Traders in Financial Futures - Futures Only Positions as of May 9, 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   214,946
Positions
    78,494     10,939        510     26,083     40,102        776     42,562    108,274      6,242     29,232      3,995        143     30,904     43,965
 
Changes from:       May 2, 2017                                      Total Change is:    22,254
    12,915     -1,691          4        825     13,154         84      2,054      9,844      1,037      4,393       -415     -1,261      2,203      1,498
 
Percent of Open Interest Represented by Each Category of Trader
      36.5        5.1        0.2       12.1       18.7        0.4       19.8       50.4        2.9       13.6        1.9        0.1       14.4       20.5
 
Number of Traders in Each Category                                    Total Traders:       115 
        10          .          5          8         14          4         23         42         16         12          5          4
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Traders in Financial Futures - Futures Only Positions as of May 9, 2017                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    48,410
Positions
    16,393      2,778        142      2,304      2,844          0     14,485     21,192      1,142      6,237      1,482          0      7,707     18,830
 
Changes from:       May 2, 2017                                      Total Change is:     5,067
      -186      1,479        142          0        282          0      6,023      1,509         75         51          0          0     -1,038      1,580
 
Percent of Open Interest Represented by Each Category of Trader
      33.9        5.7        0.3        4.8        5.9        0.0       29.9       43.8        2.4       12.9        3.1        0.0       15.9       38.9
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          .          .          4          .          0          9         19          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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   257,225
Positions
   126,213     69,634      1,408     18,152     75,952      2,212     47,160     57,862      7,732     22,427     13,412        359     31,562     28,654
 
Changes from:       May 2, 2017                                      Total Change is:   -10,005
       -29      7,937        581        460     -5,062       -278     -6,759     -7,908     -1,927       -654     -1,873     -1,066       -333       -409
 
Percent of Open Interest Represented by Each Category of Trader
      49.1       27.1        0.5        7.1       29.5        0.9       18.3       22.5        3.0        8.7        5.2        0.1       12.3       11.1
 
Number of Traders in Each Category                                    Total Traders:       124 
         7         10          7         13         22          9         26         33         21          4          9          .
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Traders in Financial Futures - Futures Only Positions as of May 9, 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   203,140
Positions
    79,884     41,033        902     25,114     59,885      3,705     37,408     41,712      5,862     26,675      4,865      1,454     22,136     43,722
 
Changes from:       May 2, 2017                                      Total Change is:     6,295
     7,723    -23,180        -59       -525      4,251       -140       -548     16,572     -1,686      3,832      2,889        178     -2,480      7,470
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       20.2        0.4       12.4       29.5        1.8       18.4       20.5        2.9       13.1        2.4        0.7       10.9       21.5
 
Number of Traders in Each Category                                    Total Traders:       123 
         8          8          .         14         19          9         28         34         18          6          6          .
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Traders in Financial Futures - Futures Only Positions as of May 9, 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   418,301
Positions
    79,867    110,091      3,192    166,959     78,360      8,568     49,908    100,749     10,543     29,524     47,858      4,159     65,581     54,781
 
Changes from:       May 2, 2017                                      Total Change is:     8,365
     1,944     20,168        610        779     -7,089        764     -2,187     -4,350       -141     -2,895     -1,113      1,200      8,291     -1,684
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       26.3        0.8       39.9       18.7        2.0       11.9       24.1        2.5        7.1       11.4        1.0       15.7       13.1
 
Number of Traders in Each Category                                    Total Traders:       250 
        16         18         11         50         30         31         31         54         22         29         22         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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    32,587
Positions
     2,319     22,956         28     17,254          0        201          0      2,231        255          0      2,351          0     12,530      4,565
 
Changes from:       May 2, 2017                                      Total Change is:      -262
        20         -8          0      1,340          0          1       -769        276         10     -1,142       -300          0        278       -241
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       70.4        0.1       52.9        0.0        0.6        0.0        6.8        0.8        0.0        7.2        0.0       38.5       14.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .         11          0          4          0          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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   120,039
Positions
    33,380     35,732        853     14,854     17,417        924     40,291     23,334      2,840      3,556      5,871        577     22,764     32,491
 
Changes from:       May 2, 2017                                      Total Change is:    12,163
    16,845     -6,505        349     -5,221      3,682          7     -1,857      7,298      1,582      2,124       -274        456     -2,122      5,568
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       29.8        0.7       12.4       14.5        0.8       33.6       19.4        2.4        3.0        4.9        0.5       19.0       27.1
 
Number of Traders in Each Category                                    Total Traders:        83 
         8          5          .          .         11          .         27         18         13          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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    36,428
Positions
     3,504     32,535          2      6,505          0          0     24,271      2,681          0        689        260          0      1,457        950
 
Changes from:       May 2, 2017                                      Total Change is:    -7,373
     2,418     -2,206       -499        117          0          0     -9,140     -4,749          0       -143          0          0       -126         81
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       89.3        0.0       17.9        0.0        0.0       66.6        7.4        0.0        1.9        0.7        0.0        4.0        2.6
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          6          .          .          0          0         15          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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   179,886
Positions
    39,704    128,499          0     38,859      3,544         79     90,568     34,836        732      2,288      9,406          0      7,656      2,790
 
Changes from:       May 2, 2017                                      Total Change is:     2,560
         0      1,262          0       -822      1,150         37      4,404        356        -48     -1,275       -116          0        264        -81
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       71.4        0.0       21.6        2.0        0.0       50.3       19.4        0.4        1.3        5.2        0.0        4.3        1.6
 
Number of Traders in Each Category                                    Total Traders:       145 
         .         11          0         17          4          .         55         26          6         12         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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    23,482
Positions
       845     14,264          0      6,838        498          0     13,500      4,008          2        120      4,275          0      2,177        435
 
Changes from:       May 2, 2017                                      Total Change is:       168
         0       -493          0        -97         91          0       -177        836          2       -139       -225          0        579        -43
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       60.7        0.0       29.1        2.1        0.0       57.5       17.1        0.0        0.5       18.2        0.0        9.3        1.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0          .          .          0         12          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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    44,057
Positions
    24,448      3,365         42      1,504     11,945          0     13,667     21,434        190      1,151      1,704         50      3,005      5,327
 
Changes from:       May 2, 2017                                      Total Change is:       689
     2,261         41         16       -462       -462          0       -536      1,365       -195       -377       -123         50        -68         -3
 
Percent of Open Interest Represented by Each Category of Trader
      55.5        7.6        0.1        3.4       27.1        0.0       31.0       48.7        0.4        2.6        3.9        0.1        6.8       12.1
 
Number of Traders in Each Category                                    Total Traders:        71 
        10          .          4          6          7          0         14         23          6          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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    18,375
Positions
     5,368      2,979      9,233        708        243          0      1,876      4,904         44          0        200          0      1,146        772
 
Changes from:       May 2, 2017                                      Total Change is:       129
        22          0         12         -4        114          0        -65        136          2          0          0          0        162       -135
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       16.2       50.2        3.9        1.3        0.0       10.2       26.7        0.2        0.0        1.1        0.0        6.2        4.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          .          .          .          .          0          6          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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    60,651
Positions
     9,379     39,395      1,740      7,813        653      1,157     26,645      5,594      2,495      1,248      1,913         12     10,164      7,694
 
Changes from:       May 2, 2017                                      Total Change is:    -2,534
     1,198     -3,044        -16     -1,429        -84          9     -2,830         73        407        -57        -14       -106        289        241
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       65.0        2.9       12.9        1.1        1.9       43.9        9.2        4.1        2.1        3.2        0.0       16.8       12.7
 
Number of Traders in Each Category                                    Total Traders:       111 
        14         19          .         13          4          4         34         13          7          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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   121,302
Positions
    18,757     78,789      3,480     15,625      1,306      2,313     53,290     11,187      4,990      2,495      3,826         24     20,328     15,387
 
Changes from:       May 2, 2017                                      Total Change is:    -5,068
     2,396     -6,087        -32     -2,857       -167         17     -5,659        145        814       -113        -28       -211        577        481
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       65.0        2.9       12.9        1.1        1.9       43.9        9.2        4.1        2.1        3.2        0.0       16.8       12.7
 
Number of Traders in Each Category                                    Total Traders:       111 
        14         19          .         13          4          4         34         13          7          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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   680,155
Positions
    52,069    112,968     23,033    296,728    169,963     76,926     85,540    126,493     35,020     24,241     48,238      3,199     83,399     84,316
 
Changes from:       May 2, 2017                                      Total Change is:    23,736
     1,904    -14,803      8,209    -14,341      8,621      5,319      4,059      1,815      2,600      2,114      3,495         22     13,850      8,459
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       16.6        3.4       43.6       25.0       11.3       12.6       18.6        5.1        3.6        7.1        0.5       12.3       12.4
 
Number of Traders in Each Category                                    Total Traders:       594 
        38         29         21        126         85         88         86        120         73         50         60         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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    72,554
Positions
    17,036     14,646      1,320     17,494     19,336      2,485      9,046     11,084         20      3,008         13          0     22,145     23,650
 
Changes from:       May 2, 2017                                      Total Change is:     7,774
     7,470     -1,510        100        516       -316        475        689      1,500         20       -411          1          0     -1,085      7,504
 
Percent of Open Interest Represented by Each Category of Trader
      23.5       20.2        1.8       24.1       26.7        3.4       12.5       15.3        0.0        4.1        0.0        0.0       30.5       32.6
 
Number of Traders in Each Category                                    Total Traders:        52 
         6          7          .          8          4          4         12         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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 3,038,006
Positions
   238,624    555,069     45,106  1,399,337    756,305    369,035    472,038    666,610     85,435    108,619    243,577     13,540    306,272    303,329
 
Changes from:       May 2, 2017                                      Total Change is:    79,809
    11,424    -27,210      1,288    -74,421     44,547     24,358     30,425     15,150       -677     10,317     15,160      2,420     74,675      4,773
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       18.3        1.5       46.1       24.9       12.1       15.5       21.9        2.8        3.6        8.0        0.4       10.1       10.0
 
Number of Traders in Each Category                                    Total Traders:       586 
        39         27         17        125         83         85         85        119         68         48         60         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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    96,187
Positions
     3,939     44,148        770     49,240     39,558      3,611     22,791      2,843      1,378      1,851        280          0     12,607      3,599
 
Changes from:       May 2, 2017                                      Total Change is:       893
      -418       -290         -2      1,473        255        -38       -744        563        440        130          0          0         52        -35
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       45.9        0.8       51.2       41.1        3.8       23.7        3.0        1.4        1.9        0.3        0.0       13.1        3.7
 
Number of Traders in Each Category                                    Total Traders:        83 
         .          7          .         32         16         14         18          4          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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    53,864
Positions
     4,718     22,104        376     14,737      5,030        788     24,328     14,353        626      1,701      3,472        237      6,353      6,877
 
Changes from:       May 2, 2017                                      Total Change is:      -732
       650        729       -556        184       -208        -16       -765       -817       -124        112        278         30       -248        -49
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       41.0        0.7       27.4        9.3        1.5       45.2       26.6        1.2        3.2        6.4        0.4       11.8       12.8
 
Number of Traders in Each Category                                    Total Traders:       253 
        16         20          5         46         23         10         55         51         17         17         25          4
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Traders in Financial Futures - Futures Only Positions as of May 9, 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   269,319
Positions
    23,588    110,521      1,882     73,687     25,152      3,940    121,642     71,766      3,129      8,503     17,358      1,185     31,763     34,386
 
Changes from:       May 2, 2017                                      Total Change is:    -3,658
     3,249      3,645     -2,779        921     -1,038        -78     -3,826     -4,084       -620        561      1,391        152     -1,238       -247
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       41.0        0.7       27.4        9.3        1.5       45.2       26.6        1.2        3.2        6.4        0.4       11.8       12.8
 
Number of Traders in Each Category                                    Total Traders:       253 
        16         20          5         46         23         10         55         51         17         17         25          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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   579,215
Positions
    50,071    143,463      4,002    264,688    184,464     32,442    162,042    170,830     15,180     18,852      7,208        514     31,424     21,112
 
Changes from:       May 2, 2017                                      Total Change is:    -4,043
     1,715    -14,775        263      5,131        -39        830    -14,687      6,109      3,899       -250       -800        344     -1,288        126
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       24.8        0.7       45.7       31.8        5.6       28.0       29.5        2.6        3.3        1.2        0.1        5.4        3.6
 
Number of Traders in Each Category                                    Total Traders:       331 
        22         22          5         77         47         35         63         63         26         20         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 2017                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    40,599
Positions
     1,118     23,660          0     15,589        496        356      7,804      8,791          0      6,526      3,550          0      9,206      3,746
 
Changes from:       May 2, 2017                                      Total Change is:     1,884
       203        -75          0       -367         21        285      1,643        774          0       -490        460          0        610        419
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       58.3        0.0       38.4        1.2        0.9       19.2       21.7        0.0       16.1        8.7        0.0       22.7        9.2
 
Number of Traders in Each Category                                    Total Traders:        48 
         4          6          0         15          .          .          8          6          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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    84,876
Positions
    16,306     21,226        130     24,378     10,387      1,806     30,587     17,852        551      2,235      1,869          0      8,883     31,055
 
Changes from:       May 2, 2017                                      Total Change is:     3,688
      -525      7,238         68        727       -754        685      2,224      2,704        -84       -550       -147          0      1,143     -6,022
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       25.0        0.2       28.7       12.2        2.1       36.0       21.0        0.6        2.6        2.2        0.0       10.5       36.6
 
Number of Traders in Each Category                                    Total Traders:        98 
        14         14          .         12          6          5         27         17          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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   292,898
Positions
    17,077    196,699      2,097    191,261     63,743     14,520     51,812      7,635      2,926      3,943      1,041         29      9,233      4,208
 
Changes from:       May 2, 2017                                      Total Change is:     4,000
    -3,777      1,541        520      5,092     -2,214        887        110      2,912         -2      1,196        156       -186        160        386
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       67.2        0.7       65.3       21.8        5.0       17.7        2.6        1.0        1.3        0.4        0.0        3.2        1.4
 
Number of Traders in Each Category                                    Total Traders:       145 
         9         11          .         54         26         22         28          7          9          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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   942,962
Positions
    26,309    713,299      4,040    560,065    102,623     59,428    218,274     23,216     12,214     33,949     16,877        981     27,702     10,284
 
Changes from:       May 2, 2017                                      Total Change is:    18,411
         9     12,880        -93     20,915     -2,888        471     -1,053      7,027         47       -476        285        129     -1,538        553
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       75.6        0.4       59.4       10.9        6.3       23.1        2.5        1.3        3.6        1.8        0.1        2.9        1.1
 
Number of Traders in Each Category                                    Total Traders:       343 
        22         23          8        117         34         45         65         22         19         44         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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   676,912
Positions
    21,691     26,456      2,928    269,778    148,253    121,560     84,857    153,754     15,146      8,572     41,980      2,581    149,799    164,254
 
Changes from:       May 2, 2017                                      Total Change is:    34,031
    10,350      1,047     -1,038        378      5,002      4,463     15,220     42,815      1,165      4,148    -13,661     -1,661      1,006     -4,101
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        3.9        0.4       39.9       21.9       18.0       12.5       22.7        2.2        1.3        6.2        0.4       22.1       24.3
 
Number of Traders in Each Category                                    Total Traders:       159 
        13          8          .         35         30         33         34         24         26          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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   740,099
Positions
     5,890    152,141      1,254    428,387     60,229     90,334     42,640    297,097     26,302     31,267      9,732        491    113,534    102,519
 
Changes from:       May 2, 2017                                      Total Change is:     4,905
       261     -6,993        827      2,272    -14,653     -2,816        768     20,684      1,635       -156       -263        142      1,972      6,342
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       20.6        0.2       57.9        8.1       12.2        5.8       40.1        3.6        4.2        1.3        0.1       15.3       13.9
 
Number of Traders in Each Category                                    Total Traders:       103 
         .         12          .         47          9         33          9         20         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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 1,360,898
Positions
    29,476    127,138      7,657    449,475    250,342    197,730    307,066    198,482     54,667    189,576    357,923      9,191    116,060    157,768
 
Changes from:       May 2, 2017                                      Total Change is:   -27,679
   -16,062      8,211      2,665     -1,152    -23,396      8,914    -26,017       -712     11,097     -5,559    -50,816      3,978     -5,543     12,380
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        9.3        0.6       33.0       18.4       14.5       22.6       14.6        4.0       13.9       26.3        0.7        8.5       11.6
 
Number of Traders in Each Category                                    Total Traders:       270 
         9         36         10         61         34         43         48         32         28         24         26          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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 3,333,895
Positions
   139,157    159,968     30,293  1,211,459    991,845    435,139    717,540    809,816    113,625    313,619    215,535     27,100    345,963    550,574
 
Changes from:       May 2, 2017                                      Total Change is:    83,849
    36,958    -28,752    -10,252     27,753     87,733    -10,021     77,179      5,975     14,775     -8,739      5,509      3,094    -46,898     15,788
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        4.8        0.9       36.3       29.8       13.1       21.5       24.3        3.4        9.4        6.5        0.8       10.4       16.5
 
Number of Traders in Each Category                                    Total Traders:       391 
        29         32         16         50         84         71         64         68         60         26         38         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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   345,096
Positions
     2,456     12,031      2,308     99,007    139,320     26,354    119,263     35,215      9,934      9,556      6,629          0     76,218    113,305
 
Changes from:       May 2, 2017                                      Total Change is:    -1,717
      -274     -8,233        -78       -869     -1,287        649      2,971      2,000       -273     -2,466          0          0     -1,377      5,505
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        3.5        0.7       28.7       40.4        7.6       34.6       10.2        2.9        2.8        1.9        0.0       22.1       32.8
 
Number of Traders in Each Category                                    Total Traders:        54 
         .          4          .         11         20         23         10          4          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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 3,191,942
Positions
    27,091    443,338     41,588  1,768,909    722,897    323,670    380,238    913,553    107,493    247,715    264,456     18,926    276,312    356,021
 
Changes from:       May 2, 2017                                      Total Change is:   -46,779
     6,273    -10,404      1,470     10,802      8,789     -1,709    -39,629    -69,765     29,864    -38,983     -8,732        834    -15,701      2,874
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       13.9        1.3       55.4       22.6       10.1       11.9       28.6        3.4        7.8        8.3        0.6        8.7       11.2
 
Number of Traders in Each Category                                    Total Traders:       304 
         8         39          9         61         47         63         36         64         41         15         34          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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 1,419,346
Positions
   276,292    181,403    472,952      1,000     11,442      1,635    159,005    267,682    323,288    108,026     62,160     41,504     35,644     57,280
 
Changes from:       May 2, 2017                                      Total Change is:   144,864
   -31,450     42,415     26,653      1,000    -22,311      1,634     70,881     43,992     41,508     27,097      4,752      4,461      3,080      1,760
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       12.8       33.3        0.1        0.8        0.1       11.2       18.9       22.8        7.6        4.4        2.9        2.5        4.0
 
Number of Traders in Each Category                                    Total Traders:       150 
        24         29         44          .          5          .         14         53         46          8         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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 is13,436,202
Positions
 5,477,437    918,401  2,459,417    116,572  1,293,550    714,499    312,359  3,396,795  2,173,007    888,325    593,569    754,643    539,943  1,132,321
 
Changes from:       May 2, 2017                                      Total Change is:   129,309
    17,041     32,563    -24,131     16,050    -24,005     26,025     33,986     59,728     35,166     38,647    -20,144     24,918    -38,393     19,189
 
Percent of Open Interest Represented by Each Category of Trader
      40.8        6.8       18.3        0.9        9.6        5.3        2.3       25.3       16.2        6.6        4.4        5.6        4.0        8.4
 
Number of Traders in Each Category                                    Total Traders:       308 
        27         51         68          .         34         24         28        101         99         15         29         37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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    30,293
Positions
    18,552      3,193          0        215     13,248         83      4,708      9,654          0      6,596      3,912         92         47        111
 
Changes from:       May 2, 2017                                      Total Change is:       657
       -95       -435          0          0        522          0        225        414          0        522        167          0          5        -11
 
Percent of Open Interest Represented by Each Category of Trader
      61.2       10.5        0.0        0.7       43.7        0.3       15.5       31.9        0.0       21.8       12.9        0.3        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          7          0          .         11          .          5          9          0          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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    25,670
Positions
    12,712      2,298          0        487      9,857        181     12,125      8,487          0        100      4,764          0         65         83
 
Changes from:       May 2, 2017                                      Total Change is:      -295
       569        -89          0         15        -87        -31       -806       -135          0          0         36          0        -42         11
 
Percent of Open Interest Represented by Each Category of Trader
      49.5        9.0        0.0        1.9       38.4        0.7       47.2       33.1        0.0        0.4       18.6        0.0        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        34 
         4          .          0          .          5          .          7          6          0          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 2017                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    74,804
Positions
       601     54,430         59     12,413      2,148        488     29,973     10,863      3,153     18,443        209         52      9,622      3,402
 
Changes from:       May 2, 2017                                      Total Change is:       936
       -81     -2,461          9        122       -469         13       -937      3,084        464        141       -161         52      1,153        405
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       72.8        0.1       16.6        2.9        0.7       40.1       14.5        4.2       24.7        0.3        0.1       12.9        4.5
 
Number of Traders in Each Category                                    Total Traders:       141 
         .          .          .         13          5          .         33         23         14         57          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 9, 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   597,942
Positions
   126,913     43,618     22,251     53,446     47,075     60,064    117,077    216,136    139,265     19,186     10,208     20,334     39,406     38,991
 
Changes from:       May 2, 2017                                      Total Change is:    57,641
    11,511        313      4,131    -11,169      5,495      6,289     17,601     15,429     23,738      1,121      1,251     -2,180      6,599      3,175
 
Percent of Open Interest Represented by Each Category of Trader
      21.2        7.3        3.7        8.9        7.9       10.0       19.6       36.1       23.3        3.2        1.7        3.4        6.6        6.5
 
Number of Traders in Each Category                                    Total Traders:       246 
        26          7         23         16         26         11         59         65         61         22         13         23
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Traders in Financial Futures - Futures Only Positions as of May 9, 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    41,603
Positions
       646      7,832          0     30,072      1,879          0      3,877     30,003      1,126      5,821        671          0         61         92
 
Changes from:       May 2, 2017                                      Total Change is:     2,389
       473          0          0        971        251          0        105      1,172        757         80        199          0          3         10
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       18.8        0.0       72.3        4.5        0.0        9.3       72.1        2.7       14.0        1.6        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          0          9          .          0         10          7          .          6          5          0
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Updated May 12, 2017