1        0.0       14.8       10.7
 
Number of Traders in Each Category                                    Total Traders:       123 
        11         23          .         13          .          4         42         13          9          9          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   134,234
Positions
    12,468     92,274      3,378     22,552      1,027      1,483     64,653      8,740      5,981      3,891      6,908         20     19,808     14,423
 
Changes from:       March 21, 2017                                   Total Change is:       833
      -127       -687       -139      1,029       -693         97      1,638      1,756     -1,385        310      2,414         18       -608       -548
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       68.7        2.5       16.8        0.8        1.1       48.2        6.5        4.5        2.9        5.1        0.0       14.8       10.7
 
Number of Traders in Each Category                                    Total Traders:       123 
        11         23          .         13          .          4         42         13          9          9          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   634,041
Positions
    44,192    115,894      7,343    315,451    183,859     62,707     77,849    125,222     22,916     20,916     41,641      3,051     79,615     71,407
 
Changes from:       March 21, 2017                                   Total Change is:    11,256
    -2,573     12,957      1,467      1,755     -3,560     -1,060      5,227     -2,851      4,510     -1,267        980        133      3,066     -1,318
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       18.3        1.2       49.8       29.0        9.9       12.3       19.7        3.6        3.3        6.6        0.5       12.6       11.3
 
Number of Traders in Each Category                                    Total Traders:       606 
        32         36         19        126         84         88         86        138         79         45         58         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is    57,078
Positions
         0     14,298      3,000     19,219     16,924        783      4,669      6,865          0      2,524         36          0     26,883     15,172
 
Changes from:       March 21, 2017                                   Total Change is:     7,887
    -1,000      7,097      1,000      1,005        206       -146      2,264        395          0        -16       -154          0      4,780       -511
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       25.0        5.3       33.7       29.7        1.4        8.2       12.0        0.0        4.4        0.1        0.0       47.1       26.6
 
Number of Traders in Each Category                                    Total Traders:        46 
         0          9          .          8          .          .          8         14          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,884,815
Positions
   222,952    509,972     19,724  1,485,396    838,911    305,388    393,863    619,748     86,616     91,959    208,026     15,257    263,660    281,173
 
Changes from:       March 21, 2017                                   Total Change is:    16,847
    -7,675     29,492      2,144      3,949    -18,632     -4,770     28,643     -2,405      8,721     -6,257      5,670        663     -8,571     -4,036
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       17.7        0.7       51.5       29.1       10.6       13.7       21.5        3.0        3.2        7.2        0.5        9.1        9.7
 
Number of Traders in Each Category                                    Total Traders:       599 
        34         34         18        125         83         86         86        136         71         44         56         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    90,721
Positions
     2,054     41,497        714     46,864     38,379      3,376     23,154      2,179        222      1,886        564          0     12,451      3,790
 
Changes from:       March 21, 2017                                   Total Change is:    -1,730
      -576        -59          0       -460        358        -77        457       -576     -1,311         40          0          0        197        -65
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       45.7        0.8       51.7       42.3        3.7       25.5        2.4        0.2        2.1        0.6        0.0       13.7        4.2
 
Number of Traders in Each Category                                    Total Traders:        81 
         4          9          .         31         15         14         16          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    47,894
Positions
     2,589     16,507        292     15,535      4,718      1,081     19,961     15,151        564      1,526      3,706         33      6,313      5,843
 
Changes from:       March 21, 2017                                   Total Change is:       166
        70      1,360        -27        664       -818       -228      1,191        -85       -651       -523        384       -174       -157        404
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       34.5        0.6       32.4        9.9        2.3       41.7       31.6        1.2        3.2        7.7        0.1       13.2       12.2
 
Number of Traders in Each Category                                    Total Traders:       238 
        13         25          6         41         18         12         55         53         15         15         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   239,468
Positions
    12,945     82,534      1,458     77,676     23,589      5,403     99,805     75,754      2,818      7,631     18,530        165     31,567     29,217
 
Changes from:       March 21, 2017                                   Total Change is:       832
       352      6,800       -133      3,320     -4,089     -1,140      5,956       -425     -3,253     -2,617      1,920       -869       -784      2,021
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       34.5        0.6       32.4        9.9        2.3       41.7       31.6        1.2        3.2        7.7        0.1       13.2       12.2
 
Number of Traders in Each Category                                    Total Traders:       238 
        13         25          6         41         18         12         55         53         15         15         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   544,306
Positions
    46,219    112,865      3,817    262,127    156,620     34,211    147,155    185,526     11,400     13,578     18,781      1,107     24,692     19,979
 
Changes from:       March 21, 2017                                   Total Change is:    -5,520
       655     -1,738        558      2,576     18,130     -5,319        242    -11,713     -2,884        544      1,611        286     -2,178     -4,451
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       20.7        0.7       48.2       28.8        6.3       27.0       34.1        2.1        2.5        3.5        0.2        4.5        3.7
 
Number of Traders in Each Category                                    Total Traders:       331 
        21         20          5         84         44         32         51         72         21         19         20          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    35,387
Positions
       831     18,544          0     15,429        490         34      3,594      5,005          0      6,740      3,031          0      8,759      8,283
 
Changes from:       March 21, 2017                                   Total Change is:     2,041
      -281        596          0       -178          0        -10      1,804        949          0      1,273        326          0       -567        180
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       52.4        0.0       43.6        1.4        0.1       10.2       14.1        0.0       19.0        8.6        0.0       24.8       23.4
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          6          0         17          .          .          .          9          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    58,830
Positions
     8,900      8,042        260     12,907      7,736      2,044     20,831      9,719        340      2,729      2,203          0     10,819     28,486
 
Changes from:       March 21, 2017                                   Total Change is:     1,920
       878      2,329        129      2,499       -384       -154     -3,030        712        305        788        579          0        505     -1,596
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       13.7        0.4       21.9       13.1        3.5       35.4       16.5        0.6        4.6        3.7        0.0       18.4       48.4
 
Number of Traders in Each Category                                    Total Traders:        75 
         7          9          .         15          6          7         23          7          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   279,150
Positions
    23,052    184,186      1,820    170,710     61,882     13,632     56,457      9,913      2,699      1,577      1,007        170      9,033      3,841
 
Changes from:       March 21, 2017                                   Total Change is:     8,137
     3,872     41,601        240      2,770        228       -213      1,654      2,325        -61       -254        -23          0        129    -35,960
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       66.0        0.7       61.2       22.2        4.9       20.2        3.6        1.0        0.6        0.4        0.1        3.2        1.4
 
Number of Traders in Each Category                                    Total Traders:       133 
         7         11          4         48         24         21         27          9          9          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   909,851
Positions
    27,173    702,955      7,022    537,942     76,664     53,745    200,501     34,649     12,508     44,570     13,927        918     25,472      7,463
 
Changes from:       March 21, 2017                                   Total Change is:    16,967
   -10,143     15,665      1,304     23,371      1,114     -2,281      3,944      5,650       -358      1,954       -267       -118       -706     -3,742
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       77.3        0.8       59.1        8.4        5.9       22.0        3.8        1.4        4.9        1.5        0.1        2.8        0.8
 
Number of Traders in Each Category                                    Total Traders:       330 
        19         21          7        110         30         43         62         22         17         50         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   624,686
Positions
     7,092     32,365      5,510    283,296    153,870    110,891     61,294    124,847      9,603     12,094     22,769      2,576    132,330    162,255
 
Changes from:       March 21, 2017                                   Total Change is:    -8,477
    -1,584     10,488     -1,136      7,018     -1,696     -2,281    -10,785     -7,235       -243      2,406     -2,370       -255     -1,617     -3,749
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        5.2        0.9       45.4       24.6       17.8        9.8       20.0        1.5        1.9        3.6        0.4       21.2       26.0
 
Number of Traders in Each Category                                    Total Traders:       145 
         .         13          .         38         26         30         27         22         16          9          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   704,439
Positions
     4,389    148,904      1,289    397,586     47,471     92,295     46,921    279,769     13,842     29,571     12,976        341    118,205    107,552
 
Changes from:       March 21, 2017                                   Total Change is:    -8,130
       276      4,303       -548    -10,078     -1,660      2,773      2,585     -6,205     -2,720       -223          0          0       -195     -4,073
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       21.1        0.2       56.4        6.7       13.1        6.7       39.7        2.0        4.2        1.8        0.0       16.8       15.3
 
Number of Traders in Each Category                                    Total Traders:        98 
         .         11          .         46          7         27          9         20         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,370,246
Positions
    36,549    178,623      8,685    476,073    272,534    154,406    392,112    252,321     32,012    159,990    316,433      3,389    107,030    151,843
 
Changes from:       March 21, 2017                                   Total Change is:   -81,745
   -22,107     33,382      1,462     38,709     12,825    -31,726    -27,043    -41,358    -38,652     -1,729     -5,480      1,130     -1,789    -13,328
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       13.0        0.6       34.7       19.9       11.3       28.6       18.4        2.3       11.7       23.1        0.2        7.8       11.1
 
Number of Traders in Each Category                                    Total Traders:       280 
        10         33         11         60         36         45         41         45         28         18         37          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,034,001
Positions
   111,461    153,346     38,180  1,227,666    941,371    374,582    508,640    693,696     78,462    344,633    208,825     13,375    337,002    532,164
 
Changes from:       March 21, 2017                                   Total Change is:   -35,673
     5,122    -44,576      7,511    -54,947     15,689     11,591     48,864    -16,459     -1,591    -66,915      9,139     -4,705     19,397    -12,272
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        5.1        1.3       40.5       31.0       12.3       16.8       22.9        2.6       11.4        6.9        0.4       11.1       17.5
 
Number of Traders in Each Category                                    Total Traders:       386 
        22         38         12         57         79         67         69         60         38         24         37          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   334,613
Positions
    11,970     21,444      2,373    108,562    141,606     15,739    105,403     37,657      8,387      9,973      6,629          0     72,206    100,778
 
Changes from:       March 21, 2017                                   Total Change is:     1,862
    -3,931     -5,721         17     -2,421     12,566     -1,905      8,344        484       -160       -245          0          0      2,163     -3,419
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        6.4        0.7       32.4       42.3        4.7       31.5       11.3        2.5        3.0        2.0        0.0       21.6       30.1
 
Number of Traders in Each Category                                    Total Traders:        60 
         .          6          .         12         20         20         10          5          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 3,006,166
Positions
    44,774    352,688     49,202  1,669,395    701,525    305,827    318,064    906,804    100,096    255,330    234,356     13,587    249,891    342,081
 
Changes from:       March 21, 2017                                   Total Change is:     2,688
   -14,610     12,291     11,325    -11,878      6,728       -820     39,596     22,319    -31,577     14,087     -4,547        887     -4,322    -13,918
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       11.7        1.6       55.5       23.3       10.2       10.6       30.2        3.3        8.5        7.8        0.5        8.3       11.4
 
Number of Traders in Each Category                                    Total Traders:       305 
        11         38          9         59         43         60         37         68         36         18         31         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,665,376
Positions
   560,573    179,316    447,572      6,432      6,374     13,025    151,166    386,625    353,931      6,018    129,475     88,112     38,547     60,946
 
Changes from:       March 21, 2017                                   Total Change is:     7,701
    -1,276    -13,977     32,665       -695      4,664     -2,168     -3,993     16,808    -22,124       -105     -9,932      6,122       -725     -4,357
 
Percent of Open Interest Represented by Each Category of Trader
      33.7       10.8       26.9        0.4        0.4        0.8        9.1       23.2       21.3        0.4        7.8        5.3        2.3        3.7
 
Number of Traders in Each Category                                    Total Traders:       151 
        29         29         48          .          .          .         23         39         46          6         14         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,448,958
Positions
 5,577,898    842,647  2,268,738    118,271  1,467,556    586,364    252,494  3,273,349  1,697,317    812,074    590,312    519,095    616,707  1,203,580
 
Changes from:       March 21, 2017                                   Total Change is:   -43,551
   -34,431      6,944     40,506     13,402    -46,888      2,084     16,042     19,695    -59,859    -36,626        663     23,825     -8,494    -30,521
 
Percent of Open Interest Represented by Each Category of Trader
      44.8        6.8       18.2        1.0       11.8        4.7        2.0       26.3       13.6        6.5        4.7        4.2        5.0        9.7
 
Number of Traders in Each Category                                    Total Traders:       298 
        26         47         63          6         28         26         22        108        101          8         30         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    32,006
Positions
    12,156      3,053          0        250     13,374        100     14,206     12,048          0      5,196      3,196         92          6        143
 
Changes from:       March 21, 2017                                   Total Change is:       209
     2,196         57          0         43        563        -35     -2,135        -98          0        147       -326         40        -47          8
 
Percent of Open Interest Represented by Each Category of Trader
      38.0        9.5        0.0        0.8       41.8        0.3       44.4       37.6        0.0       16.2       10.0        0.3        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        50 
         5          5          0          .         13          4          4         11          0          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    27,553
Positions
     9,454      2,782          0        592      9,038        123     16,864      9,182         44        318      6,151        136         22         97
 
Changes from:       March 21, 2017                                   Total Change is:      -151
     2,796         11          0         31          1        -23     -2,574        -25         44       -441       -195          0         16         36
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       10.1        0.0        2.1       32.8        0.4       61.2       33.3        0.2        1.2       22.3        0.5        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          .          0          .          5          .          7          8          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    74,650
Positions
       238     60,218         50     12,064      2,077        841     30,860      6,645      1,999     20,561        359          0      8,037      2,461
 
Changes from:       March 21, 2017                                   Total Change is:     1,897
        13       -707          0       -390        978       -446      2,237      1,225        738        911        104          0     -1,166          5
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       80.7        0.1       16.2        2.8        1.1       41.3        8.9        2.7       27.5        0.5        0.0       10.8        3.3
 
Number of Traders in Each Category                                    Total Traders:       140 
         .          5          .         11          5          4         34         23         14         55          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   515,480
Positions
   136,848     31,676      9,612     51,225     48,154     50,293     89,381    197,041    116,759     11,145      8,756     19,509     30,708     33,680
 
Changes from:       March 21, 2017                                   Total Change is:   -85,839
    -7,213      3,900    -22,287    -14,914       -424     10,217     -9,656    -32,028    -36,085     -4,380     -5,649        458     -1,979     -3,941
 
Percent of Open Interest Represented by Each Category of Trader
      26.5        6.1        1.9        9.9        9.3        9.8       17.3       38.2       22.7        2.2        1.7        3.8        6.0        6.5
 
Number of Traders in Each Category                                    Total Traders:       223 
        22          5         19         16         22         13         53         62         58         19         15         23
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Traders in Financial Futures - Futures Only Positions as of March 28, 2017                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    34,949
Positions
       449      7,734          0     21,976      1,248          0      6,549     25,397        369      5,533        127          0         73         74
 
Changes from:       March 21, 2017                                   Total Change is:      -201
       399          0          0       -584      1,248          0         18     -1,492          0         18         18          0        -52         25
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       22.1        0.0       62.9        3.6        0.0       18.7       72.7        1.1       15.8        0.4        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          0         11          .          0          9          7          .          4          .          0
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Updated June 6, 2017