Traders in Financial Futures - Futures Only Positions as of April 25, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   165,504
Positions
    54,678     13,556        142     26,399     19,433        525     26,842     84,127      4,039     22,801      3,501      1,328     28,750     38,853
 
Changes from:       April 18, 2017                                   Total Change is:    28,890
    16,122     -2,671         31        882      5,719       -498      6,292     20,811        389      2,190        439       -180      3,662      4,850
 
Percent of Open Interest Represented by Each Category of Trader
      33.0        8.2        0.1       16.0       11.7        0.3       16.2       50.8        2.4       13.8        2.1        0.8       17.4       23.5
 
Number of Traders in Each Category                                    Total Traders:       111 
        10          .          4         10         13          .         21         40         15         11          4          .
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Traders in Financial Futures - Futures Only Positions as of April 25, 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    46,882
Positions
    20,288        929          0      2,304      2,227          0      8,488     23,950        357      6,138      1,482          0      9,307     17,937
 
Changes from:       April 18, 2017                                   Total Change is:    -1,553
    -3,727        479          0         65     -2,091          0        499      1,423        167        372        190          0      1,071     -1,721
 
Percent of Open Interest Represented by Each Category of Trader
      43.3        2.0        0.0        4.9        4.8        0.0       18.1       51.1        0.8       13.1        3.2        0.0       19.9       38.3
 
Number of Traders in Each Category                                    Total Traders:        37 
         5          .          0          4          .          0          5         17          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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   261,711
Positions
   127,597     48,472        369     16,256     86,125      2,190     52,087     71,374      7,314     26,286     15,156      1,425     28,187     29,286
 
Changes from:       April 18, 2017                                   Total Change is:       361
    -6,395     19,087        -86      2,238      1,440       -781      6,145    -13,110         30       -477     -1,283        -66       -247     -4,870
 
Percent of Open Interest Represented by Each Category of Trader
      48.8       18.5        0.1        6.2       32.9        0.8       19.9       27.3        2.8       10.0        5.8        0.5       10.8       11.2
 
Number of Traders in Each Category                                    Total Traders:       131 
         8          8          7         11         23          7         31         36         19          7          7          .
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Traders in Financial Futures - Futures Only Positions as of April 25, 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   204,179
Positions
    70,474     78,114      1,023     25,570     55,496      3,946     47,203     23,520      5,418     22,406      1,590      1,176     26,963     33,896
 
Changes from:       April 18, 2017                                   Total Change is:       562
     1,057      7,559       -630        788      4,754     -1,073      1,219     -7,690        752        374       -453       -269     -1,656     -2,388
 
Percent of Open Interest Represented by Each Category of Trader
      34.5       38.3        0.5       12.5       27.2        1.9       23.1       11.5        2.7       11.0        0.8        0.6       13.2       16.6
 
Number of Traders in Each Category                                    Total Traders:       118 
         7         12          .         15         19          9         27         32         14          .          .          .
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Traders in Financial Futures - Futures Only Positions as of April 25, 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   411,006
Positions
    80,319     63,755      3,043    166,561     94,959      7,867     50,343    131,648      7,739     31,130     45,097      2,882     61,122     54,016
 
Changes from:       April 18, 2017                                   Total Change is:   -19,583
   -24,993      8,795        537      1,995    -13,309        426     -4,005    -19,020      1,052         25      2,361        559      4,821       -984
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       15.5        0.7       40.5       23.1        1.9       12.2       32.0        1.9        7.6       11.0        0.7       14.9       13.1
 
Number of Traders in Each Category                                    Total Traders:       258 
        15         17         11         52         36         33         31         52         20         31         24         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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    32,210
Positions
     1,887     23,145         28     16,282          0        198        577        633        231      1,142      2,651          0     11,865      5,324
 
Changes from:       April 18, 2017                                   Total Change is:    -1,938
     1,135     -1,413         28       -970          0          4     -2,203       -444         -1          0       -500          0         69        388
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       71.9        0.1       50.5        0.0        0.6        1.8        2.0        0.7        3.5        8.2        0.0       36.8       16.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .         10          0          4          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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   108,559
Positions
    11,072     46,970        598     23,454     10,656        927     45,330     15,479        973      1,610      7,528         76     24,519     25,352
 
Changes from:       April 18, 2017                                   Total Change is:    -5,894
     1,939     -5,147         57      2,041     -1,463          6     -7,107        985       -588        571       -935        -14     -2,799      1,205
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       43.3        0.6       21.6        9.8        0.9       41.8       14.3        0.9        1.5        6.9        0.1       22.6       23.4
 
Number of Traders in Each Category                                    Total Traders:        82 
         5          6          .          5          9          .         32         15         10          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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    48,999
Positions
     1,086     35,439        501      6,385          0          0     38,685     11,904          0        807        260          0      1,535        895
 
Changes from:       April 18, 2017                                   Total Change is:       804
         0        274          0         -1          0          0        875        434          0        -81         -2          0         11         98
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       72.3        1.0       13.0        0.0        0.0       79.0       24.3        0.0        1.6        0.5        0.0        3.1        1.8
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          7          .          .          0          0         11          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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   177,359
Positions
    39,704    127,263         22     39,831      2,394         37     86,837     33,245        773      2,674     10,530         18      7,463      3,077
 
Changes from:       April 18, 2017                                   Total Change is:   -18,216
        65    -10,639         22    -11,068          0        -15     -5,026     -6,913       -965       -130        -81          0     -1,099        375
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       71.8        0.0       22.5        1.3        0.0       49.0       18.7        0.4        1.5        5.9        0.0        4.2        1.7
 
Number of Traders in Each Category                                    Total Traders:       145 
         .         11          .         17          .          .         51         31          7         12         17          .
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Traders in Financial Futures - Futures Only Positions as of April 25, 2017                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    27,474
Positions
       101     20,350          0      6,923        259          0     17,164      3,221      1,490          0      1,365          0      1,796        789
 
Changes from:       April 18, 2017                                   Total Change is:     1,132
         0          0          0       -192        111          0         -1       -899      1,369       -125        545          0         81          6
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       74.1        0.0       25.2        0.9        0.0       62.5       11.7        5.4        0.0        5.0        0.0        6.5        2.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0          .          .          0         15          8          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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    43,947
Positions
    21,681      1,872         23      1,903     16,348          0     15,330     19,109        305      1,282      1,716          0      3,423      4,574
 
Changes from:       April 18, 2017                                   Total Change is:       886
       691         83          1       -321        -35          0        216        730        -93        616         24          0       -224        176
 
Percent of Open Interest Represented by Each Category of Trader
      49.3        4.3        0.1        4.3       37.2        0.0       34.9       43.5        0.7        2.9        3.9        0.0        7.8       10.4
 
Number of Traders in Each Category                                    Total Traders:        74 
         9          .          .          5          8          0         18         22          5          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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    18,507
Positions
     5,449      2,981      9,221        932        115          0      1,814      4,893         70          0        200          0      1,021      1,027
 
Changes from:       April 18, 2017                                   Total Change is:    -2,335
      -223       -511         60     -2,066        -14          0       -220     -1,741         18          0       -200          0         96         53
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       16.1       49.8        5.0        0.6        0.0        9.8       26.4        0.4        0.0        1.1        0.0        5.5        5.5
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          .          .          .          .          0          7          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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    66,700
Positions
     7,934     43,109      1,683      9,837        847      1,063     32,761      6,393      2,459      1,304      2,740         18      9,643      8,390
 
Changes from:       April 18, 2017                                   Total Change is:     1,170
       156     -1,851         51        573       -316        115        925      1,841       -620       -300        791         11        259      1,147
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       64.6        2.5       14.7        1.3        1.6       49.1        9.6        3.7        2.0        4.1        0.0       14.5       12.6
 
Number of Traders in Each Category                                    Total Traders:       119 
        12         22          .         14          4          4         40         14          6          5          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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   133,399
Positions
    15,868     86,217      3,365     19,673      1,694      2,125     65,521     12,785      4,918      2,608      5,480         35     19,286     16,780
 
Changes from:       April 18, 2017                                   Total Change is:     2,339
       311     -3,702        102      1,146       -631        230      1,849      3,682     -1,239       -600      1,581         22        518      2,294
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       64.6        2.5       14.7        1.3        1.6       49.1        9.6        3.7        2.0        4.1        0.0       14.5       12.6
 
Number of Traders in Each Category                                    Total Traders:       119 
        12         22          .         14          4          4         40         14          6          5          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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   653,341
Positions
    45,153    128,248     14,678    302,881    159,374     69,600     90,765    128,798     28,320     22,888     45,453      2,789     76,269     76,082
 
Changes from:       April 18, 2017                                   Total Change is:    10,707
     2,526     15,203      1,426     -1,556    -13,559      2,515      7,358      4,404      2,149       -504     -1,228        314     -3,520       -516
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       19.6        2.2       46.4       24.4       10.7       13.9       19.7        4.3        3.5        7.0        0.4       11.7       11.6
 
Number of Traders in Each Category                                    Total Traders:       592 
        30         35         22        125         83         88         88        123         77         48         59         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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    62,290
Positions
     9,002     16,907      1,000     14,045     18,620      2,020      9,726      7,138        189      2,787         13          0     23,521     16,403
 
Changes from:       April 18, 2017                                   Total Change is:     2,862
     1,335      5,405          0     -1,947      2,182      1,377      1,861     -2,231        -14         62       -413          0        188     -3,444
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       27.1        1.6       22.5       29.9        3.2       15.6       11.5        0.3        4.5        0.0        0.0       37.8       26.3
 
Number of Traders in Each Category                                    Total Traders:        51 
         6          7          .          8          .          4          9         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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 2,955,256
Positions
   206,314    582,267     42,828  1,447,409    706,998    334,669    464,726    667,832     81,121    101,449    228,145     13,001    263,739    298,395
 
Changes from:       April 18, 2017                                   Total Change is:    39,227
     3,442     46,479      9,641        950    -79,706      6,692     44,826     50,515     -6,525     -1,965     -3,212        704    -18,538     14,639
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       19.7        1.4       49.0       23.9       11.3       15.7       22.6        2.7        3.4        7.7        0.4        8.9       10.1
 
Number of Traders in Each Category                                    Total Traders:       585 
        31         33         20        124         81         84         88        121         74         47         60         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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    95,864
Positions
     2,101     46,876        688     51,899     37,362      3,358     23,213      3,195        220      1,875        496          0     12,510      3,669
 
Changes from:       April 18, 2017                                   Total Change is:    -1,746
        -2       -206        -81     -1,795     -1,303       -249       -184         20         19        111          0          0        435         54
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       48.9        0.7       54.1       39.0        3.5       24.2        3.3        0.2        2.0        0.5        0.0       13.0        3.8
 
Number of Traders in Each Category                                    Total Traders:        84 
         .         11          .         32         14         13         15          5          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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    54,974
Positions
     3,444     22,822        600     14,365      5,055        731     27,137     14,965        536      1,682      3,593         69      6,411      6,602
 
Changes from:       April 18, 2017                                   Total Change is:     3,905
      -321      2,154        333        904       -627       -183      3,141      1,156        -67       -181        713         33        245        392
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       41.5        1.1       26.1        9.2        1.3       49.4       27.2        1.0        3.1        6.5        0.1       11.7       12.0
 
Number of Traders in Each Category                                    Total Traders:       234 
        16         22          5         41         19         10         58         42         14         15         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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   274,869
Positions
    17,218    114,112      3,002     71,824     25,277      3,657    135,684     74,826      2,678      8,408     17,964        343     32,055     33,010
 
Changes from:       April 18, 2017                                   Total Change is:    19,524
    -1,605     10,770      1,664      4,521     -3,135       -914     15,706      5,780       -334       -906      3,565        166      1,226      1,962
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       41.5        1.1       26.1        9.2        1.3       49.4       27.2        1.0        3.1        6.5        0.1       11.7       12.0
 
Number of Traders in Each Category                                    Total Traders:       234 
        16         22          5         41         19         10         58         42         14         15         21          .
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Traders in Financial Futures - Futures Only Positions as of April 25, 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   583,711
Positions
    48,506    153,892      3,442    262,278    163,856     28,998    183,309    192,154     11,897     19,601      9,430        170     25,510     19,872
 
Changes from:       April 18, 2017                                   Total Change is:     9,829
     1,489     17,974       -196      1,623     -1,899        -19     25,180     -6,146        624    -20,310     -2,407          0      1,438      1,898
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       26.4        0.6       44.9       28.1        5.0       31.4       32.9        2.0        3.4        1.6        0.0        4.4        3.4
 
Number of Traders in Each Category                                    Total Traders:       339 
        21         22          5         75         43         33         71         65         24         22         20          .
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Traders in Financial Futures - Futures Only Positions as of April 25, 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    39,317
Positions
       910     23,607          0     16,316        479         36      5,753      8,724          2      6,992      3,167          0      9,308      3,302
 
Changes from:       April 18, 2017                                   Total Change is:    -1,698
        19        739          0     -2,061          0        -11      1,282       -481          2       -534       -746          0       -395     -1,201
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       60.0        0.0       41.5        1.2        0.1       14.6       22.2        0.0       17.8        8.1        0.0       23.7        8.4
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          6          0         18          .          .          8          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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    73,059
Positions
    15,114     11,767         72     17,558      5,966      1,136     26,632     13,743        662      2,644      1,663          0      9,241     38,050
 
Changes from:       April 18, 2017                                   Total Change is:    -1,000
    -2,175      3,413       -348      2,189     -1,182       -485      1,681      2,277       -193     -1,278       -549          0       -391     -3,933
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       16.1        0.1       24.0        8.2        1.6       36.5       18.8        0.9        3.6        2.3        0.0       12.6       52.1
 
Number of Traders in Each Category                                    Total Traders:        87 
        12         10          .         14          5          4         24         15          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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   284,689
Positions
    21,560    192,958      1,218    179,912     61,316     12,758     54,742      7,833      2,700      3,256      1,401        210      8,333      4,295
 
Changes from:       April 18, 2017                                   Total Change is:     1,083
    -2,649      1,184       -493      3,470     -4,838        -82       -415      4,942        -92      1,150        -41         40        154        463
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       67.8        0.4       63.2       21.5        4.5       19.2        2.8        0.9        1.1        0.5        0.1        2.9        1.5
 
Number of Traders in Each Category                                    Total Traders:       145 
        10         12          4         53         24         22         29          6          9          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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   917,952
Positions
    27,111    693,272      4,079    535,185    111,784     59,019    211,295     10,799     13,162     40,401     15,599        852     26,848      9,386
 
Changes from:       April 18, 2017                                   Total Change is:    -6,077
       699      1,186     -2,574        515     -4,284        609    -10,872     -3,036        -31      4,126        259         75      1,376      1,719
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       75.5        0.4       58.3       12.2        6.4       23.0        1.2        1.4        4.4        1.7        0.1        2.9        1.0
 
Number of Traders in Each Category                                    Total Traders:       340 
        20         23          7        117         32         47         69         16         19         48         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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   640,749
Positions
    11,216     32,541      1,475    276,423    149,975    109,853     63,189    108,808     17,791      5,013     51,673      3,056    152,733    165,577
 
Changes from:       April 18, 2017                                   Total Change is:    -3,478
       274      8,807       -513       -256      7,290    -10,849      6,755    -21,414      5,498     -2,120     13,054       -692     -1,575     -4,659
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        5.1        0.2       43.1       23.4       17.1        9.9       17.0        2.8        0.8        8.1        0.5       23.8       25.8
 
Number of Traders in Each Category                                    Total Traders:       153 
         8         13          4         38         27         34         30         22         20          6          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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   734,068
Positions
     3,757    167,369      1,412    418,259     63,982     96,818     46,732    279,778     16,113     32,738     10,637        336    117,903     97,623
 
Changes from:       April 18, 2017                                   Total Change is:     3,861
    -1,449        335       -355     -2,455      8,248      4,494      6,606      1,242     -1,998      2,092       -563          0     -3,074     -7,542
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       22.8        0.2       57.0        8.7       13.2        6.4       38.1        2.2        4.5        1.4        0.0       16.1       13.3
 
Number of Traders in Each Category                                    Total Traders:       104 
         .         13          .         47         10         33         10         17         10          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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 1,395,820
Positions
    50,171    141,001      7,630    430,423    263,992    193,315    342,018    197,887     33,107    203,539    405,511      8,685    126,932    144,692
 
Changes from:       April 18, 2017                                   Total Change is:    16,782
    13,286    -14,758       -937    -32,897     -8,932      4,817    -11,075    -30,104     11,729     23,910     44,349      5,546      2,403      5,072
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       10.1        0.5       30.8       18.9       13.8       24.5       14.2        2.4       14.6       29.1        0.6        9.1       10.4
 
Number of Traders in Each Category                                    Total Traders:       276 
        11         34          8         58         39         46         53         31         24         21         29          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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 3,188,417
Positions
    98,024    196,470     48,769  1,212,049    926,150    444,371    614,529    742,276     85,673    300,673    201,742     21,830    362,499    521,136
 
Changes from:       April 18, 2017                                   Total Change is:    27,111
   -53,081      8,056      8,300      7,945     21,166      9,572     44,052      1,575     -3,067     22,822    -11,993     -3,257     -6,175     -3,241
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        6.2        1.5       38.0       29.0       13.9       19.3       23.3        2.7        9.4        6.3        0.7       11.4       16.3
 
Number of Traders in Each Category                                    Total Traders:       382 
        21         38         11         52         86         73         62         62         55         27         34         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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   351,686
Positions
     2,875     20,765      2,324    101,020    157,218     17,480    126,654     29,803      9,195     11,644      6,629          0     80,494    108,272
 
Changes from:       April 18, 2017                                   Total Change is:       231
   -11,781     -3,687       -500      1,513      1,153       -476     13,374     -2,439      1,254     -2,613          0          0       -540      4,926
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        5.9        0.7       28.7       44.7        5.0       36.0        8.5        2.6        3.3        1.9        0.0       22.9       30.8
 
Number of Traders in Each Category                                    Total Traders:        58 
         .          5          .         10         21         22         12          4          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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 3,178,951
Positions
    18,285    380,512     41,177  1,714,733    721,535    330,766    414,182    990,972     74,550    275,584    270,275     20,012    289,662    349,152
 
Changes from:       April 18, 2017                                   Total Change is:    17,463
   -11,125    -45,183      3,330    -49,802     13,279      9,176     48,714     -4,414     15,674    -17,320     22,602      1,133     17,683      1,866
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       12.0        1.3       53.9       22.7       10.4       13.0       31.2        2.3        8.7        8.5        0.6        9.1       11.0
 
Number of Traders in Each Category                                    Total Traders:       307 
         8         39          9         61         48         66         42         63         33         14         32          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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 1,700,774
Positions
   549,285    172,056    512,124      9,718     38,642      9,738    136,780    353,433    344,711      7,099    118,622     95,747     35,572     55,701
 
Changes from:       April 18, 2017                                   Total Change is:    30,299
   -33,780      4,291     54,256          0     -2,846          0    -17,226    -28,814     15,397        -43    -13,423      6,218      5,477     -4,780
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       10.1       30.1        0.6        2.3        0.6        8.0       20.8       20.3        0.4        7.0        5.6        2.1        3.3
 
Number of Traders in Each Category                                    Total Traders:       165 
        26         34         49          .          6          .         27         40         47          6         16         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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 is13,194,325
Positions
 5,421,741    932,055  2,492,745    105,146  1,288,900    638,492    319,658  3,250,118  2,118,505    771,234    607,014    710,601    616,203  1,155,895
 
Changes from:       April 18, 2017                                   Total Change is:   140,706
    40,648   -109,765     45,091    -26,114    -31,695     92,396    -75,770     53,912     58,319     -1,344      9,203     56,012    -48,532    -32,767
 
Percent of Open Interest Represented by Each Category of Trader
      41.1        7.1       18.9        0.8        9.8        4.8        2.4       24.6       16.1        5.8        4.6        5.4        4.7        8.8
 
Number of Traders in Each Category                                    Total Traders:       309 
        33         47         72          4         32         27         27        103        103         13         29         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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    31,357
Positions
    18,331      3,929          0        233     13,494         83      6,596     10,182          0      5,974      3,466         92         48        111
 
Changes from:       April 18, 2017                                   Total Change is:      -255
       768         73          0          0        168          0     -1,106       -568          0         45        125          0         38        -53
 
Percent of Open Interest Represented by Each Category of Trader
      58.5       12.5        0.0        0.7       43.0        0.3       21.0       32.5        0.0       19.1       11.1        0.3        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        50 
         4          6          0          .         12          .          6         10          0          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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    26,702
Positions
     9,720      2,441          0        451     10,695        231     15,958      8,692          0        228      4,569          0        114         74
 
Changes from:       April 18, 2017                                   Total Change is:    -1,065
    -1,425       -140          0          0       -255          0        321       -508          0         13       -112        -34         60        -16
 
Percent of Open Interest Represented by Each Category of Trader
      36.4        9.1        0.0        1.7       40.1        0.9       59.8       32.6        0.0        0.9       17.1        0.0        0.4        0.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         5          .          0          .          5          .          8          5          0          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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    70,209
Positions
       784     58,027         50     12,143      1,676        485     26,888      4,538      1,999     19,297        351          0      8,563      3,083
 
Changes from:       April 18, 2017                                   Total Change is:     3,551
        83        350          0        -92      1,039        -35        626      1,586         98      2,121       -125          0        750        638
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       82.6        0.1       17.3        2.4        0.7       38.3        6.5        2.8       27.5        0.5        0.0       12.2        4.4
 
Number of Traders in Each Category                                    Total Traders:       139 
         .          .          .         13          4          .         34         24         11         56          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 25, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   492,186
Positions
   112,194     44,678     14,351     53,830     37,500     58,848     84,908    171,242     95,302     12,779      6,997     23,700     36,274     39,568
 
Changes from:       April 18, 2017                                   Total Change is:    21,486
       -19     10,957     -1,034     18,597       -637     -3,409     18,629     25,046    -26,136      6,360        879      4,022      4,476     11,798
 
Percent of Open Interest Represented by Each Category of Trader
      22.8        9.1        2.9       10.9        7.6       12.0       17.3       34.8       19.4        2.6        1.4        4.8        7.4        8.0
 
Number of Traders in Each Category                                    Total Traders:       221 
        19          9         21         17         21         14         59         57         52         16         12         21
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Traders in Financial Futures - Futures Only Positions as of April 25, 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    31,237
Positions
       526      7,832          0     21,197      1,784          0      3,570     20,691        369      5,541        483          0         34         78
 
Changes from:       April 18, 2017                                   Total Change is:    -9,845
       497       -133          0        204          0          0    -10,515     -9,797          0        -18         63          0        -13         22
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       25.1        0.0       67.9        5.7        0.0       11.4       66.2        1.2       17.7        1.5        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          0          9          .          0          8          7          .          6          .          0
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Updated April 28, 2017