Traders in Financial Futures - Futures Only Positions as of May 2, 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   192,692
Positions
    65,579     12,630        506     25,258     26,948        692     40,508     98,430      5,205     24,839      4,410      1,404     28,701     42,467
 
Changes from:       April 25, 2017                                   Total Change is:    27,188
    10,901       -926        364     -1,141      7,515        167     13,666     14,303      1,166      2,038        909         76        -49      3,614
 
Percent of Open Interest Represented by Each Category of Trader
      34.0        6.6        0.3       13.1       14.0        0.4       21.0       51.1        2.7       12.9        2.3        0.7       14.9       22.0
 
Number of Traders in Each Category                                    Total Traders:       122 
        10          .          5         10         13          4         24         44         15         13          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    43,343
Positions
    16,579      1,299          0      2,304      2,562          0      8,462     19,683      1,067      6,186      1,482          0      8,745     17,250
 
Changes from:       April 25, 2017                                   Total Change is:    -3,539
    -3,709        370          0          0        335          0        -26     -4,267        710         48          0          0       -562       -687
 
Percent of Open Interest Represented by Each Category of Trader
      38.3        3.0        0.0        5.3        5.9        0.0       19.5       45.4        2.5       14.3        3.4        0.0       20.2       39.8
 
Number of Traders in Each Category                                    Total Traders:        35 
         5          .          0          4          .          0          4         16          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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   267,230
Positions
   126,242     61,697        827     17,692     81,014      2,490     53,919     65,770      9,659     23,081     15,285      1,425     31,895     29,063
 
Changes from:       April 25, 2017                                   Total Change is:     5,519
    -1,355     13,225        458      1,436     -5,111        300      1,832     -5,604      2,345     -3,205        129          0      3,708       -223
 
Percent of Open Interest Represented by Each Category of Trader
      47.2       23.1        0.3        6.6       30.3        0.9       20.2       24.6        3.6        8.6        5.7        0.5       11.9       10.9
 
Number of Traders in Each Category                                    Total Traders:       123 
         8          9          8         11         23          9         28         32         23          5          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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   196,845
Positions
    72,161     64,213        961     25,639     55,634      3,845     37,956     25,140      7,548     22,843      1,976      1,276     24,616     36,252
 
Changes from:       April 25, 2017                                   Total Change is:    -7,334
     1,687    -13,901        -62         69        138       -101     -9,247      1,620      2,130        437        386        100     -2,347      2,356
 
Percent of Open Interest Represented by Each Category of Trader
      36.7       32.6        0.5       13.0       28.3        2.0       19.3       12.8        3.8       11.6        1.0        0.6       12.5       18.4
 
Number of Traders in Each Category                                    Total Traders:       119 
         8         11          .         15         19          9         31         28         19          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   409,936
Positions
    77,923     89,923      2,582    166,180     85,449      7,804     52,095    105,099     10,684     32,419     48,971      2,959     57,290     56,465
 
Changes from:       April 25, 2017                                   Total Change is:    -1,070
    -2,396     26,168       -461       -381     -9,510        -63      1,752    -26,549      2,945      1,289      3,874         77     -3,832      2,449
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       21.9        0.6       40.5       20.8        1.9       12.7       25.6        2.6        7.9       11.9        0.7       14.0       13.8
 
Number of Traders in Each Category                                    Total Traders:       261 
        15         18         11         53         30         31         38         48         21         34         25         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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    32,849
Positions
     2,299     22,964         28     15,914          0        200        769      1,955        245      1,142      2,651          0     12,252      4,806
 
Changes from:       April 25, 2017                                   Total Change is:       639
       412       -181          0       -368          0          2        192      1,322         14          0          0          0        387       -518
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       69.9        0.1       48.4        0.0        0.6        2.3        6.0        0.7        3.5        8.1        0.0       37.3       14.6
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .         10          0          4          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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   107,876
Positions
    16,535     42,237        504     20,075     13,735        917     42,148     16,036      1,258      1,432      6,145        121     24,886     26,923
 
Changes from:       April 25, 2017                                   Total Change is:      -683
     5,463     -4,733        -94     -3,379      3,079        -10     -3,182        557        285       -178     -1,383         45        367      1,571
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       39.2        0.5       18.6       12.7        0.9       39.1       14.9        1.2        1.3        5.7        0.1       23.1       25.0
 
Number of Traders in Each Category                                    Total Traders:        76 
         6          5          .          .         11          .         29         15         10          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    43,801
Positions
     1,086     34,741        501      6,388          0          0     33,411      7,430          0        832        260          0      1,583        869
 
Changes from:       April 25, 2017                                   Total Change is:    -5,198
         0       -698          0          3          0          0     -5,274     -4,474          0         25          0          0         48        -26
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       79.3        1.1       14.6        0.0        0.0       76.3       17.0        0.0        1.9        0.6        0.0        3.6        2.0
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          7          .          .          0          0         11          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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   177,326
Positions
    39,704    127,237          0     39,681      2,394         42     86,164     34,480        780      3,563      9,522          0      7,392      2,871
 
Changes from:       April 25, 2017                                   Total Change is:       -33
         0        -26        -22       -150          0          5       -673      1,235          7        889     -1,008        -18        -71       -206
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       71.8        0.0       22.4        1.4        0.0       48.6       19.4        0.4        2.0        5.4        0.0        4.2        1.6
 
Number of Traders in Each Category                                    Total Traders:       146 
         .         11          0         17          .          .         54         26          7         16         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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    23,314
Positions
       845     14,757          0      6,935        407          0     13,677      3,172          0        259      4,500          0      1,598        478
 
Changes from:       April 25, 2017                                   Total Change is:    -4,160
       744     -5,593          0         12        148          0     -3,487        -49     -1,490        259      3,135          0       -198       -311
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       63.3        0.0       29.7        1.7        0.0       58.7       13.6        0.0        1.1       19.3        0.0        6.9        2.1
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0          .          .          0         13          8          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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    43,368
Positions
    22,187      3,324         26      1,966     12,407          0     14,203     20,069        385      1,528      1,827          0      3,073      5,330
 
Changes from:       April 25, 2017                                   Total Change is:      -579
       506      1,452          3         63     -3,941          0     -1,127        960         80        246        111          0       -350        756
 
Percent of Open Interest Represented by Each Category of Trader
      51.2        7.7        0.1        4.5       28.6        0.0       32.7       46.3        0.9        3.5        4.2        0.0        7.1       12.3
 
Number of Traders in Each Category                                    Total Traders:        74 
         8          4          .          5          8          0         16         22          6          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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    18,246
Positions
     5,346      2,979      9,221        712        129          0      1,941      4,768         42          0        200          0        984        907
 
Changes from:       April 25, 2017                                   Total Change is:      -261
      -103         -2          0       -220         14          0        127       -125        -28          0          0          0        -37       -120
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       16.3       50.5        3.9        0.7        0.0       10.6       26.1        0.2        0.0        1.1        0.0        5.4        5.0
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          .          .          .          .          0          7          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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    63,185
Positions
     8,181     42,438      1,756      9,241        737      1,148     29,475      5,521      2,088      1,304      1,927        118      9,876      7,453
 
Changes from:       April 25, 2017                                   Total Change is:    -3,515
       247       -671         74       -596       -111         86     -3,286       -872       -371          0       -813        100        233       -937
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       67.2        2.8       14.6        1.2        1.8       46.6        8.7        3.3        2.1        3.0        0.2       15.6       11.8
 
Number of Traders in Each Category                                    Total Traders:       114 
        13         21          .         13          4          4         37         12          6          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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   126,370
Positions
    16,361     84,876      3,512     18,482      1,473      2,296     58,949     11,042      4,176      2,608      3,854        235     19,751     14,906
 
Changes from:       April 25, 2017                                   Total Change is:    -7,029
       493     -1,341        147     -1,191       -221        171     -6,572     -1,743       -742          0     -1,626        200        465     -1,874
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       67.2        2.8       14.6        1.2        1.8       46.6        8.7        3.3        2.1        3.0        0.2       15.6       11.8
 
Number of Traders in Each Category                                    Total Traders:       114 
        13         21          .         13          4          4         37         12          6          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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   656,419
Positions
    50,165    127,771     14,825    311,069    161,343     71,606     81,482    124,678     32,420     22,127     44,743      3,177     69,549     75,857
 
Changes from:       April 25, 2017                                   Total Change is:     3,078
     5,012       -478        147      8,188      1,969      2,007     -9,283     -4,120      4,101       -761       -710        387     -6,719       -225
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       19.5        2.3       47.4       24.6       10.9       12.4       19.0        4.9        3.4        6.8        0.5       10.6       11.6
 
Number of Traders in Each Category                                    Total Traders:       583 
        34         34         21        126         86         90         81        124         82         44         54         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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    64,780
Positions
     9,566     16,156      1,220     16,978     19,652      2,010      8,357      9,584          0      3,419         12          0     23,230     16,146
 
Changes from:       April 25, 2017                                   Total Change is:     2,490
       564       -751        220      2,933      1,032        -10     -1,369      2,446       -189        632         -1          0       -291       -257
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       24.9        1.9       26.2       30.3        3.1       12.9       14.8        0.0        5.3        0.0        0.0       35.9       24.9
 
Number of Traders in Each Category                                    Total Traders:        49 
         5          8          .          8          4          4         10         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 2,958,197
Positions
   227,200    582,279     43,818  1,473,758    711,758    344,677    441,613    651,460     86,112     98,302    228,417     11,120    231,597    298,556
 
Changes from:       April 25, 2017                                   Total Change is:     2,941
    20,886         12        990     26,349      4,760     10,008    -23,113    -16,372      4,991     -3,147        272     -1,881    -32,142        161
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       19.7        1.5       49.8       24.1       11.7       14.9       22.0        2.9        3.3        7.7        0.4        7.8       10.1
 
Number of Traders in Each Category                                    Total Traders:       575 
        34         33         18        125         83         87         81        122         77         42         55         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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    95,294
Positions
     4,357     44,438        772     47,767     39,303      3,649     23,535      2,280        938      1,721        280          0     12,555      3,634
 
Changes from:       April 25, 2017                                   Total Change is:      -570
     2,256     -2,438         84     -4,132      1,941        291        322       -915        718       -154       -216          0         45        -35
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       46.6        0.8       50.1       41.2        3.8       24.7        2.4        1.0        1.8        0.3        0.0       13.2        3.8
 
Number of Traders in Each Category                                    Total Traders:        82 
         5          7          .         31         15         14         19          .          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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    54,595
Positions
     4,068     21,375        932     14,553      5,238        804     25,094     15,170        750      1,588      3,193        207      6,600      6,927
 
Changes from:       April 25, 2017                                   Total Change is:      -378
       624     -1,447        332        188        183         72     -2,043        205        214        -93       -399        138        189        325
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       39.2        1.7       26.7        9.6        1.5       46.0       27.8        1.4        2.9        5.8        0.4       12.1       12.7
 
Number of Traders in Each Category                                    Total Traders:       246 
        16         22          5         44         22         11         56         47         17         15         24          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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   272,977
Positions
    20,339    106,876      4,661     72,766     26,190      4,018    125,468     75,850      3,749      7,942     15,967      1,033     33,001     34,633
 
Changes from:       April 25, 2017                                   Total Change is:    -1,892
     3,121     -7,236      1,659        942        913        361    -10,216      1,024      1,071       -466     -1,997        690        946      1,623
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       39.2        1.7       26.7        9.6        1.5       46.0       27.8        1.4        2.9        5.8        0.4       12.1       12.7
 
Number of Traders in Each Category                                    Total Traders:       246 
        16         22          5         44         22         11         56         47         17         15         24          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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   583,258
Positions
    48,356    158,238      3,739    259,557    184,503     31,612    176,729    164,721     11,281     19,102      8,008        170     32,712     20,986
 
Changes from:       April 25, 2017                                   Total Change is:      -453
      -150      4,346        297     -2,721     20,647      2,614     -6,580    -27,433       -616       -499     -1,422          0      7,202      1,114
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       27.1        0.6       44.5       31.6        5.4       30.3       28.2        1.9        3.3        1.4        0.0        5.6        3.6
 
Number of Traders in Each Category                                    Total Traders:       328 
        21         23          5         77         47         33         64         57         25         22         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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    38,715
Positions
       915     23,735          0     15,956        475         71      6,161      8,017          0      7,016      3,090          0      8,596      3,327
 
Changes from:       April 25, 2017                                   Total Change is:      -602
         5        128          0       -360         -4         35        408       -707         -2         24        -77          0       -712         25
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       61.3        0.0       41.2        1.2        0.2       15.9       20.7        0.0       18.1        8.0        0.0       22.2        8.6
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          6          0         17          .          .          7          5          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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    81,188
Positions
    16,831     13,988         62     23,651     11,141      1,121     28,363     15,148        635      2,785      2,016          0      7,740     37,077
 
Changes from:       April 25, 2017                                   Total Change is:     8,129
     1,717      2,221        -10      6,093      5,175        -15      1,731      1,405        -27        141        353          0     -1,501       -973
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       17.2        0.1       29.1       13.7        1.4       34.9       18.7        0.8        3.4        2.5        0.0        9.5       45.7
 
Number of Traders in Each Category                                    Total Traders:        92 
        13         12          .         13          6          4         25         14          4          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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   288,898
Positions
    20,854    195,158      1,577    186,169     65,957     13,633     51,702      4,723      2,928      2,747        885        215      9,073      3,822
 
Changes from:       April 25, 2017                                   Total Change is:     4,209
      -706      2,200        359      6,257      4,641        875     -3,040     -3,110        228       -509       -516          5        740       -473
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       67.6        0.5       64.4       22.8        4.7       17.9        1.6        1.0        1.0        0.3        0.1        3.1        1.3
 
Number of Traders in Each Category                                    Total Traders:       144 
        10         12          4         50         27         21         28          8          8          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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   924,551
Positions
    26,300    700,419      4,133    539,150    105,511     58,957    219,327     16,189     12,167     34,425     16,592        852     29,240      9,731
 
Changes from:       April 25, 2017                                   Total Change is:     6,599
      -811      7,147         54      3,965     -6,273        -62      8,032      5,390       -995     -5,976        993          0      2,392        345
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       75.8        0.4       58.3       11.4        6.4       23.7        1.8        1.3        3.7        1.8        0.1        3.2        1.1
 
Number of Traders in Each Category                                    Total Traders:       340 
        22         21          7        112         35         45         68         20         17         46         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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   642,881
Positions
    11,341     25,409      3,966    269,400    143,251    117,097     69,637    110,939     13,981      4,424     55,641      4,242    148,793    168,355
 
Changes from:       April 25, 2017                                   Total Change is:     2,132
       125     -7,132      2,491     -7,023     -6,724      7,244      6,448      2,131     -3,810       -589      3,968      1,186     -3,940      2,778
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        4.0        0.6       41.9       22.3       18.2       10.8       17.3        2.2        0.7        8.7        0.7       23.1       26.2
 
Number of Traders in Each Category                                    Total Traders:       155 
         9         11          4         36         27         33         29         28         19          5         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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   735,194
Positions
     5,629    159,134        427    426,115     74,882     93,150     41,872    276,413     24,667     31,423      9,995        349    111,562     96,177
 
Changes from:       April 25, 2017                                   Total Change is:     1,126
     1,872     -8,235       -985      7,856     10,900     -3,668     -4,860     -3,365      8,554     -1,315       -642         13     -6,341     -1,446
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       21.6        0.1       58.0       10.2       12.7        5.7       37.6        3.4        4.3        1.4        0.0       15.2       13.1
 
Number of Traders in Each Category                                    Total Traders:        98 
         .         12          .         46          9         33          9         17         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 1,388,577
Positions
    45,538    118,927      4,992    450,627    273,738    188,816    333,083    199,194     43,570    195,135    408,739      5,213    121,603    145,388
 
Changes from:       April 25, 2017                                   Total Change is:    -7,243
    -4,633    -22,074     -2,638     20,204      9,746     -4,499     -8,935      1,307     10,463     -8,404      3,228     -3,472     -5,329        696
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        8.6        0.4       32.5       19.7       13.6       24.0       14.3        3.1       14.1       29.4        0.4        8.8       10.5
 
Number of Traders in Each Category                                    Total Traders:       279 
        10         34          7         60         39         45         52         32         26         23         29          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 3,250,046
Positions
   102,199    188,720     40,545  1,183,706    904,112    445,160    640,361    803,841     98,850    322,358    210,026     24,006    392,861    534,786
 
Changes from:       April 25, 2017                                   Total Change is:    61,629
     4,175     -7,750     -8,224    -28,343    -22,038        789     25,832     61,565     13,177     21,685      8,284      2,176     30,362     13,650
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        5.8        1.2       36.4       27.8       13.7       19.7       24.7        3.0        9.9        6.5        0.7       12.1       16.5
 
Number of Traders in Each Category                                    Total Traders:       391 
        23         41         17         52         84         72         59         64         56         26         40         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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   346,813
Positions
     2,730     20,264      2,386     99,876    140,607     25,705    116,292     33,215     10,207     12,022      6,629          0     77,595    107,800
 
Changes from:       April 25, 2017                                   Total Change is:    -4,873
      -145       -501         62     -1,144    -16,611      8,225    -10,362      3,412      1,012        378          0          0     -2,899       -472
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        5.8        0.7       28.8       40.5        7.4       33.5        9.6        2.9        3.5        1.9        0.0       22.4       31.1
 
Number of Traders in Each Category                                    Total Traders:        55 
         .          5          .         11         19         22         10          4          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 3,238,721
Positions
    20,818    453,742     40,118  1,758,107    714,108    325,379    419,867    983,318     77,629    286,698    273,188     18,092    292,013    353,147
 
Changes from:       April 25, 2017                                   Total Change is:    59,770
     2,533     73,230     -1,059     43,374     -7,427     -5,387      5,685     -7,654      3,079     11,114      2,913     -1,920      2,351      3,995
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       14.0        1.2       54.3       22.0       10.0       13.0       30.4        2.4        8.9        8.4        0.6        9.0       10.9
 
Number of Traders in Each Category                                    Total Traders:       311 
         8         42          9         59         49         64         39         67         37         13         34          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 1,274,482
Positions
   307,742    138,988    446,299          0     33,753          1     88,124    223,690    281,780     80,929     57,408     37,043     32,564     55,520
 
Changes from:       April 25, 2017                                   Total Change is:  -426,292
  -241,543    -33,068    -65,825     -9,718     -4,889     -9,737    -48,656   -129,743    -62,931     73,830    -61,214    -58,704     -3,008       -181
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       10.9       35.0        0.0        2.6        0.0        6.9       17.6       22.1        6.3        4.5        2.9        2.6        4.4
 
Number of Traders in Each Category                                    Total Traders:       146 
        24         31         42          0          6          .         16         48         41          6         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 is13,306,893
Positions
 5,460,396    885,838  2,483,548    100,522  1,317,555    688,474    278,373  3,337,067  2,137,841    849,678    613,713    729,725    578,336  1,113,132
 
Changes from:       April 25, 2017                                   Total Change is:   112,568
    38,655    -46,217     -9,197     -4,624     28,655     49,982    -41,285     86,949     19,336     78,444      6,699     19,124    -37,867    -42,763
 
Percent of Open Interest Represented by Each Category of Trader
      41.0        6.7       18.7        0.8        9.9        5.2        2.1       25.1       16.1        6.4        4.6        5.5        4.3        8.4
 
Number of Traders in Each Category                                    Total Traders:       311 
        32         50         71          .         34         26         27        102         95         13         29         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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    29,636
Positions
    18,647      3,628          0        215     12,726         83      4,483      9,240          0      6,074      3,745         92         42        122
 
Changes from:       April 25, 2017                                   Total Change is:    -1,721
       316       -301          0        -18       -768          0     -2,113       -942          0        100        279          0         -6         11
 
Percent of Open Interest Represented by Each Category of Trader
      62.9       12.2        0.0        0.7       42.9        0.3       15.1       31.2        0.0       20.5       12.6        0.3        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        46 
         4          6          0          .         11          .          5          8          0          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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    25,965
Positions
    12,143      2,387          0        472      9,944        212     12,931      8,622          0        100      4,728          0        107         72
 
Changes from:       April 25, 2017                                   Total Change is:      -737
     2,423        -54          0         21       -751        -19     -3,027        -70          0       -128        159          0         -7         -2
 
Percent of Open Interest Represented by Each Category of Trader
      46.8        9.2        0.0        1.8       38.3        0.8       49.8       33.2        0.0        0.4       18.2        0.0        0.4        0.3
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0          .          5          .          9          5          0          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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    73,868
Positions
       682     56,891         50     12,291      2,617        475     30,910      7,779      2,689     18,302        370          0      8,469      2,997
 
Changes from:       April 25, 2017                                   Total Change is:     3,659
      -102     -1,136          0        148        941        -10      4,022      3,241        690       -995         19          0        -94        -86
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       77.0        0.1       16.6        3.5        0.6       41.8       10.5        3.6       24.8        0.5        0.0       11.5        4.1
 
Number of Traders in Each Category                                    Total Traders:       147 
         .          .          .         13          5          .         40         22         11         61          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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   540,301
Positions
   115,402     43,305     18,120     64,615     41,580     53,775     99,476    200,707    115,527     18,065      8,957     22,514     32,807     35,816
 
Changes from:       April 25, 2017                                   Total Change is:    48,115
     3,208     -1,373      3,769     10,785      4,080     -5,073     14,568     29,465     20,225      5,286      1,960     -1,186     -3,467     -3,752
 
Percent of Open Interest Represented by Each Category of Trader
      21.4        8.0        3.4       12.0        7.7       10.0       18.4       37.1       21.4        3.3        1.7        4.2        6.1        6.6
 
Number of Traders in Each Category                                    Total Traders:       238 
        23          5         20         16         24         12         61         62         59         20         16         21
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Traders in Financial Futures - Futures Only Positions as of May 2, 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    39,214
Positions
       173      7,832          0     29,101      1,628          0      3,772     28,831        369      5,741        472          0         58         82
 
Changes from:       April 25, 2017                                   Total Change is:     7,977
      -353          0          0      7,904       -156          0        202      8,140          0        200        -11          0         24          4
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       20.0        0.0       74.2        4.2        0.0        9.6       73.5        0.9       14.6        1.2        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          0          9          .          0         10          7          .          6          .          0
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Updated May 5, 2017