Traders in Financial Futures - Futures Only Positions as of April 11, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   126,412
Positions
    34,790     14,738        121     25,186      9,465        685     14,045     60,134      3,386     19,661      3,084      1,650     26,888     33,149
 
Changes from:       April 4, 2017                                    Total Change is:    -7,276
     3,753        139          5       -286       -528       -337    -10,666     -6,513       -578     -1,971        -44      1,569      1,235       -989
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       11.7        0.1       19.9        7.5        0.5       11.1       47.6        2.7       15.6        2.4        1.3       21.3       26.2
 
Number of Traders in Each Category                                    Total Traders:        82 
         7          .          5          8          8          4         18         26         13          9          4          .
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Traders in Financial Futures - Futures Only Positions as of April 11, 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    46,768
Positions
    22,068        460          0      2,239      3,603          0      9,263     21,892        265      5,631      1,216          0      7,302     19,332
 
Changes from:       April 4, 2017                                    Total Change is:     7,758
     6,273       -349       -103          0      1,375          0      2,053      2,948         75        -38         76          0       -502      3,736
 
Percent of Open Interest Represented by Each Category of Trader
      47.2        1.0        0.0        4.8        7.7        0.0       19.8       46.8        0.6       12.0        2.6        0.0       15.6       41.3
 
Number of Traders in Each Category                                    Total Traders:        42 
         5          .          0          4          .          0          9         18          6          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 11, 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   244,188
Positions
   141,348     17,706        393     10,537     92,558      2,633     30,446     81,764      4,103     27,513     11,287      1,491     25,724     32,253
 
Changes from:       April 4, 2017                                    Total Change is:     2,414
     5,326     -3,455       -109       -153      7,512     -2,587        -54      1,726     -1,038         -9         -3        142        896        226
 
Percent of Open Interest Represented by Each Category of Trader
      57.9        7.3        0.2        4.3       37.9        1.1       12.5       33.5        1.7       11.3        4.6        0.6       10.5       13.2
 
Number of Traders in Each Category                                    Total Traders:       125 
        12          5          6          8         25          9         22         43         20          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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   198,381
Positions
    70,440     61,681      1,512     24,760     52,315      5,178     39,438     32,735      4,651     24,172      1,444      1,388     26,842     37,477
 
Changes from:       April 4, 2017                                    Total Change is:     4,013
    -1,629      6,238       -217     -2,460      1,342        928      3,936     -4,484      1,235       -498         24       -217      2,935       -836
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       31.1        0.8       12.5       26.4        2.6       19.9       16.5        2.3       12.2        0.7        0.7       13.5       18.9
 
Number of Traders in Each Category                                    Total Traders:       120 
         6         13          4         16         17          6         29         31         15          5          .          .
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Traders in Financial Futures - Futures Only Positions as of April 11, 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   420,332
Positions
    98,304     61,409      2,579    164,640    107,426      7,403     48,657    136,804      6,490     30,949     39,791      2,224     59,086     56,206
 
Changes from:       April 4, 2017                                    Total Change is:    22,738
    20,593    -10,058         33      2,641     10,743       -872     -1,496     19,298         38      2,041      2,368       -427        187      1,615
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       14.6        0.6       39.2       25.6        1.8       11.6       32.5        1.5        7.4        9.5        0.5       14.1       13.4
 
Number of Traders in Each Category                                    Total Traders:       245 
        19         13         11         50         36         30         24         54         22         29         20          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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    33,716
Positions
       752     25,108          1     17,550          0        369      1,627        533        218      1,142      3,351          0     12,057      4,136
 
Changes from:       April 4, 2017                                    Total Change is:      -351
         0        869          0       -696          0        -64        229       -919         -1          0          0          0        181       -236
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       74.5        0.0       52.1        0.0        1.1        4.8        1.6        0.6        3.4        9.9        0.0       35.8       12.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          5          .         11          0          5          .          .          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 11, 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   123,144
Positions
     8,667     60,151        310     25,301     12,136      1,043     57,177     16,022      1,520      1,215      7,346        109     27,802     24,507
 
Changes from:       April 4, 2017                                    Total Change is:   -14,028
     1,572    -16,243         47     -3,585      4,271       -760    -11,208     -1,756        125         75     -1,790        109       -403      1,969
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       48.8        0.3       20.5        9.9        0.8       46.4       13.0        1.2        1.0        6.0        0.1       22.6       19.9
 
Number of Traders in Each Category                                    Total Traders:        87 
         6          6          .          6         11          5         33         16         14          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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    45,157
Positions
     1,086     32,554        501      6,339          0          0     34,809     11,179          0        891        212          0      1,531        711
 
Changes from:       April 4, 2017                                    Total Change is:     4,602
         0      3,616          0        600          0          0      3,921      1,043          0          1         -5          0         80        -52
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       72.1        1.1       14.0        0.0        0.0       77.1       24.8        0.0        2.0        0.5        0.0        3.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          7          .          .          0          0         12         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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   205,663
Positions
    49,690    134,202          5     61,077      2,394         37     81,915     54,197      1,022      2,997     10,754         18      8,902      3,034
 
Changes from:       April 4, 2017                                    Total Change is:     6,564
        -5      7,152          5     -1,959          0          5      8,480     -1,232        255       -331        149       -205        319        435
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       65.3        0.0       29.7        1.2        0.0       39.8       26.4        0.5        1.5        5.2        0.0        4.3        1.5
 
Number of Traders in Each Category                                    Total Traders:       147 
         .         12          .         17          .          .         54         28          7         14         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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    26,607
Positions
       101     20,350          0      7,312        148          0     17,228      4,450        120        125        820          0      1,721        719
 
Changes from:       April 4, 2017                                    Total Change is:      -771
         0       -702          0         88          0          0       -660       -159        -13        -30         20          0       -156         83
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       76.5        0.0       27.5        0.6        0.0       64.7       16.7        0.5        0.5        3.1        0.0        6.5        2.7
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0          4          .          0         12          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    43,375
Positions
    22,148      1,644         12      1,926     16,365          0     14,768     19,165        398        406      1,257          0      3,717      4,534
 
Changes from:       April 4, 2017                                    Total Change is:     2,471
     1,870       -201          8        -93        404          0        619      2,107          6        -29        -72          0         90        219
 
Percent of Open Interest Represented by Each Category of Trader
      51.1        3.8        0.0        4.4       37.7        0.0       34.0       44.2        0.9        0.9        2.9        0.0        8.6       10.5
 
Number of Traders in Each Category                                    Total Traders:        64 
         9          4          .          5          6          0         17         19          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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    23,769
Positions
    11,733      1,213      8,607        715        248          0      1,788     12,339          1          0        500          0        925        861
 
Changes from:       April 4, 2017                                    Total Change is:       -46
       358          0       -143       -248         -4          0        111        180          0          0        100          0       -124       -179
 
Percent of Open Interest Represented by Each Category of Trader
      49.4        5.1       36.2        3.0        1.0        0.0        7.5       51.9        0.0        0.0        2.1        0.0        3.9        3.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          .          .          .          .          0          7          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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    64,569
Positions
     7,396     44,101      1,822      9,252      1,048        936     30,930      4,222      2,999      1,675      1,901          7      9,554      7,535
 
Changes from:       April 4, 2017                                    Total Change is:      -250
    -1,159        -48        -66       -445        420       -195      1,484       -649        171       -131        192         -4         94        -72
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       68.3        2.8       14.3        1.6        1.4       47.9        6.5        4.6        2.6        2.9        0.0       14.8       11.7
 
Number of Traders in Each Category                                    Total Traders:       113 
        11         22          .         13          4          5         38         12          6          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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   129,137
Positions
    14,791     88,201      3,644     18,503      2,095      1,872     61,860      8,444      5,997      3,350      3,801         13     19,107     15,070
 
Changes from:       April 4, 2017                                    Total Change is:      -500
    -2,318        -95       -131       -889        840       -389      2,968     -1,298        341       -262        383         -7        187       -144
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       68.3        2.8       14.3        1.6        1.4       47.9        6.5        4.6        2.6        2.9        0.0       14.8       11.7
 
Number of Traders in Each Category                                    Total Traders:       113 
        11         22          .         13          4          5         38         12          6          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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   631,099
Positions
    41,347    108,851     10,420    306,264    175,128     62,465     80,993    120,927     24,721     23,859     52,444      2,396     78,636     73,749
 
Changes from:       April 4, 2017                                    Total Change is:     5,211
    -6,393     -6,193      2,509     -1,403     -3,050      1,096      2,818      1,754      6,478      2,649      6,672       -806     -1,738     -3,250
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       17.2        1.7       48.5       27.7        9.9       12.8       19.2        3.9        3.8        8.3        0.4       12.5       11.7
 
Number of Traders in Each Category                                    Total Traders:       594 
        30         36         25        121         86         88         80        134         78         49         58         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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    53,898
Positions
     3,542     10,001      1,000     14,957     16,625        687      4,955      8,337        212      2,598        705          0     25,947     16,331
 
Changes from:       April 4, 2017                                    Total Change is:    -1,337
       -48     -2,832          0       -620       -545        -55      1,510      2,419        212        102         41          0     -2,438       -577
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       18.6        1.9       27.8       30.8        1.3        9.2       15.5        0.4        4.8        1.3        0.0       48.1       30.3
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          6          .          8          .          .          7         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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 2,886,007
Positions
   203,034    508,257     33,089  1,460,750    796,732    304,673    409,968    592,727     92,766    106,303    258,693     11,978    263,446    287,092
 
Changes from:       April 4, 2017                                    Total Change is:    32,738
   -29,048    -14,125      9,868     -3,739    -12,351      5,580     25,532     15,667     12,337     12,737     33,155     -4,030      3,501    -13,363
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       17.6        1.1       50.6       27.6       10.6       14.2       20.5        3.2        3.7        9.0        0.4        9.1        9.9
 
Number of Traders in Each Category                                    Total Traders:       589 
        32         34         23        120         85         86         78        134         75         48         58         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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    98,102
Positions
     2,306     47,225        779     53,564     38,267      3,498     23,994      3,608        178      1,323        496          0     12,460      4,051
 
Changes from:       April 4, 2017                                    Total Change is:     4,379
       206      3,429         26      3,277        330          6      1,011        645       -654       -350        216          0        857        381
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       48.1        0.8       54.6       39.0        3.6       24.5        3.7        0.2        1.3        0.5        0.0       12.7        4.1
 
Number of Traders in Each Category                                    Total Traders:        85 
         4         11          .         32         14         14         16          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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    49,774
Positions
     3,687     19,210        284     14,380      5,325        803     21,816     14,334        550      2,059      2,965         35      6,160      6,269
 
Changes from:       April 4, 2017                                    Total Change is:     1,347
     1,065      2,242          0        290       -114       -460        714        -98       -224       -145        -16          3        104         13
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       38.6        0.6       28.9       10.7        1.6       43.8       28.8        1.1        4.1        6.0        0.1       12.4       12.6
 
Number of Traders in Each Category                                    Total Traders:       246 
        15         23          6         40         21         14         57         54         13         17         19          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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   248,870
Positions
    18,437     96,051      1,419     71,898     26,623      4,015    109,079     71,668      2,751     10,293     14,823        176     30,802     31,344
 
Changes from:       April 4, 2017                                    Total Change is:     6,733
     5,325     11,212          2      1,449       -569     -2,301      3,568       -488     -1,118       -723        -82         13        518         64
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       38.6        0.6       28.9       10.7        1.6       43.8       28.8        1.1        4.1        6.0        0.1       12.4       12.6
 
Number of Traders in Each Category                                    Total Traders:       246 
        15         23          6         40         21         14         57         54         13         17         19          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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   580,979
Positions
    48,072    143,953      3,462    264,418    159,722     32,608    163,059    196,067     10,410     33,838     11,926        371     24,741     22,460
 
Changes from:       April 4, 2017                                    Total Change is:    20,331
        86     13,323       -616      3,885      2,325        943      5,789      1,811     -2,690     18,596      1,915          0     -5,662      3,320
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       24.8        0.6       45.5       27.5        5.6       28.1       33.7        1.8        5.8        2.1        0.1        4.3        3.9
 
Number of Traders in Each Category                                    Total Traders:       348 
        22         22          5         79         45         36         59         77         20         22         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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    40,877
Positions
       882     21,908          0     18,370        479         59      5,125      9,380          0      7,529      3,769          0      8,912      5,282
 
Changes from:       April 4, 2017                                    Total Change is:     3,019
        41      2,145          0      2,475          0        -29        221      2,755          0        -83        746          0        394     -2,598
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       53.6        0.0       44.9        1.2        0.1       12.5       22.9        0.0       18.4        9.2        0.0       21.8       12.9
 
Number of Traders in Each Category                                    Total Traders:        53 
         .          6          0         20          .          .          6          8          0          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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    72,136
Positions
    14,943      8,197        249     14,737      7,132      1,836     26,328     16,403        642      3,279      2,066          0     10,122     35,611
 
Changes from:       April 4, 2017                                    Total Change is:     8,398
     4,273        462        -28      1,702       -336       -238      2,738      4,506        321        557       -124          0       -927      3,835
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       11.4        0.3       20.4        9.9        2.5       36.5       22.7        0.9        4.5        2.9        0.0       14.0       49.4
 
Number of Traders in Each Category                                    Total Traders:        83 
        10          8          .         14          5          6         25         11          5          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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   283,470
Positions
    22,536    192,431      1,312    176,235     64,406     12,834     56,733      4,592      2,760      2,235      1,435        170      8,655      3,530
 
Changes from:       April 4, 2017                                    Total Change is:    -1,277
    -2,539        584       -347      2,961      1,525         45     -1,344     -3,111        -99        255        468          3       -212       -345
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       67.9        0.5       62.2       22.7        4.5       20.0        1.6        1.0        0.8        0.5        0.1        3.1        1.2
 
Number of Traders in Each Category                                    Total Traders:       142 
         8         11          .         51         26         22         29          7          8          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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   921,682
Positions
    25,596    706,901      6,808    537,168     99,388     55,597    220,696     17,153     12,980     37,239     15,332        755     24,843      6,768
 
Changes from:       April 4, 2017                                    Total Change is:   -15,497
    -1,676    -13,394       -104       -562      5,606      1,617     -6,663    -11,849        304     -9,137      2,525          0        724       -202
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       76.7        0.7       58.3       10.8        6.0       23.9        1.9        1.4        4.0        1.7        0.1        2.7        0.7
 
Number of Traders in Each Category                                    Total Traders:       331 
        20         19          7        116         29         45         66         19         19         48         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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   643,041
Positions
    14,580     15,218      5,556    280,613    152,233    120,645     62,373    130,462     11,043      4,743     30,117      3,720    139,768    174,047
 
Changes from:       April 4, 2017                                    Total Change is:     3,005
     1,388     -5,427         37     -7,741     -4,976      6,036      8,193     -6,188      1,172     -4,511        112        978     -2,547     11,261
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        2.4        0.9       43.6       23.7       18.8        9.7       20.3        1.7        0.7        4.7        0.6       21.7       27.1
 
Number of Traders in Each Category                                    Total Traders:       148 
        10          9          .         39         26         31         24         25         14          7          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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   723,767
Positions
     7,385    158,146      1,188    411,997     55,358     91,684     44,074    284,396     16,797     30,556     11,200        336    119,750    104,662
 
Changes from:       April 4, 2017                                    Total Change is:     9,366
     2,908      4,029        446     10,349      2,811     -2,674       -929      5,958     -2,524        -68          0          0      1,858      1,320
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       21.9        0.2       56.9        7.6       12.7        6.1       39.3        2.3        4.2        1.5        0.0       16.5       14.5
 
Number of Traders in Each Category                                    Total Traders:        98 
         .         10          .         47          7         30          8         20         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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 1,377,420
Positions
    43,582    165,885      7,987    492,618    284,701    172,693    349,601    251,921     26,265    158,957    325,451      3,501    122,216    139,016
 
Changes from:       April 4, 2017                                    Total Change is:    11,584
     4,918     -3,833         72     29,440        -84     11,015    -36,750      7,028     -1,604     -1,702      9,330        -19      6,214    -10,321
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       12.0        0.6       35.8       20.7       12.5       25.4       18.3        1.9       11.5       23.6        0.3        8.9       10.1
 
Number of Traders in Each Category                                    Total Traders:       277 
         9         35          9         59         40         47         44         39         25         19         32          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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 3,097,675
Positions
   132,566    149,983     24,992  1,191,463    943,534    412,533    557,780    678,265     88,056    314,704    237,202     19,966    355,615    543,144
 
Changes from:       April 4, 2017                                    Total Change is:    70,099
    -1,168     -8,946     -1,596     18,561     -2,713      8,978     57,339     41,502     -1,075    -18,705     25,729     -1,308      9,073      9,528
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        4.8        0.8       38.5       30.5       13.3       18.0       21.9        2.8       10.2        7.7        0.6       11.5       17.5
 
Number of Traders in Each Category                                    Total Traders:       385 
        19         43         13         52         82         70         52         72         45         26         39         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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   358,725
Positions
    14,651     21,379      2,827    101,027    168,250     17,511    116,996     34,761      8,011     14,210      6,629          0     83,492     99,357
 
Changes from:       April 4, 2017                                    Total Change is:    13,290
       520      3,266        473     -2,786     16,182     -1,482     12,621     -3,059        836      2,128          0          0        980     -2,926
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        6.0        0.8       28.2       46.9        4.9       32.6        9.7        2.2        4.0        1.8        0.0       23.3       27.7
 
Number of Traders in Each Category                                    Total Traders:        63 
         4          5          .         11         23         23          9          6          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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 3,024,155
Positions
    36,929    405,902     38,459  1,768,278    759,002    310,137    259,866    818,238     73,744    246,711    258,959     18,072    271,959    341,642
 
Changes from:       April 4, 2017                                    Total Change is:    49,115
   -31,140     93,256      4,590     40,946     12,869    -14,600     29,195    -56,724      5,976     -4,565      6,212      4,035     14,678     -6,499
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       13.4        1.3       58.5       25.1       10.3        8.6       27.1        2.4        8.2        8.6        0.6        9.0       11.3
 
Number of Traders in Each Category                                    Total Traders:       315 
         9         44          9         61         48         64         32         68         28         19         34         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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 1,653,081
Positions
   572,423    172,456    439,986     10,388     25,840      8,738    155,519    388,425    323,326      5,671    126,266    104,719     32,311     63,325
 
Changes from:       April 4, 2017                                    Total Change is:    80,116
    38,221     11,262     14,827          0      4,395          0     -2,632     19,624      7,412        -17     -3,172     21,361        944      4,407
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       10.4       26.6        0.6        1.6        0.5        9.4       23.5       19.6        0.3        7.6        6.3        2.0        3.8
 
Number of Traders in Each Category                                    Total Traders:       159 
        27         33         49          .          4          .         26         36         45          5         17         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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 is13,362,312
Positions
 5,679,912    892,331  2,571,324    135,345  1,392,464    528,851    330,649  3,568,007  2,006,649    854,461    577,930    646,489    608,632  1,178,267
 
Changes from:       April 4, 2017                                    Total Change is:   516,577
   155,040    105,290    171,489      6,161    -48,229    -61,786     19,280    138,933    182,051     17,223       -940     45,920    -18,801    -16,151
 
Percent of Open Interest Represented by Each Category of Trader
      42.5        6.7       19.2        1.0       10.4        4.0        2.5       26.7       15.0        6.4        4.3        4.8        4.6        8.8
 
Number of Traders in Each Category                                    Total Traders:       307 
        29         46         69          4         31         26         24        109         99         15         28         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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    31,709
Positions
    16,240      3,697          0        231     13,658         84      9,519     10,702          0      5,533      3,341         92         10        135
 
Changes from:       April 4, 2017                                    Total Change is:    -1,239
     2,107         52          0          4        267         -3     -3,414     -1,707          0         68        140          0         -1         12
 
Percent of Open Interest Represented by Each Category of Trader
      51.2       11.7        0.0        0.7       43.1        0.3       30.0       33.8        0.0       17.4       10.5        0.3        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        51 
         5          6          0          .         13          4          4         11          0          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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    25,798
Positions
     8,977      2,443          0        470      8,636        234     15,792      9,293          0        247      5,073         35         43         84
 
Changes from:       April 4, 2017                                    Total Change is:      -716
       516          8          0       -138         19         67     -1,239        381          0        114     -1,126        -54         18        -11
 
Percent of Open Interest Represented by Each Category of Trader
      34.8        9.5        0.0        1.8       33.5        0.9       61.2       36.0        0.0        1.0       19.7        0.1        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        34 
         4          .          0          .          5          .          8          6          0          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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    71,495
Positions
       275     58,052         50     12,364        563        512     27,097      5,207      1,421     18,881        546          0     10,895      5,144
 
Changes from:       April 4, 2017                                    Total Change is:     2,156
       200        -95          0        287     -1,012        -33     -1,574        647        -51        486        198        -10      2,851      2,512
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       81.2        0.1       17.3        0.8        0.7       37.9        7.3        2.0       26.4        0.8        0.0       15.2        7.2
 
Number of Traders in Each Category                                    Total Traders:       124 
         .          .          .         12          .          .         35         18         13         46          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 11, 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   544,927
Positions
   125,321     30,243     11,960     64,579     39,857     54,698     70,921    187,551    152,533      7,569      7,443     19,388     37,958     41,254
 
Changes from:       April 4, 2017                                    Total Change is:    26,762
    -6,333     -4,815      1,185      9,071    -10,323      4,886    -10,975      3,753     24,621     -2,021        362      1,349      4,979      5,744
 
Percent of Open Interest Represented by Each Category of Trader
      23.0        5.5        2.2       11.9        7.3       10.0       13.0       34.4       28.0        1.4        1.4        3.6        7.0        7.6
 
Number of Traders in Each Category                                    Total Traders:       231 
        21          5         20         17         22         14         57         61         61         17         16         29
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Traders in Financial Futures - Futures Only Positions as of April 11, 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    36,829
Positions
        64      8,346          0     21,927      1,884          0      8,824     25,725        369      5,609        420          0         36         85
 
Changes from:       April 4, 2017                                    Total Change is:     1,277
        27        563          0       -141         17          0      1,447        389          0        -34        293          0        -22         15
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       22.7        0.0       59.5        5.1        0.0       24.0       69.8        1.0       15.2        1.1        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          0         10          .          0         10          6          .          6          .          0
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Traders in Financial Futures - Futures Only Positions as of April 11, 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    15,072
Positions
     2,875      8,147          0      9,585        114        326      1,094      6,144          1        253          0          0        938        340
 
Changes from:       April 4, 2017                                    Total Change is:      -499
       -25          0          0       -276          0          0       -388       -585          1         11          0          0        178         85
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       54.1        0.0       63.6        0.8        2.2        7.3       40.8        0.0        1.7        0.0        0.0        6.2        2.3
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          7          .          .          4          4          .          .          0          0
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Updated April 14, 2017