Traders in Financial Futures - Futures Only Positions as of May 30, 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   200,273
Positions
    88,164     11,013        644     30,341     41,960        704     18,325     97,516      5,179     28,471      3,625        736     27,709     38,896
 
Changes from:       May 23, 2017                                     Total Change is:    -8,031
    -1,378       -761        243        627      2,670       -112     -7,071     -6,903        266       -826     -1,846         62        158     -1,650
 
Percent of Open Interest Represented by Each Category of Trader
      44.0        5.5        0.3       15.1       21.0        0.4        9.2       48.7        2.6       14.2        1.8        0.4       13.8       19.4
 
Number of Traders in Each Category                                    Total Traders:       106 
        10          .          6         11         13          4         18         38         20          9          5          5
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Traders in Financial Futures - Futures Only Positions as of May 30, 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    54,403
Positions
    16,207     10,156        197      3,101      3,227          0     13,505     24,759        772      6,406      1,482          0     14,215     13,810
 
Changes from:       May 23, 2017                                     Total Change is:     3,225
       -66      1,490        -15        510          4          0      2,107      1,504       -663         19          0          0      1,333        905
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       18.7        0.4        5.7        5.9        0.0       24.8       45.5        1.4       11.8        2.7        0.0       26.1       25.4
 
Number of Traders in Each Category                                    Total Traders:        42 
         4          5          .          4          .          0          8         16          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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   254,039
Positions
   129,800     78,204      2,283     23,182     71,583      1,938     45,086     49,005      7,596     16,811     12,273        783     26,560     30,374
 
Changes from:       May 23, 2017                                     Total Change is:    -2,218
     3,821     -6,207        905      2,150      1,879     -1,070     -4,396      1,218       -785         50       -467         20     -2,913      2,289
 
Percent of Open Interest Represented by Each Category of Trader
      51.1       30.8        0.9        9.1       28.2        0.8       17.7       19.3        3.0        6.6        4.8        0.3       10.5       12.0
 
Number of Traders in Each Category                                    Total Traders:       124 
         8          8          8         14         21          7         26         35         24          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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   213,727
Positions
    82,245     35,938      1,466     25,539     55,716      3,714     37,857     65,645      7,062     29,853      3,446      4,059     21,932     36,681
 
Changes from:       May 23, 2017                                     Total Change is:     2,429
     1,298      3,133        -47       -658     -2,609       -116        543      4,278      1,043        567       -620       -404        203     -2,229
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       16.8        0.7       11.9       26.1        1.7       17.7       30.7        3.3       14.0        1.6        1.9       10.3       17.2
 
Number of Traders in Each Category                                    Total Traders:       120 
         8          8          4         14         18         10         32         32         21          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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   453,280
Positions
    72,432    167,397      2,564    174,423     71,486     10,745     71,490     65,844     14,254     29,694     64,083      3,637     74,041     53,270
 
Changes from:       May 23, 2017                                     Total Change is:     3,920
    -4,028      7,990        -19        609     -3,746        106      2,008     -8,980      2,134     -1,589      5,782       -419      5,118      1,072
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       36.9        0.6       38.5       15.8        2.4       15.8       14.5        3.1        6.6       14.1        0.8       16.3       11.8
 
Number of Traders in Each Category                                    Total Traders:       254 
        13         22         13         53         30         34         41         39         29         35         20          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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    35,335
Positions
     1,823     23,363         28     17,825          0        264      2,256      6,103        287          0        836          0     12,852      4,454
 
Changes from:       May 23, 2017                                     Total Change is:       366
       -92        -72          0       -341          0         29        161      1,070          5          0       -700          0        604         34
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       66.1        0.1       50.4        0.0        0.7        6.4       17.3        0.8        0.0        2.4        0.0       36.4       12.6
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .         11          0          4          .          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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   129,388
Positions
    56,366     34,685        478      9,391     11,968      1,095     36,056     41,863      2,600      2,701      5,649          0     20,701     31,050
 
Changes from:       May 23, 2017                                     Total Change is:     1,138
    -3,140         14        -23     -1,302       -410        165      2,754       -268       -169        846        623          0      2,007      1,206
 
Percent of Open Interest Represented by Each Category of Trader
      43.6       26.8        0.4        7.3        9.2        0.8       27.9       32.4        2.0        2.1        4.4        0.0       16.0       24.0
 
Number of Traders in Each Category                                    Total Traders:        83 
         6          5          .          7         10          6         25         23         14          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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    36,012
Positions
     5,951     32,264          1      6,242          0          0     21,442      2,294         54        830        549          0      1,492        850
 
Changes from:       May 23, 2017                                     Total Change is:       -47
       422       -104          0         21          0          0       -683        -20         54         61          0          0         78         23
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       89.6        0.0       17.3        0.0        0.0       59.5        6.4        0.1        2.3        1.5        0.0        4.1        2.4
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          6          .          4          0          0         13          5          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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   206,058
Positions
    36,863    136,103         13     40,437      4,131        514    109,748     46,025      5,478      4,134     10,908          0      8,871      2,886
 
Changes from:       May 23, 2017                                     Total Change is:    -5,052
    -2,431      3,432          0    -15,064        551       -131     12,543     -9,352       -629       -206      1,289          0        866       -212
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       66.1        0.0       19.6        2.0        0.2       53.3       22.3        2.7        2.0        5.3        0.0        4.3        1.4
 
Number of Traders in Each Category                                    Total Traders:       156 
         .         12          .         17          6          .         59         23          8         17         18          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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    32,902
Positions
     1,018     14,165      7,924      6,187        148          0     15,043      4,046      1,317        269      4,480          0      1,144        822
 
Changes from:       May 23, 2017                                     Total Change is:     9,206
        13          0      7,924         21          0          0        576        210      1,154          0         60          0       -482       -142
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       43.1       24.1       18.8        0.4        0.0       45.7       12.3        4.0        0.8       13.6        0.0        3.5        2.5
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          .          .          .          .          0         15         11          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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    44,203
Positions
    18,273      4,108         69      1,807     10,165          0     19,028     22,557        534        700      1,806          0      3,792      4,964
 
Changes from:       May 23, 2017                                     Total Change is:        38
    -3,364      1,025        -75        648       -525          0      2,827       -228        -22       -519        -22          0        543       -115
 
Percent of Open Interest Represented by Each Category of Trader
      41.3        9.3        0.2        4.1       23.0        0.0       43.0       51.0        1.2        1.6        4.1        0.0        8.6       11.2
 
Number of Traders in Each Category                                    Total Traders:        67 
         6          5          .          6          4          0         19         19          8          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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    17,642
Positions
     5,103      2,981      8,608        827        326          0      1,773      4,682        280          0        200          0      1,051        565
 
Changes from:       May 23, 2017                                     Total Change is:      -166
       -81          1         71       -141          0          0       -153       -157        140          0          0          0         -2       -221
 
Percent of Open Interest Represented by Each Category of Trader
      28.9       16.9       48.8        4.7        1.8        0.0       10.0       26.5        1.6        0.0        1.1        0.0        6.0        3.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          .          .          4          .          0          6          6          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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    59,950
Positions
    10,470     35,223      1,822      7,206        380      1,186     27,293      7,256      1,997      1,340      3,063         12      8,625      9,013
 
Changes from:       May 23, 2017                                     Total Change is:      -220
    -1,381     -1,056         -1        293       -217         64      1,296        418         47         58         78          0       -596        448
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       58.8        3.0       12.0        0.6        2.0       45.5       12.1        3.3        2.2        5.1        0.0       14.4       15.0
 
Number of Traders in Each Category                                    Total Traders:       115 
        14         22          5         13          .          4         36         13          5          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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   119,900
Positions
    20,940     70,445      3,644     14,412        759      2,371     54,585     14,512      3,994      2,680      6,126         24     17,250     18,025
 
Changes from:       May 23, 2017                                     Total Change is:      -439
    -2,761     -2,111         -1        586       -433        127      2,591        835         94        116        155          0     -1,191        895
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       58.8        3.0       12.0        0.6        2.0       45.5       12.1        3.3        2.2        5.1        0.0       14.4       15.0
 
Number of Traders in Each Category                                    Total Traders:       115 
        14         22          5         13          .          4         36         13          5          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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   695,192
Positions
    53,727    101,381     33,642    299,202    169,958     74,516     93,881    137,075     33,870     22,765     51,247      3,460     80,128     90,041
 
Changes from:       May 23, 2017                                     Total Change is:     3,375
    -1,093      2,375      1,238      5,218      2,015     -5,083      5,446      2,481        554        185        417       -123     -2,966       -499
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       14.6        4.8       43.0       24.4       10.7       13.5       19.7        4.9        3.3        7.4        0.5       11.5       13.0
 
Number of Traders in Each Category                                    Total Traders:       602 
        36         34         29        120         91         87         84        122         73         48         67         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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    77,966
Positions
    22,384     18,619      1,620     21,037     18,495      1,169      5,808     12,312         25      3,094          3          0     22,829     25,723
 
Changes from:       May 23, 2017                                     Total Change is:       140
      -338      1,459          0        987        308       -240        768       -488          2         27          3          0     -1,066       -904
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       23.9        2.1       27.0       23.7        1.5        7.4       15.8        0.0        4.0        0.0        0.0       29.3       33.0
 
Number of Traders in Each Category                                    Total Traders:        48 
         5          9          4          7          4          4         12          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 3,086,131
Positions
   252,728    509,826     64,097  1,393,947    760,441    363,613    516,066    699,518     93,524    101,677    259,540     13,982    286,497    321,590
 
Changes from:       May 23, 2017                                     Total Change is:    16,177
    -8,286         71     10,701     21,093      8,471    -24,153     25,091     16,550      1,057        895      2,176       -721     -9,500      2,025
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       16.5        2.1       45.2       24.6       11.8       16.7       22.7        3.0        3.3        8.4        0.5        9.3       10.4
 
Number of Traders in Each Category                                    Total Traders:       595 
        38         31         27        119         90         84         81        123         65         47         66         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                    
CFTC Code #13874C                                                    Open Interest is    16,074
Positions
     3,862     11,721          0      8,618      3,212         75        641        226          0        738          0          0      2,140        840
 
Changes from:       May 23, 2017                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       72.9        0.0       53.6       20.0        0.5        4.0        1.4        0.0        4.6        0.0        0.0       13.3        5.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          5          0          5          .          .          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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    91,384
Positions
     5,472     40,104        730     45,116     40,212      3,581     22,209      2,383        711      1,411        280          0     12,154      3,383
 
Changes from:       May 23, 2017                                     Total Change is:    -1,757
       714       -543        -20     -1,590       -192        -53       -658     -1,125         43          0          0          0       -193        133
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       43.9        0.8       49.4       44.0        3.9       24.3        2.6        0.8        1.5        0.3        0.0       13.3        3.7
 
Number of Traders in Each Category                                    Total Traders:        78 
         4          7          .         29         16         14         16          4          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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    55,100
Positions
     6,147     20,681        738     13,011      4,763      1,013     24,503     16,399        776      1,666      3,287        237      7,008      7,205
 
Changes from:       May 23, 2017                                     Total Change is:     1,058
      -815        775        267         97         13          6      1,725        175       -601       -171        191        -31        581        263
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       37.5        1.3       23.6        8.6        1.8       44.5       29.8        1.4        3.0        6.0        0.4       12.7       13.1
 
Number of Traders in Each Category                                    Total Traders:       255 
        16         22          7         50         22         14         47         57         18         15         26          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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   275,501
Positions
    30,733    103,405      3,691     65,056     23,815      5,066    122,517     81,995      3,882      8,332     16,436      1,186     35,038     36,025
 
Changes from:       May 23, 2017                                     Total Change is:     5,292
    -4,075      3,874      1,337        484         66         29      8,626        875     -3,004       -855        955       -153      2,903      1,313
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       37.5        1.3       23.6        8.6        1.8       44.5       29.8        1.4        3.0        6.0        0.4       12.7       13.1
 
Number of Traders in Each Category                                    Total Traders:       255 
        16         22          7         50         22         14         47         57         18         15         26          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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   572,884
Positions
    68,004    112,404      5,182    243,520    188,983     37,325    156,195    179,823     14,631     18,411      9,326        381     29,235     24,829
 
Changes from:       May 23, 2017                                     Total Change is:     4,123
     5,917     -2,640        601     -4,692      3,091       -196        926      1,978      1,232       -605       -783        211        729        629
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       19.6        0.9       42.5       33.0        6.5       27.3       31.4        2.6        3.2        1.6        0.1        5.1        4.3
 
Number of Traders in Each Category                                    Total Traders:       324 
        25         21          5         68         51         35         57         66         22         18         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 2017                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    39,530
Positions
     1,091     22,181          0     16,069        475         74      7,456      9,778        144      6,296      3,657          0      8,400      3,221
 
Changes from:       May 23, 2017                                     Total Change is:      -618
       161       -650         -1        265          0         -1        490       -458         91       -225        339          0     -1,398         62
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       56.1        0.0       40.7        1.2        0.2       18.9       24.7        0.4       15.9        9.3        0.0       21.2        8.1
 
Number of Traders in Each Category                                    Total Traders:        53 
         .          6          0         16          .          .         11          7          .          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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    79,511
Positions
    16,601     24,954        245     23,140      6,667      1,864     25,236     15,634        739      2,305      1,936          0      9,381     27,472
 
Changes from:       May 23, 2017                                     Total Change is:    -2,245
      -403      1,407        -46       -116     -1,512        186     -1,803     -1,981        368        108       -181          0       -539       -486
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       31.4        0.3       29.1        8.4        2.3       31.7       19.7        0.9        2.9        2.4        0.0       11.8       34.6
 
Number of Traders in Each Category                                    Total Traders:        86 
        12         11          .         12          6          5         20         17          5          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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   309,661
Positions
    14,433    205,122      8,331    204,337     62,795     13,672     54,139     10,539      2,582      3,106      1,083         29      9,032      5,508
 
Changes from:       May 23, 2017                                     Total Change is:    11,471
        55      1,348      6,573      5,990       -794     -1,278       -166      4,451         80       -238         76          0        455      1,015
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       66.2        2.7       66.0       20.3        4.4       17.5        3.4        0.8        1.0        0.3        0.0        2.9        1.8
 
Number of Traders in Each Category                                    Total Traders:       147 
         8         13          6         54         25         21         30          7          9          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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   972,582
Positions
    28,342    726,124     14,097    582,654    102,161     57,722    212,266     34,107     12,603     38,507     17,011        798     25,593      7,959
 
Changes from:       May 23, 2017                                     Total Change is:    22,154
      -328      6,019      9,008     11,251       -786     -3,717      2,631      7,899      1,035      4,393     -1,434        -39     -2,080      4,169
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       74.7        1.4       59.9       10.5        5.9       21.8        3.5        1.3        4.0        1.7        0.1        2.6        0.8
 
Number of Traders in Each Category                                    Total Traders:       353 
        24         21         11        121         37         48         69         22         20         45         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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   755,193
Positions
     8,271     36,362      3,917    281,967    143,808    126,027     92,759    161,982     57,082      6,939     52,138      5,589    172,642    168,288
 
Changes from:       May 23, 2017                                     Total Change is:   -42,499
    -1,663     -6,031     -1,971     -1,246      9,228     -5,985     -3,265      4,417    -37,894        721      5,854      1,806      6,998    -11,923
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        4.8        0.5       37.3       19.0       16.7       12.3       21.4        7.6        0.9        6.9        0.7       22.9       22.3
 
Number of Traders in Each Category                                    Total Traders:       156 
         4         10          5         41         28         35         30         28         26          8          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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   775,507
Positions
       638    155,774      4,405    435,778     51,663    103,413     32,764    310,343     35,779     36,328     15,755      2,280    124,122     96,095
 
Changes from:       May 23, 2017                                     Total Change is:     1,747
    -2,954      3,173      2,845      8,116       -150      4,621     -2,004     -3,486      6,404      4,411        840       -286    -19,406    -12,214
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       20.1        0.6       56.2        6.7       13.3        4.2       40.0        4.6        4.7        2.0        0.3       16.0       12.4
 
Number of Traders in Each Category                                    Total Traders:       111 
         .         12          4         48         10         34         12         19         16          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 1,319,632
Positions
    58,179     72,829     28,671    416,803    216,294    190,546    222,133    294,979     67,530    197,003    258,892      8,972    129,795    180,919
 
Changes from:       May 23, 2017                                     Total Change is:  -120,045
     3,233    -22,780     -8,158    -23,747    -22,757     -9,172     -3,201     23,037    -25,948      1,583     -7,899    -25,718    -28,917    -20,650
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        5.5        2.2       31.6       16.4       14.4       16.8       22.4        5.1       14.9       19.6        0.7        9.8       13.7
 
Number of Traders in Each Category                                    Total Traders:       268 
        12         24         17         57         36         46         48         42         38         21         28         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 3,284,784
Positions
   128,180    205,167     67,034  1,131,706    876,271    461,501    667,434    800,260    135,961    254,502    132,072     34,922    403,544    571,596
 
Changes from:       May 23, 2017                                     Total Change is:  -254,067
    -5,765      5,443     10,099    -58,945   -142,790      1,478    -68,331      5,024   -143,114    -26,004    -17,764      2,457     34,058     25,100
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        6.2        2.0       34.5       26.7       14.0       20.3       24.4        4.1        7.7        4.0        1.1       12.3       17.4
 
Number of Traders in Each Category                                    Total Traders:       378 
        25         28         23         65         76         75         73         53         53         21         35         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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   374,990
Positions
     6,101      8,045      3,221     86,629    157,127     28,283    133,657     31,313     18,770      9,265      6,629          0     89,064    121,602
 
Changes from:       May 23, 2017                                     Total Change is:     4,238
     3,586       -205        538     -6,350      3,315       -729      8,807      3,528     -1,581       -358      2,500          0        325     -3,128
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        2.1        0.9       23.1       41.9        7.5       35.6        8.4        5.0        2.5        1.8        0.0       23.8       32.4
 
Number of Traders in Each Category                                    Total Traders:        56 
         .          .          .         11         20         24         11          6         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 3,308,891
Positions
    24,774    468,259     59,917  1,682,086    618,101    381,650    424,114    938,135    168,480    206,094    236,192     21,524    340,252    416,633
 
Changes from:       May 23, 2017                                     Total Change is:   -39,619
     7,084    -28,156     -7,367    -46,599    -73,242    -14,714      9,996     71,292      7,278      2,239    -11,370    -28,439     30,903     45,099
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       14.2        1.8       50.8       18.7       11.5       12.8       28.4        5.1        6.2        7.1        0.7       10.3       12.6
 
Number of Traders in Each Category                                    Total Traders:       291 
         7         36         18         58         45         64         42         58         48         12         31         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 1,719,821
Positions
   384,419    170,854    534,533      3,500     14,961     13,097    235,869    402,055    328,503     75,674     91,750     97,602     46,624     66,466
 
Changes from:       May 23, 2017                                     Total Change is:    63,002
     6,155    -12,466     38,827          0        831      1,166      6,032     31,742         20    -11,928    -13,384     15,408      7,322        858
 
Percent of Open Interest Represented by Each Category of Trader
      22.4        9.9       31.1        0.2        0.9        0.8       13.7       23.4       19.1        4.4        5.3        5.7        2.7        3.9
 
Number of Traders in Each Category                                    Total Traders:       164 
        24         36         52          .          5          .         15         52         46          9         12         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 is14,028,713
Positions
 4,824,403    972,774  2,580,788    106,176  1,531,538    807,037    489,416  2,782,452  2,610,909  1,003,754    722,183    868,640    737,590  1,152,392
 
Changes from:       May 23, 2017                                     Total Change is:   414,419
   -36,534   -109,834     56,112      6,273     83,918    -30,110    -45,309    -13,573    234,036     -1,450     11,517    100,634    130,767     81,719
 
Percent of Open Interest Represented by Each Category of Trader
      34.4        6.9       18.4        0.8       10.9        5.8        3.5       19.8       18.6        7.2        5.1        6.2        5.3        8.2
 
Number of Traders in Each Category                                    Total Traders:       320 
        30         54         76          .         36         27         45         91        101          9         33         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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    29,634
Positions
    18,804      2,689         13        259     12,387         83      2,402     10,392         25      7,929      3,847         92         27        106
 
Changes from:       May 23, 2017                                     Total Change is:      -186
      -246       -206         13         54         25          0       -435         19         23        417        -37          0        -12        -23
 
Percent of Open Interest Represented by Each Category of Trader
      63.5        9.1        0.0        0.9       41.8        0.3        8.1       35.1        0.1       26.8       13.0        0.3        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        51 
         4          5          .          .         12          .          8          9          .          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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    24,614
Positions
    14,368        712          0        650     10,202        171      9,147      9,026        130        100      4,263          0         48        110
 
Changes from:       May 23, 2017                                     Total Change is:    -1,292
      -220     -1,067          0         32          5          0     -1,224        588        130          0       -979          0        -10         31
 
Percent of Open Interest Represented by Each Category of Trader
      58.4        2.9        0.0        2.6       41.4        0.7       37.2       36.7        0.5        0.4       17.3        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        32 
         4          .          0          .          5          .          6          7          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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    84,839
Positions
        51     50,343         50     11,784      4,333        540     40,833     18,200      3,508     15,785      1,582        222     12,066      6,061
 
Changes from:       May 23, 2017                                     Total Change is:      -297
         0     -3,838          0         27        492        -22     -2,477      2,197        389     -1,280     -2,554        103      2,963      2,936
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       59.3        0.1       13.9        5.1        0.6       48.1       21.5        4.1       18.6        1.9        0.3       14.2        7.1
 
Number of Traders in Each Category                                    Total Traders:       149 
         .          .          .         14          5          .         30         35         16         53          5          .
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Traders in Financial Futures - Futures Only Positions as of May 30, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   577,687
Positions
   125,589     42,581     19,089     52,254     44,804     70,782    111,104    217,719    120,468     21,980      6,048     22,268     34,153     33,928
 
Changes from:       May 23, 2017                                     Total Change is:    52,531
    11,319      1,307        919     24,519      6,166    -13,587     15,693     47,166      7,951      2,254       -168      2,008      1,455        769
 
Percent of Open Interest Represented by Each Category of Trader
      21.7        7.4        3.3        9.0        7.8       12.3       19.2       37.7       20.9        3.8        1.0        3.9        5.9        5.9
 
Number of Traders in Each Category                                    Total Traders:       248 
        24          5         17         22         24         15         50         71         53         25         13         27
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Traders in Financial Futures - Futures Only Positions as of May 30, 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    40,851
Positions
     1,055      7,734          0     28,520      2,141          0      5,219     30,439        257      5,741        171          0         59        109
 
Changes from:       May 23, 2017                                     Total Change is:    -8,014
       959       -332          0        -94         94          0     -8,887     -7,809          1          0          1          0          7         31
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       18.9        0.0       69.8        5.2        0.0       12.8       74.5        0.6       14.1        0.4        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0          8          .          0          7          8          .          6          .          0
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Updated June 2, 2017