Traders in Financial Futures - Futures Only Positions as of May 23, 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   208,304
Positions
    89,542     11,774        401     29,714     39,290        816     25,396    104,419      4,913     29,297      5,471        674     27,551     40,546
 
Changes from:       May 16, 2017                                     Total Change is:   -11,179
     1,158        138        125      2,002       -624         40     -9,782    -10,386       -808     -1,092        847        588     -3,410     -1,099
 
Percent of Open Interest Represented by Each Category of Trader
      43.0        5.7        0.2       14.3       18.9        0.4       12.2       50.1        2.4       14.1        2.6        0.3       13.2       19.5
 
Number of Traders in Each Category                                    Total Traders:       112 
         9          4          7         11         12          4         23         37         18         10          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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    51,178
Positions
    16,273      8,666        212      2,591      3,223          0     11,398     23,255      1,435      6,387      1,482          0     12,882     12,905
 
Changes from:       May 16, 2017                                     Total Change is:     2,250
    -3,596      6,801          4        743       -152          0        821        264        237       -179          0          0      4,220     -4,904
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       16.9        0.4        5.1        6.3        0.0       22.3       45.4        2.8       12.5        2.9        0.0       25.2       25.2
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          5          .          4          .          0          7         18         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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   256,257
Positions
   125,979     84,411      1,378     21,032     69,704      3,008     49,482     47,787      8,381     16,761     12,740        763     29,473     28,085
 
Changes from:       May 16, 2017                                     Total Change is:       222
       513      6,474         66        710     -2,674        894      1,203     -4,589        700     -3,005        608         84       -943     -1,341
 
Percent of Open Interest Represented by Each Category of Trader
      49.2       32.9        0.5        8.2       27.2        1.2       19.3       18.6        3.3        6.5        5.0        0.3       11.5       11.0
 
Number of Traders in Each Category                                    Total Traders:       127 
         8          9          8         14         22          9         26         35         21          5          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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   211,298
Positions
    80,947     32,805      1,513     26,197     58,325      3,830     37,314     61,367      6,019     29,286      4,066      4,463     21,729     38,910
 
Changes from:       May 16, 2017                                     Total Change is:   -11,212
   -14,237      1,509        264      1,384     -5,333        162          5     -2,493       -486      1,705        343       -649        640     -4,529
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       15.5        0.7       12.4       27.6        1.8       17.7       29.0        2.8       13.9        1.9        2.1       10.3       18.4
 
Number of Traders in Each Category                                    Total Traders:       119 
         9          7          5         14         19          9         27         33         16          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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   449,360
Positions
    76,460    159,407      2,583    173,814     75,232     10,639     69,482     74,824     12,120     31,283     58,301      4,056     68,923     52,198
 
Changes from:       May 16, 2017                                     Total Change is:    17,701
      -297     27,790        279      2,169        844     -1,429     14,320    -13,776      1,349     -1,331      4,381        415      2,226     -2,152
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       35.5        0.6       38.7       16.7        2.4       15.5       16.7        2.7        7.0       13.0        0.9       15.3       11.6
 
Number of Traders in Each Category                                    Total Traders:       266 
        14         21         12         54         30         34         45         45         28         35         22         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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    34,969
Positions
     1,915     23,435         28     18,166          0        235      2,095      5,033        282          0      1,536          0     12,248      4,420
 
Changes from:       May 16, 2017                                     Total Change is:     2,044
      -437        360          0        772          0         -1      1,420      2,474         12          0       -815          0        278         14
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       67.0        0.1       51.9        0.0        0.7        6.0       14.4        0.8        0.0        4.4        0.0       35.0       12.6
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          .         12          0          4          .          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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   128,250
Positions
    59,506     34,671        501     10,693     12,378        930     33,302     42,131      2,769      1,855      5,026          0     18,694     29,844
 
Changes from:       May 16, 2017                                     Total Change is:   -10,505
     1,748        -24        -48        462     -7,921         23    -10,004      3,571       -808       -762         -2        -81     -1,035     -5,215
 
Percent of Open Interest Represented by Each Category of Trader
      46.4       27.0        0.4        8.3        9.7        0.7       26.0       32.9        2.2        1.4        3.9        0.0       14.6       23.3
 
Number of Traders in Each Category                                    Total Traders:        84 
         8          5          4          5         11          5         26         23         12          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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    36,059
Positions
     5,529     32,368          1      6,221          0          0     22,125      2,314          0        769        549          0      1,414        827
 
Changes from:       May 16, 2017                                     Total Change is:       105
     1,506         -2         -1       -251          0          0     -1,340          3          0         44        139          0        147        -34
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       89.8        0.0       17.3        0.0        0.0       61.4        6.4        0.0        2.1        1.5        0.0        3.9        2.3
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          6          .          4          0          0         13          5          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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   211,110
Positions
    39,294    132,671         13     55,501      3,580        645     97,205     55,377      6,107      4,340      9,619          0      8,005      3,098
 
Changes from:       May 16, 2017                                     Total Change is:    27,253
      -245      4,213       -152     17,416        650         74      5,794     19,647      2,604      2,069         65          0       -307        152
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       62.8        0.0       26.3        1.7        0.3       46.0       26.2        2.9        2.1        4.6        0.0        3.8        1.5
 
Number of Traders in Each Category                                    Total Traders:       147 
         .         11          .         19          4          .         54         23          9         15         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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    23,696
Positions
     1,005     14,165          0      6,166        148          0     14,467      3,836        163        269      4,420          0      1,626        964
 
Changes from:       May 16, 2017                                     Total Change is:       663
       160        -99          0       -615          0          0      1,393        409         58         23         15          0       -356        280
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       59.8        0.0       26.0        0.6        0.0       61.1       16.2        0.7        1.1       18.7        0.0        6.9        4.1
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0          .          .          0         13         10          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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    44,165
Positions
    21,637      3,083        144      1,159     10,690          0     16,201     22,785        556      1,219      1,828          0      3,249      5,079
 
Changes from:       May 16, 2017                                     Total Change is:    -1,022
    -3,476        140        -39       -502       -768          0      2,841       -348        149       -182        293        -50        237       -399
 
Percent of Open Interest Represented by Each Category of Trader
      49.0        7.0        0.3        2.6       24.2        0.0       36.7       51.6        1.3        2.8        4.1        0.0        7.4       11.5
 
Number of Traders in Each Category                                    Total Traders:        74 
         9          .          4          5          6          0         21         22          8          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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    17,808
Positions
     5,184      2,980      8,537        968        326          0      1,926      4,839        140          0        200          0      1,053        786
 
Changes from:       May 16, 2017                                     Total Change is:       123
      -131         -4        102          6         70          0         68        -86         98          0          0          0        -20        -57
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       16.7       47.9        5.4        1.8        0.0       10.8       27.2        0.8        0.0        1.1        0.0        5.9        4.4
 
Number of Traders in Each Category                                    Total Traders:        24 
         4          .          .          .          .          0          6          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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    60,170
Positions
    11,851     36,278      1,823      6,913        596      1,122     25,997      6,839      1,950      1,282      2,986         12      9,221      8,565
 
Changes from:       May 16, 2017                                     Total Change is:      -557
     1,180     -1,720         77       -382         42        -20       -366        400       -487        110        912          0       -669        240
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       60.3        3.0       11.5        1.0        1.9       43.2       11.4        3.2        2.1        5.0        0.0       15.3       14.2
 
Number of Traders in Each Category                                    Total Traders:       109 
        14         23          4         12          .          4         34         10          4          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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   120,339
Positions
    23,701     72,556      3,645     13,826      1,192      2,244     51,994     13,677      3,900      2,564      5,971         24     18,441     17,130
 
Changes from:       May 16, 2017                                     Total Change is:    -1,113
     2,359     -3,440        153       -764         84        -39       -731        799       -973        220      1,824          0     -1,338        479
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       60.3        3.0       11.5        1.0        1.9       43.2       11.4        3.2        2.1        5.0        0.0       15.3       14.2
 
Number of Traders in Each Category                                    Total Traders:       109 
        14         23          4         12          .          4         34         10          4          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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   691,817
Positions
    54,820     99,006     32,404    293,984    167,944     79,599     88,435    134,594     33,316     22,580     50,830      3,584     83,094     90,540
 
Changes from:       May 16, 2017                                     Total Change is:     7,253
    -2,337     -8,330      4,158     -3,587     -6,180      3,712      6,507      3,413      2,468     -2,957      2,891        -30       -681      5,151
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       14.3        4.7       42.5       24.3       11.5       12.8       19.5        4.8        3.3        7.3        0.5       12.0       13.1
 
Number of Traders in Each Category                                    Total Traders:       609 
        36         34         24        125         88         90         80        132         74         51         63         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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    77,826
Positions
    22,722     17,160      1,620     20,050     18,187      1,409      5,040     12,800         23      3,067          0          0     23,895     26,627
 
Changes from:       May 16, 2017                                     Total Change is:     6,369
     3,336      1,490        610      2,028     -1,021        -27       -660      2,455          3       -246        -13          0      1,325      2,872
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       22.0        2.1       25.8       23.4        1.8        6.5       16.4        0.0        3.9        0.0        0.0       30.7       34.2
 
Number of Traders in Each Category                                    Total Traders:        46 
         5          8          4          7          5          4         10          9          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 3,069,954
Positions
   261,014    509,755     53,396  1,372,854    751,970    387,766    490,975    682,968     92,467    100,782    257,364     14,703    295,997    319,565
 
Changes from:       May 16, 2017                                     Total Change is:     4,422
   -13,028    -33,763      2,405    -28,512    -26,234     19,133     41,890     10,845      6,272    -14,072     14,005        365    -10,031     11,394
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       16.6        1.7       44.7       24.5       12.6       16.0       22.2        3.0        3.3        8.4        0.5        9.6       10.4
 
Number of Traders in Each Category                                    Total Traders:       603 
        38         31         20        124         87         87         78        132         68         50         63         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 2017                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    93,141
Positions
     4,758     40,647        750     46,706     40,404      3,634     22,867      3,508        668      1,411        280          0     12,347      3,250
 
Changes from:       May 16, 2017                                     Total Change is:    -2,919
       530     -3,027         -7     -2,993        675        -35        389        226       -750          0          0          0        -53         -1
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       43.6        0.8       50.1       43.4        3.9       24.6        3.8        0.7        1.5        0.3        0.0       13.3        3.5
 
Number of Traders in Each Category                                    Total Traders:        83 
         4          7          .         30         16         14         16          8          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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    54,042
Positions
     6,962     19,906        471     12,914      4,750      1,007     22,778     16,224      1,377      1,837      3,096        268      6,427      6,942
 
Changes from:       May 16, 2017                                     Total Change is:        50
       976        352        117     -1,420       -210         69        -45        213        429          5       -685         27       -109       -263
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       36.8        0.9       23.9        8.8        1.9       42.1       30.0        2.5        3.4        5.7        0.5       11.9       12.8
 
Number of Traders in Each Category                                    Total Traders:       256 
        16         22          5         49         22         14         49         55         19         17         26          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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   270,209
Positions
    34,808     99,531      2,354     64,572     23,749      5,037    113,891     81,120      6,886      9,187     15,481      1,339     32,135     34,712
 
Changes from:       May 16, 2017                                     Total Change is:       248
     4,881      1,762        587     -7,100     -1,048        343       -226      1,065      2,146         26     -3,426        136       -545     -1,317
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       36.8        0.9       23.9        8.8        1.9       42.1       30.0        2.5        3.4        5.7        0.5       11.9       12.8
 
Number of Traders in Each Category                                    Total Traders:       256 
        16         22          5         49         22         14         49         55         19         17         26          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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   568,761
Positions
    62,087    115,044      4,581    248,212    185,892     37,521    155,269    177,845     13,399     19,016     10,109        170     28,506     24,200
 
Changes from:       May 16, 2017                                     Total Change is:    -5,615
     9,559    -15,194     -1,223     -8,833      2,497      1,164       -691      6,688     -2,245        106      2,316       -315     -3,137        697
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       20.2        0.8       43.6       32.7        6.6       27.3       31.3        2.4        3.3        1.8        0.0        5.0        4.3
 
Number of Traders in Each Category                                    Total Traders:       330 
        23         20          5         73         52         36         55         68         24         20         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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    40,148
Positions
       930     22,831          1     15,804        475         75      6,966     10,236         53      6,521      3,318          0      9,798      3,159
 
Changes from:       May 16, 2017                                     Total Change is:      -906
        70       -829          0        889        -42       -281     -1,682        375         18      1,284        158          0     -1,204       -305
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       56.9        0.0       39.4        1.2        0.2       17.4       25.5        0.1       16.2        8.3        0.0       24.4        7.9
 
Number of Traders in Each Category                                    Total Traders:        52 
         .          6          .         16          .          .         11          7          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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    81,756
Positions
    17,004     23,547        291     23,256      8,179      1,678     27,039     17,615        371      2,197      2,117          0      9,920     27,958
 
Changes from:       May 16, 2017                                     Total Change is:     2,670
    -1,189      1,587        134      4,253     -3,668        685     -1,469        401       -329         69       -104          0        516      3,964
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       28.8        0.4       28.4       10.0        2.1       33.1       21.5        0.5        2.7        2.6        0.0       12.1       34.2
 
Number of Traders in Each Category                                    Total Traders:        91 
        14         13          .         12          6          5         19         19          4          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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   298,190
Positions
    14,378    203,774      1,758    198,347     63,589     14,950     54,305      6,088      2,502      3,344      1,007         29      8,577      4,493
 
Changes from:       May 16, 2017                                     Total Change is:     1,134
    -1,642      2,714        -26        944      1,757        530      1,139     -3,300       -139        137        -12          0        191       -390
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       68.3        0.6       66.5       21.3        5.0       18.2        2.0        0.8        1.1        0.3        0.0        2.9        1.5
 
Number of Traders in Each Category                                    Total Traders:       146 
         8         12          4         54         25         22         32          5          8          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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   950,428
Positions
    28,670    720,105      5,089    571,403    102,947     61,439    209,635     26,208     11,568     34,114     18,445        837     27,673      3,790
 
Changes from:       May 16, 2017                                     Total Change is:    -7,500
     2,288     -6,205        905       -801     -2,398      1,861    -11,254        193       -144       -454      1,518          0         99     -3,230
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       75.8        0.5       60.1       10.8        6.5       22.1        2.8        1.2        3.6        1.9        0.1        2.9        0.4
 
Number of Traders in Each Category                                    Total Traders:       348 
        22         22          9        119         37         46         66         23         20         44         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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   797,692
Positions
     9,934     42,393      5,888    283,213    134,580    132,012     96,024    157,565     94,976      6,218     46,284      3,783    165,644    180,211
 
Changes from:       May 16, 2017                                     Total Change is:   119,623
    -7,297     25,464      1,259     15,449      4,361      6,638     17,854     -6,902     77,253       -616        809        981      8,102      9,760
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        5.3        0.7       35.5       16.9       16.5       12.0       19.8       11.9        0.8        5.8        0.5       20.8       22.6
 
Number of Traders in Each Category                                    Total Traders:       159 
         7         14          9         43         24         34         32         24         30          7          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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   773,760
Positions
     3,592    152,601      1,560    427,662     51,813     98,792     34,768    313,829     29,375     31,917     14,915      2,566    143,528    108,309
 
Changes from:       May 16, 2017                                     Total Change is:    16,801
      -347        483        274     -6,443      3,771      4,499     -3,013     -1,722     -2,397       -243      7,536      2,075     22,396      2,282
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       19.7        0.2       55.3        6.7       12.8        4.5       40.6        3.8        4.1        1.9        0.3       18.5       14.0
 
Number of Traders in Each Category                                    Total Traders:       109 
         .         12          4         50          9         34         10         19         13          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 1,439,677
Positions
    54,946     95,609     36,829    440,550    239,051    199,718    225,334    271,942     93,478    195,420    266,791     34,690    158,712    201,569
 
Changes from:       May 16, 2017                                     Total Change is:     3,188
     2,401     -4,050     19,076    -31,438     -2,007      2,516    -94,128     26,756     38,145      3,545   -126,905     23,240     39,831     26,417
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        6.6        2.6       30.6       16.6       13.9       15.7       18.9        6.5       13.6       18.5        2.4       11.0       14.0
 
Number of Traders in Each Category                                    Total Traders:       286 
        13         31         18         59         35         43         50         42         43         21         35         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 3,538,851
Positions
   133,945    199,724     56,935  1,190,651  1,019,061    460,023    735,765    795,236    279,075    280,506    149,836     32,465    369,486    546,496
 
Changes from:       May 16, 2017                                     Total Change is:   168,760
    12,971     28,943     25,426     14,960     39,202     10,967    -12,938    -29,037    133,733    -33,636    -35,999      6,144     11,133    -10,619
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        5.6        1.6       33.6       28.8       13.0       20.8       22.5        7.9        7.9        4.2        0.9       10.4       15.4
 
Number of Traders in Each Category                                    Total Traders:       400 
        26         35         24         65         78         79         74         52         64         31         39         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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   370,752
Positions
     2,515      8,250      2,683     92,979    153,812     29,012    124,850     27,785     20,351      9,623      4,129          0     88,739    124,730
 
Changes from:       May 16, 2017                                     Total Change is:    18,461
     2,169      2,210        287     -4,788     10,921      1,189      4,453     -7,748      8,256     -1,246     -2,500          0      8,141      5,846
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        2.2        0.7       25.1       41.5        7.8       33.7        7.5        5.5        2.6        1.1        0.0       23.9       33.6
 
Number of Traders in Each Category                                    Total Traders:        54 
         .          .          .         10         21         23         12          5          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 3,348,510
Positions
    17,690    496,415     67,284  1,728,685    691,343    396,364    414,118    866,843    161,202    203,855    247,562     49,963    309,349    371,534
 
Changes from:       May 16, 2017                                     Total Change is:   139,038
   -20,131     16,464     -1,122    -58,850     26,371     91,413     41,008    -52,790     33,716    -20,326    -17,530     33,136     40,194      9,380
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       14.8        2.0       51.6       20.6       11.8       12.4       25.9        4.8        6.1        7.4        1.5        9.2       11.1
 
Number of Traders in Each Category                                    Total Traders:       310 
         7         41         15         59         47         66         43         63         50         13         36         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 1,656,819
Positions
   378,264    183,320    495,706      3,500     14,130     11,931    229,837    370,313    328,483     87,602    105,134     82,194     39,302     65,608
 
Changes from:       May 16, 2017                                     Total Change is:   128,059
    -9,776    -28,647     26,472        700     -1,214     10,296     76,871     67,960     10,375     -3,974     21,000     13,540      3,555      8,277
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       11.1       29.9        0.2        0.9        0.7       13.9       22.4       19.8        5.3        6.3        5.0        2.4        4.0
 
Number of Traders in Each Category                                    Total Traders:       157 
        24         33         47          .          5          .         13         53         45          9         11         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 is13,614,294
Positions
 4,860,937  1,082,608  2,524,676     99,903  1,447,620    837,147    534,725  2,796,025  2,376,873  1,005,204    710,666    768,006    606,823  1,070,673
 
Changes from:       May 16, 2017                                     Total Change is:   363,228
  -219,279     70,322     73,105      6,536    131,201     59,510    200,830   -265,793    209,166    -31,676     96,083     42,979     22,057    -53,345
 
Percent of Open Interest Represented by Each Category of Trader
      35.7        8.0       18.5        0.7       10.6        6.1        3.9       20.5       17.5        7.4        5.2        5.6        4.5        7.9
 
Number of Traders in Each Category                                    Total Traders:       318 
        30         52         73          .         34         26         43         91        102         10         35         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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    29,820
Positions
    19,050      2,895          0        205     12,362         83      2,837     10,373          2      7,512      3,884         92         39        129
 
Changes from:       May 16, 2017                                     Total Change is:    -1,251
       618        415          0        -12     -1,362          1     -2,557       -344          2        747         31          0        -50          6
 
Percent of Open Interest Represented by Each Category of Trader
      63.9        9.7        0.0        0.7       41.5        0.3        9.5       34.8        0.0       25.2       13.0        0.3        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        49 
         4          6          0          .         12          .          6          9          .          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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    25,906
Positions
    14,588      1,779          0        618     10,197        171     10,371      8,438          0        100      5,242          0         58         79
 
Changes from:       May 16, 2017                                     Total Change is:      -259
       316       -184          0         15         10          0       -607        -43          0          0         24          0         17        -66
 
Percent of Open Interest Represented by Each Category of Trader
      56.3        6.9        0.0        2.4       39.4        0.7       40.0       32.6        0.0        0.4       20.2        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          .          0          .          5          .          6          8          0          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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    85,136
Positions
        51     54,181         50     11,757      3,841        562     43,310     16,003      3,119     17,065      4,136        119      9,103      3,125
 
Changes from:       May 16, 2017                                     Total Change is:     7,086
         0       -149          0       -344      1,809         22     10,588        954        224     -3,787      3,696         50        333        480
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       63.6        0.1       13.8        4.5        0.7       50.9       18.8        3.7       20.0        4.9        0.1       10.7        3.7
 
Number of Traders in Each Category                                    Total Traders:       141 
         .          .          .         13          5          .         28         32         16         51          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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   525,156
Positions
   114,270     41,274     18,170     27,735     38,638     84,369     95,411    170,553    112,517     19,726      6,216     20,260     32,698     33,159
 
Changes from:       May 16, 2017                                     Total Change is:   -95,110
   -25,670     -3,751     -9,318    -25,073    -11,741     24,206    -46,195    -78,072     -4,750     -1,153     -6,006       -693     -6,464     -4,985
 
Percent of Open Interest Represented by Each Category of Trader
      21.8        7.9        3.5        5.3        7.4       16.1       18.2       32.5       21.4        3.8        1.2        3.9        6.2        6.3
 
Number of Traders in Each Category                                    Total Traders:       221 
        25          4         18         20         21         14         50         61         56         19          9         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    48,865
Positions
        96      8,066          0     28,614      2,047          0     14,106     38,248        256      5,741        170          0         52         78
 
Changes from:       May 16, 2017                                     Total Change is:     6,739
       -31       -496          0     -2,184        -95          0     10,688      9,075     -1,629        -82       -113          0        -23         -3
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       16.5        0.0       58.6        4.2        0.0       28.9       78.3        0.5       11.7        0.3        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          0          9          .          0          7          9          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated May 26, 2017