Traders in Financial Futures - Futures Only Positions as of April 4, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   133,688
Positions
    31,037     14,599        116     25,472      9,993      1,022     24,711     66,647      3,964     21,632      3,128         81     25,653     34,138
 
Changes from:       March 28, 2017                                   Total Change is:    11,989
     6,531       -197          6     -2,262      1,108        186      6,554      9,561        -61         68        158        -14        981      1,242
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       10.9        0.1       19.1        7.5        0.8       18.5       49.9        3.0       16.2        2.3        0.1       19.2       25.5
 
Number of Traders in Each Category                                    Total Traders:        94 
         7          .          5          9          8          4         20         34         14          9          4          .
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Traders in Financial Futures - Futures Only Positions as of April 4, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    39,010
Positions
    15,795        809        103      2,239      2,228          0      7,210     18,944        190      5,669      1,140          0      7,804     15,596
 
Changes from:       March 28, 2017                                   Total Change is:    -3,114
     2,078     -2,667        103       -532        410          0     -1,794     -2,403       -350        197        228          0     -2,816      1,565
 
Percent of Open Interest Represented by Each Category of Trader
      40.5        2.1        0.3        5.7        5.7        0.0       18.5       48.6        0.5       14.5        2.9        0.0       20.0       40.0
 
Number of Traders in Each Category                                    Total Traders:        38 
         4          .          .          4          .          0          7         16          5          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 4, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   241,774
Positions
   136,022     21,161        502     10,690     85,046      5,220     30,500     80,038      5,141     27,522     11,290      1,349     24,828     32,027
 
Changes from:       March 28, 2017                                   Total Change is:    -5,211
      -380     -1,618        131        202      1,603       -301     -4,683     -3,424       -670      1,340       -150         51       -901       -833
 
Percent of Open Interest Represented by Each Category of Trader
      56.3        8.8        0.2        4.4       35.2        2.2       12.6       33.1        2.1       11.4        4.7        0.6       10.3       13.2
 
Number of Traders in Each Category                                    Total Traders:       121 
        10          6          6          8         24         10         22         42         22          4          5          .
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Traders in Financial Futures - Futures Only Positions as of April 4, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   194,368
Positions
    72,069     55,443      1,729     27,220     50,973      4,250     35,502     37,219      3,416     24,670      1,420      1,605     23,907     38,313
 
Changes from:       March 28, 2017                                   Total Change is:    -3,174
    -1,316     15,838       -437      1,517     -1,701     -1,098     -3,481    -12,608        225      1,036       -531         51        329     -2,913
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       28.5        0.9       14.0       26.2        2.2       18.3       19.1        1.8       12.7        0.7        0.8       12.3       19.7
 
Number of Traders in Each Category                                    Total Traders:       123 
         7         13          .         16         16          6         31         30         15          7          .          .
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Traders in Financial Futures - Futures Only Positions as of April 4, 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   397,594
Positions
    77,711     71,467      2,546    161,999     96,683      8,275     50,153    117,506      6,452     28,908     37,423      2,651     58,899     54,591
 
Changes from:       March 28, 2017                                   Total Change is:   -11,259
    -2,859    -10,826        500        266      6,061     -2,104     -5,596      1,838        -73     -1,445     -4,390         73        -21     -2,338
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       18.0        0.6       40.7       24.3        2.1       12.6       29.6        1.6        7.3        9.4        0.7       14.8       13.7
 
Number of Traders in Each Category                                    Total Traders:       236 
        15         18         10         50         33         34         27         49         21         27         17          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    34,067
Positions
       752     24,239          1     18,246          0        433      1,398      1,452        219      1,142      3,351          0     11,876      4,372
 
Changes from:       March 28, 2017                                   Total Change is:    -1,349
         0       -711          0       -690          0         11       -573       -488          0          0          0          0        -97       -161
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       71.2        0.0       53.6        0.0        1.3        4.1        4.3        0.6        3.4        9.8        0.0       34.9       12.8
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          5          .         12          0          5          .          .          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 4, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   137,172
Positions
     7,095     76,394        263     28,886      7,865      1,803     68,385     17,778      1,395      1,140      9,136          0     28,205     22,538
 
Changes from:       March 28, 2017                                   Total Change is:     2,750
     3,799      1,100        -34     -1,620         85        138      1,343      3,832        232       -242     -1,154          0       -866     -1,449
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       55.7        0.2       21.1        5.7        1.3       49.9       13.0        1.0        0.8        6.7        0.0       20.6       16.4
 
Number of Traders in Each Category                                    Total Traders:        95 
         5          8          .          7         10          4         35         18         11          .          9          0
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Traders in Financial Futures - Futures Only Positions as of April 4, 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    40,555
Positions
     1,086     28,938        501      5,739          0          0     30,888     10,136          0        890        217          0      1,451        763
 
Changes from:       March 28, 2017                                   Total Change is:    11,150
       375      4,159        103        543          0          0      9,938      6,900          0        125          0          0         66        -12
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       71.4        1.2       14.2        0.0        0.0       76.2       25.0        0.0        2.2        0.5        0.0        3.6        1.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          7          .          .          0          0         12          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   199,099
Positions
    49,695    127,050          0     63,036      2,394         32     73,435     55,429        767      3,328     10,605        223      8,583      2,599
 
Changes from:       March 28, 2017                                   Total Change is:     7,661
       220     12,413          0      1,836       -427        -36      6,272     -3,373       -522        526       -323        205       -840       -276
 
Percent of Open Interest Represented by Each Category of Trader
      25.0       63.8        0.0       31.7        1.2        0.0       36.9       27.8        0.4        1.7        5.3        0.1        4.3        1.3
 
Number of Traders in Each Category                                    Total Traders:       144 
         .         13          0         15          .          .         50         31          9         14         15          .
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Traders in Financial Futures - Futures Only Positions as of April 4, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    27,378
Positions
       101     21,052          0      7,224        148          0     17,888      4,609        133        155        800          0      1,877        636
 
Changes from:       March 28, 2017                                   Total Change is:    -1,610
       -14     -1,704       -724        102        148          0       -157      1,688       -545        155        -90          0       -427       -383
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       76.9        0.0       26.4        0.5        0.0       65.3       16.8        0.5        0.6        2.9        0.0        6.9        2.3
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0          4          .          0         11          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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    40,904
Positions
    20,278      1,845          4      2,019     15,961          0     14,149     17,058        392        435      1,329          0      3,627      4,315
 
Changes from:       March 28, 2017                                   Total Change is:     2,955
     2,503        -59          2        290         67          0         37      2,745       -100       -157        -28          0        380        328
 
Percent of Open Interest Represented by Each Category of Trader
      49.6        4.5        0.0        4.9       39.0        0.0       34.6       41.7        1.0        1.1        3.2        0.0        8.9       10.5
 
Number of Traders in Each Category                                    Total Traders:        65 
         9          4          .          4          5          0         15         23          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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    23,815
Positions
    11,375      1,213      8,750        963        252          0      1,677     12,159          1          0        400          0      1,049      1,040
 
Changes from:       March 28, 2017                                   Total Change is:    -3,232
       -77       -160     -1,953         44          7          0     -1,069     -1,176        -71          0        100          0       -106         21
 
Percent of Open Interest Represented by Each Category of Trader
      47.8        5.1       36.7        4.0        1.1        0.0        7.0       51.1        0.0        0.0        1.7        0.0        4.4        4.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          .          .          .          .          0          6          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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    64,819
Positions
     8,555     44,148      1,888      9,696        628      1,131     29,446      4,871      2,828      1,806      1,709         10      9,460      7,607
 
Changes from:       March 28, 2017                                   Total Change is:    -2,299
     2,321     -1,989        199     -1,580        114        389     -2,881        501       -163       -140     -1,745          0       -444        396
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       68.1        2.9       15.0        1.0        1.7       45.4        7.5        4.4        2.8        2.6        0.0       14.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       109 
        12         19          .         14          .          5         33         14          8          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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   129,637
Positions
    17,109     88,296      3,775     19,392      1,255      2,261     58,892      9,742      5,656      3,612      3,418         20     18,920     15,214
 
Changes from:       March 28, 2017                                   Total Change is:    -4,597
     4,641     -3,978        397     -3,160        228        778     -5,761      1,002       -325       -279     -3,490          0       -888        791
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       68.1        2.9       15.0        1.0        1.7       45.4        7.5        4.4        2.8        2.6        0.0       14.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       109 
        12         19          .         14          .          5         33         14          8          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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   625,889
Positions
    47,740    115,043      7,910    307,667    178,178     61,369     78,175    119,173     18,243     21,209     45,772      3,202     80,374     76,999
 
Changes from:       March 28, 2017                                   Total Change is:    -8,152
     3,548       -851        567     -7,785     -5,681     -1,339        326     -6,049     -4,673        293      4,130        150        759      5,592
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       18.4        1.3       49.2       28.5        9.8       12.5       19.0        2.9        3.4        7.3        0.5       12.8       12.3
 
Number of Traders in Each Category                                    Total Traders:       586 
        32         34         20        122         87         87         80        129         74         43         59         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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    55,235
Positions
     3,590     12,833      1,000     15,577     17,170        742      3,445      5,918          0      2,496        664          0     28,385     16,908
 
Changes from:       March 28, 2017                                   Total Change is:    -1,843
     3,590     -1,465     -2,000     -3,642        246        -41     -1,224       -947          0        -28        628          0      1,502      1,736
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       23.2        1.8       28.2       31.1        1.3        6.2       10.7        0.0        4.5        1.2        0.0       51.4       30.6
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          7          .          8          .          .          7         12          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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 2,853,269
Positions
   232,082    522,382     23,221  1,464,489    809,083    299,093    384,436    577,060     80,429     93,566    225,538     16,008    259,945    300,455
 
Changes from:       March 28, 2017                                   Total Change is:   -31,546
     9,130     12,410      3,497    -20,907    -29,828     -6,295     -9,427    -42,688     -6,187      1,607     17,512        751     -3,715     19,282
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       18.3        0.8       51.3       28.4       10.5       13.5       20.2        2.8        3.3        7.9        0.6        9.1       10.5
 
Number of Traders in Each Category                                    Total Traders:       580 
        32         34         18        121         86         85         78        129         72         42         58         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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    93,723
Positions
     2,100     43,796        753     50,287     37,937      3,492     22,983      2,963        832      1,673        280          0     11,603      3,670
 
Changes from:       March 28, 2017                                   Total Change is:     3,002
        46      2,299         39      3,423       -442        116       -171        784        610       -213       -284          0       -848       -120
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       46.7        0.8       53.7       40.5        3.7       24.5        3.2        0.9        1.8        0.3        0.0       12.4        3.9
 
Number of Traders in Each Category                                    Total Traders:        82 
         .         10          .         32         13         15         16          5          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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    48,427
Positions
     2,622     16,968        283     14,090      5,438      1,263     21,102     14,431        774      2,203      2,981         33      6,057      6,256
 
Changes from:       March 28, 2017                                   Total Change is:       534
        33        461         -8     -1,445        721        183      1,141       -720        210        677       -725          0       -257        413
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       35.0        0.6       29.1       11.2        2.6       43.6       29.8        1.6        4.5        6.2        0.1       12.5       12.9
 
Number of Traders in Each Category                                    Total Traders:       239 
        14         23          7         41         22         13         55         50         17         16         18          .
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Traders in Financial Futures - Futures Only Positions as of April 4, 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   242,137
Positions
    13,112     84,839      1,417     70,449     27,192      6,316    105,511     72,156      3,869     11,016     14,905        163     30,284     31,280
 
Changes from:       March 28, 2017                                   Total Change is:     2,669
       167      2,305        -41     -7,227      3,603        913      5,706     -3,598      1,051      3,385     -3,625         -2     -1,283      2,063
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       35.0        0.6       29.1       11.2        2.6       43.6       29.8        1.6        4.5        6.2        0.1       12.5       12.9
 
Number of Traders in Each Category                                    Total Traders:       239 
        14         23          7         41         22         13         55         50         17         16         18          .
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Traders in Financial Futures - Futures Only Positions as of April 4, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   560,648
Positions
    47,986    130,630      4,078    260,533    157,397     31,665    157,270    194,256     13,100     15,242     10,011        371     30,403     19,140
 
Changes from:       March 28, 2017                                   Total Change is:    16,342
     1,767     17,765        261     -1,594        777     -2,546     10,115      8,730      1,700      1,664     -8,770       -736      5,711       -839
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       23.3        0.7       46.5       28.1        5.6       28.1       34.6        2.3        2.7        1.8        0.1        5.4        3.4
 
Number of Traders in Each Category                                    Total Traders:       335 
        20         24          6         81         42         36         59         71         25         20         18          .
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Traders in Financial Futures - Futures Only Positions as of April 4, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    37,858
Positions
       841     19,763          0     15,895        479         88      4,904      6,625          0      7,612      3,023          0      8,518      7,880
 
Changes from:       March 28, 2017                                   Total Change is:     2,471
        10      1,219          0        466        -11         54      1,310      1,620          0        872         -8          0       -241       -403
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       52.2        0.0       42.0        1.3        0.2       13.0       17.5        0.0       20.1        8.0        0.0       22.5       20.8
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          6          0         18          .          .          6          8          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    63,738
Positions
    10,670      7,735        277     13,035      7,468      2,074     23,590     11,897        321      2,722      2,190          0     11,049     31,776
 
Changes from:       March 28, 2017                                   Total Change is:     4,908
     1,770       -307         17        128       -268         30      2,759      2,178        -19         -7        -13          0        230      3,290
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       12.1        0.4       20.5       11.7        3.3       37.0       18.7        0.5        4.3        3.4        0.0       17.3       49.9
 
Number of Traders in Each Category                                    Total Traders:        81 
         9         10          .         13          5          6         22         13          4          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   284,747
Positions
    25,075    191,847      1,659    173,274     62,881     12,789     58,077      7,703      2,859      1,980        967        167      8,867      3,875
 
Changes from:       March 28, 2017                                   Total Change is:     5,597
     2,023      7,661       -161      2,564        999       -843      1,620     -2,210        160        403        -40         -3       -166         34
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       67.4        0.6       60.9       22.1        4.5       20.4        2.7        1.0        0.7        0.3        0.1        3.1        1.4
 
Number of Traders in Each Category                                    Total Traders:       136 
         8         11          4         51         24         21         26          8          9          5          .          .
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Traders in Financial Futures - Futures Only Positions as of April 4, 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   937,179
Positions
    27,272    720,295      6,912    537,730     93,782     53,980    227,359     29,002     12,676     46,376     12,807        755     24,119      6,970
 
Changes from:       March 28, 2017                                   Total Change is:    27,328
        99     17,340       -110       -212     17,118        235     26,858     -5,647        168      1,806     -1,120       -163     -1,353       -493
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       76.9        0.7       57.4       10.0        5.8       24.3        3.1        1.4        4.9        1.4        0.1        2.6        0.7
 
Number of Traders in Each Category                                    Total Traders:       342 
        21         21          7        114         33         43         66         23         18         51         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   640,036
Positions
    13,192     20,645      5,519    288,354    157,209    114,609     54,180    136,650      9,871      9,254     30,005      2,742    142,315    162,786
 
Changes from:       March 28, 2017                                   Total Change is:    15,350
     6,100    -11,720          9      5,058      3,339      3,718     -7,114     11,803        268     -2,840      7,236        166      9,985        531
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        3.2        0.9       45.1       24.6       17.9        8.5       21.4        1.5        1.4        4.7        0.4       22.2       25.4
 
Number of Traders in Each Category                                    Total Traders:       144 
         8          8          .         39         28         31         21         25         13          6          9          .
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Traders in Financial Futures - Futures Only Positions as of April 4, 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   714,401
Positions
     4,477    154,117        742    401,648     52,547     94,358     45,003    278,438     19,321     30,624     11,200        336    117,892    103,342
 
Changes from:       March 28, 2017                                   Total Change is:     9,962
        88      5,213       -547      4,062      5,076      2,063     -1,918     -1,331      5,479      1,053     -1,776         -5       -313     -4,210
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       21.6        0.1       56.2        7.4       13.2        6.3       39.0        2.7        4.3        1.6        0.0       16.5       14.5
 
Number of Traders in Each Category                                    Total Traders:        97 
         .         11          .         46          8         30          8         19         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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 1,365,836
Positions
    38,664    169,718      7,915    463,178    284,785    161,678    386,351    244,893     27,869    160,659    316,121      3,520    116,002    149,337
 
Changes from:       March 28, 2017                                   Total Change is:    -4,410
     2,115     -8,905       -770    -12,895     12,251      7,272     -5,761     -7,428     -4,143        669       -312        131      8,972     -2,506
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       12.4        0.6       33.9       20.9       11.8       28.3       17.9        2.0       11.8       23.1        0.3        8.5       10.9
 
Number of Traders in Each Category                                    Total Traders:       277 
         8         32          9         58         39         46         44         41         27         20         35          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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 3,027,576
Positions
   133,734    158,929     26,588  1,172,902    946,247    403,555    500,441    636,763     89,131    333,409    211,473     21,274    346,542    533,616
 
Changes from:       March 28, 2017                                   Total Change is:    -6,425
    22,273      5,583    -11,592    -54,764      4,876     28,973     -8,199    -56,933     10,669    -11,224      2,648      7,899      9,540      1,452
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        5.2        0.9       38.7       31.3       13.3       16.5       21.0        2.9       11.0        7.0        0.7       11.4       17.6
 
Number of Traders in Each Category                                    Total Traders:       382 
        26         42         12         51         82         69         56         65         42         26         34          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   345,435
Positions
    14,131     18,113      2,354    103,813    152,068     18,993    104,375     37,820      7,175     12,082      6,629          0     82,512    102,283
 
Changes from:       March 28, 2017                                   Total Change is:    10,822
     2,161     -3,331        -19     -4,749     10,462      3,254     -1,028        163     -1,212      2,109          0          0     10,306      1,505
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        5.2        0.7       30.1       44.0        5.5       30.2       10.9        2.1        3.5        1.9        0.0       23.9       29.6
 
Number of Traders in Each Category                                    Total Traders:        59 
         4          5          .         10         23         21          8          5          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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 2,975,040
Positions
    68,069    312,646     33,869  1,727,332    746,133    324,737    230,671    874,962     67,768    251,276    252,747     14,037    257,281    348,141
 
Changes from:       March 28, 2017                                   Total Change is:   -31,126
    23,295    -40,042    -15,333     57,937     44,608     18,910    -87,393    -31,842    -32,328     -4,054     18,391        450      7,390      6,060
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       10.5        1.1       58.1       25.1       10.9        7.8       29.4        2.3        8.4        8.5        0.5        8.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       300 
        12         37         11         60         46         64         26         69         27         19         31         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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 1,572,965
Positions
   534,202    161,194    425,159     10,388     21,445      8,738    158,151    368,801    315,914      5,688    129,438     83,358     31,367     58,918
 
Changes from:       March 28, 2017                                   Total Change is:   -92,411
   -26,371    -18,122    -22,413      3,956     15,071     -4,287      6,985    -17,824    -38,017       -330        -37     -4,754     -7,180     -2,028
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       10.2       27.0        0.7        1.4        0.6       10.1       23.4       20.1        0.4        8.2        5.3        2.0        3.7
 
Number of Traders in Each Category                                    Total Traders:       153 
        27         32         47          .          4          .         22         38         46          5         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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 is12,845,735
Positions
 5,524,872    787,041  2,399,835    129,184  1,440,693    590,637    311,369  3,429,074  1,824,598    837,238    578,870    600,569    627,433  1,194,418
 
Changes from:       March 28, 2017                                   Total Change is:   396,777
   -53,026    -55,606    131,097     10,913    -26,863      4,273     58,875    155,725    127,281     25,164    -11,442     81,474     10,726     -9,162
 
Percent of Open Interest Represented by Each Category of Trader
      43.0        6.1       18.7        1.0       11.2        4.6        2.4       26.7       14.2        6.5        4.5        4.7        4.9        9.3
 
Number of Traders in Each Category                                    Total Traders:       303 
        25         50         67          4         29         28         22        111        101          8         30         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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    32,948
Positions
    14,133      3,645          0        227     13,391         87     12,933     12,409          0      5,465      3,201         92         11        123
 
Changes from:       March 28, 2017                                   Total Change is:       942
     1,977        592          0        -23         17        -13     -1,273        361          0        269          5          0          5        -20
 
Percent of Open Interest Represented by Each Category of Trader
      42.9       11.1        0.0        0.7       40.6        0.3       39.3       37.7        0.0       16.6        9.7        0.3        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        52 
         5          6          0          .         13          4          5         11          0          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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    26,514
Positions
     8,461      2,435          0        608      8,617        167     17,031      8,912          0        133      6,199         89         25         95
 
Changes from:       March 28, 2017                                   Total Change is:    -1,039
      -993       -347          0         16       -421         44        167       -270        -44       -185         48        -47          3         -2
 
Percent of Open Interest Represented by Each Category of Trader
      31.9        9.2        0.0        2.3       32.5        0.6       64.2       33.6        0.0        0.5       23.4        0.3        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          .          0          .          5          .          8          7          0          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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    69,339
Positions
        75     58,147         50     12,077      1,575        545     28,671      4,560      1,472     18,395        348         10      8,044      2,632
 
Changes from:       March 28, 2017                                   Total Change is:    -5,311
      -163     -2,071          0         13       -502       -296     -2,189     -2,085       -527     -2,166        -11         10          7        171
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       83.9        0.1       17.4        2.3        0.8       41.3        6.6        2.1       26.5        0.5        0.0       11.6        3.8
 
Number of Traders in Each Category                                    Total Traders:       134 
         .          4          .         12          5          4         37         18         14         50          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 4, 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   518,165
Positions
   131,654     35,058     10,775     55,508     50,180     49,812     81,896    183,798    127,912      9,590      7,081     18,039     32,979     35,510
 
Changes from:       March 28, 2017                                   Total Change is:     2,685
    -5,194      3,382      1,163      4,283      2,026       -481     -7,485    -13,243     11,153     -1,555     -1,675     -1,470      2,271      1,830
 
Percent of Open Interest Represented by Each Category of Trader
      25.4        6.8        2.1       10.7        9.7        9.6       15.8       35.5       24.7        1.9        1.4        3.5        6.4        6.9
 
Number of Traders in Each Category                                    Total Traders:       232 
        24          4         18         16         24         16         57         61         61         22         13         20
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Traders in Financial Futures - Futures Only Positions as of April 4, 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    35,552
Positions
        37      7,783          0     22,068      1,867          0      7,377     25,336        369      5,643        127          0         58         70
 
Changes from:       March 28, 2017                                   Total Change is:       603
      -412         49          0         92        619          0        828        -61          0        110          0          0        -15         -4
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       21.9        0.0       62.1        5.3        0.0       20.7       71.3        1.0       15.9        0.4        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          0         10          .          0         10          6          .          5          .          0
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Traders in Financial Futures - Futures Only Positions as of April 4, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,571
Positions
     2,900      8,147          0      9,861        114        326      1,482      6,729          0        242          0          0        760        255
 
Changes from:       March 28, 2017                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       52.3        0.0       63.3        0.7        2.1        9.5       43.2        0.0        1.6        0.0        0.0        4.9        1.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          8          .          .          .          5          0          .          0          0
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Updated April 7, 2017