Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   137,775
Positions
    23,877     14,711      3,318     28,617      8,000      2,333     15,901     55,968     13,652     20,995      3,015      2,652     26,431     34,127
 
Changes from:       March 21, 2017                                   Total Change is:     2,420
     6,431         51       -217      1,408     -1,257         77     -4,717      3,959       -208       -272         -7        130       -211       -108
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       10.7        2.4       20.8        5.8        1.7       11.5       40.6        9.9       15.2        2.2        1.9       19.2       24.8
 
Number of Traders in Each Category                                    Total Traders:        93 
         7          .          7         11          6          5         19         33         20         10          4          5
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    43,833
Positions
    13,374      3,476        744      2,771      1,818          0      9,025     21,021      1,637      5,472        912          0     10,810     14,225
 
Changes from:       March 21, 2017                                   Total Change is:      -480
    -3,911      3,476         87        793         31          0        166       -786       -713        209        493          0      2,889     -3,068
 
Percent of Open Interest Represented by Each Category of Trader
      30.5        7.9        1.7        6.3        4.1        0.0       20.6       48.0        3.7       12.5        2.1        0.0       24.7       32.5
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          .          .          4          .          0         10         17          8          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   282,707
Positions
   139,151     22,160      8,646     10,553     85,488      5,899     32,898     82,814     28,187     26,547     11,341      2,728     28,098     35,443
 
Changes from:       March 21, 2017                                   Total Change is:    -6,654
   -11,349     17,678        606        174     -5,253      1,039      3,652    -14,642        -19     -1,216       -668        -98        556     -5,298
 
Percent of Open Interest Represented by Each Category of Trader
      49.2        7.8        3.1        3.7       30.2        2.1       11.6       29.3       10.0        9.4        4.0        1.0        9.9       12.5
 
Number of Traders in Each Category                                    Total Traders:       121 
         8          7          9          8         25         11         21         44         25          4          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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   243,728
Positions
    79,234     39,074     14,866     23,339     54,604      8,240     35,464     48,238     28,964     23,801      1,747      4,278     25,541     43,716
 
Changes from:       March 21, 2017                                   Total Change is:    12,203
   -11,926     19,860      3,990         -3     -1,865        739      7,968    -16,508      4,873        290         16        977      5,297        121
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       16.0        6.1        9.6       22.4        3.4       14.6       19.8       11.9        9.8        0.7        1.8       10.5       17.9
 
Number of Traders in Each Category                                    Total Traders:       129 
         7         12          8         14         17          8         32         36         24          7          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   478,273
Positions
    84,240     85,577     17,741    160,956     90,767     14,120     53,309    113,252     44,125     31,605     41,596      7,991     64,186     63,103
 
Changes from:       March 21, 2017                                   Total Change is:       639
       189     15,232       -122     -2,884     -6,251      1,570      2,112     -7,035        753        207     -3,427        -91     -1,094         11
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       17.9        3.7       33.7       19.0        3.0       11.1       23.7        9.2        6.6        8.7        1.7       13.4       13.2
 
Number of Traders in Each Category                                    Total Traders:       251 
        15         17         16         49         34         36         30         50         34         31         25         17
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    35,416
Positions
       752     24,950          1     18,936          0        422      1,971      1,940        219      1,142      3,351          0     11,973      4,533
 
Changes from:       March 21, 2017                                   Total Change is:       691
         0      1,093          0        668          0        -22        175         88          5          0          0          0       -135       -473
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       70.4        0.0       53.5        0.0        1.2        5.6        5.5        0.6        3.2        9.5        0.0       33.8       12.8
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          5          .         12          0          5          .          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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   154,140
Positions
     2,409     73,754      6,540     30,869      7,780      2,954     65,263     14,414     11,063      2,500     10,158      2,009     30,533     25,467
 
Changes from:       March 21, 2017                                   Total Change is:        63
       -21     11,425        506      4,323     -3,490        165        257     -6,706     -1,448         49     -1,758       -761     -3,007      2,129
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       47.8        4.2       20.0        5.0        1.9       42.3        9.4        7.2        1.6        6.6        1.3       19.8       16.5
 
Number of Traders in Each Category                                    Total Traders:        95 
         .         10          6          9          8          6         33         17         16          6          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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    29,405
Positions
       711     24,779        398      5,196          0          0     20,950      3,236          0        765        217          0      1,385        775
 
Changes from:       March 21, 2017                                   Total Change is:     1,142
      -540         30        121        499          0          0      1,082        856          0        -78        100          0         58         35
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       84.3        1.4       17.7        0.0        0.0       71.2       11.0        0.0        2.6        0.7        0.0        4.7        2.6
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          6          .          .          0          0         11          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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   192,121
Positions
    49,475    114,834         30     61,200      2,821         68     67,256     58,926      1,542      2,914     10,848         98      9,539      2,955
 
Changes from:       March 21, 2017                                   Total Change is:    14,722
         0     11,893          2         72       -233        -26     14,273      4,341       -237       -621        215         80      1,179     -1,313
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       59.8        0.0       31.9        1.5        0.0       35.0       30.7        0.8        1.5        5.6        0.1        5.0        1.5
 
Number of Traders in Each Category                                    Total Traders:       139 
         .         13          .         13          5          .         47         29         11         14         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    28,988
Positions
       115     22,756        724      7,122          0          0     18,045      2,921        678          0        890          0      2,304      1,019
 
Changes from:       March 21, 2017                                   Total Change is:       767
        12        743        337         54          0          0       -203       -372        199          0       -484          0        368        344
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       78.5        2.5       24.6        0.0        0.0       62.2       10.1        2.3        0.0        3.1        0.0        7.9        3.5
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          .          .          4          0          0         10          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    37,949
Positions
    17,775      1,904          2      1,729     15,894          0     14,112     14,313        492        592      1,357          0      3,247      3,987
 
Changes from:       March 21, 2017                                   Total Change is:        51
     3,316        106          1        107        102          0     -1,869      1,270     -1,836        207        433          0        125        -25
 
Percent of Open Interest Represented by Each Category of Trader
      46.8        5.0        0.0        4.6       41.9        0.0       37.2       37.7        1.3        1.6        3.6        0.0        8.6       10.5
 
Number of Traders in Each Category                                    Total Traders:        68 
         9          4          .          4          5          0         16         21          7          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    27,047
Positions
    11,452      1,373     10,703        919        245          0      2,746     13,335         72          0        300          0      1,155      1,019
 
Changes from:       March 21, 2017                                   Total Change is:        30
       107        -21         23        145        -30          0       -174       -299          0          0        200          0        -71        157
 
Percent of Open Interest Represented by Each Category of Trader
      42.3        5.1       39.6        3.4        0.9        0.0       10.2       49.3        0.3        0.0        1.1        0.0        4.3        3.8
 
Number of Traders in Each Category                                    Total Traders:        27 
         5          .          .          .          .          0          8          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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    68,096
Positions
     6,278     46,137      1,790     11,276        503        752     32,397      4,409      3,410      1,932      3,454        224     10,037      7,417
 
Changes from:       March 21, 2017                                   Total Change is:       761
       -44       -344        -50        515       -353         55        911        955       -547        158      1,207         73       -310       -236
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       67.8        2.6       16.6        0.7        1.1       47.6        6.5        5.0        2.8        5.1        0.3       14.7       10.9
 
Number of Traders in Each Category                                    Total Traders:       125 
        11         23          4         13          .          5         42         14         12         10          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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   136,192
Positions
    12,557     92,274      3,580     22,552      1,006      1,504     64,793      8,818      6,820      3,863      6,908        448     20,075     14,834
 
Changes from:       March 21, 2017                                   Total Change is:     1,521
       -88       -687       -100      1,029       -706        110      1,822      1,910     -1,094        316      2,414        146       -620       -472
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       67.8        2.6       16.6        0.7        1.1       47.6        6.5        5.0        2.8        5.1        0.3       14.7       10.9
 
Number of Traders in Each Category                                    Total Traders:       125 
        11         23          4         13          .          5         42         14         12         10          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   823,685
Positions
    49,926    113,170     17,758    302,515    190,484     84,157     79,347    117,595    144,200     21,427     39,220     28,656     95,699     88,445
 
Changes from:       March 21, 2017                                   Total Change is:    17,235
    -2,555     12,399      2,476      2,607     -4,630      1,826      4,196     -3,753      8,612     -1,808        864      1,246        635     -1,805
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       13.7        2.2       36.7       23.1       10.2        9.6       14.3       17.5        2.6        4.8        3.5       11.6       10.7
 
Number of Traders in Each Category                                    Total Traders:       679 
        37         32         34        126         88         98         89        142        124         86         79         85
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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   126,512
Positions
     4,966     12,834      9,003     10,219     26,961     17,128      9,255      1,395     32,610      4,087        144      4,039     35,205     22,398
 
Changes from:       March 21, 2017                                   Total Change is:    15,591
      -831      6,519      2,186      1,005     -1,486      3,625         75        159      4,250          4          6      1,130      4,147       -797
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       10.1        7.1        8.1       21.3       13.5        7.3        1.1       25.8        3.2        0.1        3.2       27.8       17.7
 
Number of Traders in Each Category                                    Total Traders:        62 
         .         10          6          7          .          .         17          8         23         10          4         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 3,485,864
Positions
   227,218    504,097     41,356  1,485,728    841,867    310,894    387,774    618,315    520,636     94,341    203,021    115,444    302,473    330,234
 
Changes from:       March 21, 2017                                   Total Change is:     8,222
   -10,094     27,933      2,923      4,493    -19,235     -5,478     26,370    -13,799     16,048     -8,744      4,603        265    -17,561     -5,038
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       14.5        1.2       42.6       24.2        8.9       11.1       17.7       14.9        2.7        5.8        3.3        8.7        9.5
 
Number of Traders in Each Category                                    Total Traders:       665 
        37         32         33        126         86         95         85        142        122         79         78         80
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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    90,721
Positions
     2,054     41,497        714     46,864     38,379      3,376     23,154      2,179        222      1,886        564          0     12,451      3,790
 
Changes from:       March 21, 2017                                   Total Change is:    -1,730
      -576        -59          0       -460        358        -77        457       -576     -1,311         40          0          0        197        -65
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       45.7        0.8       51.7       42.3        3.7       25.5        2.4        0.2        2.1        0.6        0.0       13.7        4.2
 
Number of Traders in Each Category                                    Total Traders:        81 
         4          9          .         31         15         14         16          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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    50,080
Positions
     2,589     16,437        441     15,535      4,718      1,081     19,975     15,025      1,987      1,495      3,800        528      6,449      6,063
 
Changes from:       March 21, 2017                                   Total Change is:       -13
        70      1,340         -5        664       -818       -228      1,248       -282       -685       -726        360       -147       -204        453
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       32.8        0.9       31.0        9.4        2.2       39.9       30.0        4.0        3.0        7.6        1.1       12.9       12.1
 
Number of Traders in Each Category                                    Total Traders:       242 
        13         25          7         41         18         12         57         53         26         14         21          9
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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   250,402
Positions
    12,945     82,184      2,206     77,676     23,589      5,403     99,876     75,126      9,935      7,474     19,001      2,642     32,246     30,317
 
Changes from:       March 21, 2017                                   Total Change is:       -63
       352      6,701        -27      3,320     -4,089     -1,140      6,242     -1,412     -3,426     -3,631      1,800       -735     -1,019      2,264
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       32.8        0.9       31.0        9.4        2.2       39.9       30.0        4.0        3.0        7.6        1.1       12.9       12.1
 
Number of Traders in Each Category                                    Total Traders:       242 
        13         25          7         41         18         12         57         53         26         14         21          9
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   546,853
Positions
    46,219    112,865      3,817    262,048    156,620     34,290    146,184    185,887     13,038     13,728     17,474      2,729     24,800     20,134
 
Changes from:       March 21, 2017                                   Total Change is:    -5,360
       655     -1,738        558      2,585     18,130     -5,328        306    -11,665     -2,846        641      1,605        283     -2,214     -4,359
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       20.6        0.7       47.9       28.6        6.3       26.7       34.0        2.4        2.5        3.2        0.5        4.5        3.7
 
Number of Traders in Each Category                                    Total Traders:       331 
        21         20          5         84         44         32         51         72         23         20         19          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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    35,387
Positions
       831     18,544          0     15,429        490         34      3,594      5,005          0      6,740      3,031          0      8,759      8,283
 
Changes from:       March 21, 2017                                   Total Change is:     2,041
      -281        596          0       -178          0        -10      1,804        949          0      1,273        326          0       -567        180
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       52.4        0.0       43.6        1.4        0.1       10.2       14.1        0.0       19.0        8.6        0.0       24.8       23.4
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          6          0         17          .          .          .          9          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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    58,830
Positions
     8,900      8,042        260     12,907      7,736      2,044     20,831      9,719        340      2,729      2,203          0     10,819     28,486
 
Changes from:       March 21, 2017                                   Total Change is:     1,920
       878      2,329        129      2,499       -384       -154     -3,030        712        305        788        579          0        505     -1,596
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       13.7        0.4       21.9       13.1        3.5       35.4       16.5        0.6        4.6        3.7        0.0       18.4       48.4
 
Number of Traders in Each Category                                    Total Traders:        75 
         7          9          .         15          6          7         23          7          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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   279,150
Positions
    23,052    184,186      1,820    170,710     61,882     13,632     56,457      9,913      2,699      1,577      1,007        170      9,033      3,841
 
Changes from:       March 21, 2017                                   Total Change is:     8,137
     3,872     41,601        240      2,770        228       -213      1,654      2,325        -61       -254        -23          0        129    -35,960
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       66.0        0.7       61.2       22.2        4.9       20.2        3.6        1.0        0.6        0.4        0.1        3.2        1.4
 
Number of Traders in Each Category                                    Total Traders:       133 
         7         11          4         48         24         21         27          9          9          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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   909,851
Positions
    27,173    702,955      7,022    537,942     76,664     53,745    200,501     34,649     12,508     44,570     13,927        918     25,472      7,463
 
Changes from:       March 21, 2017                                   Total Change is:    16,967
   -10,143     15,665      1,304     23,371      1,114     -2,281      3,944      5,650       -358      1,954       -267       -118       -706     -3,742
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       77.3        0.8       59.1        8.4        5.9       22.0        3.8        1.4        4.9        1.5        0.1        2.8        0.8
 
Number of Traders in Each Category                                    Total Traders:       330 
        19         21          7        110         30         43         62         22         17         50         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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   737,600
Positions
     8,187     29,594     20,779    278,087    153,310    129,130     56,075    120,710     72,363     12,908     22,094     15,384    144,687    174,235
 
Changes from:       March 21, 2017                                   Total Change is:   -48,061
        72      7,911     -3,795     -2,576     -5,271     -1,824     -9,940     -5,827    -26,883      2,539       -464     -6,118        464     -5,790
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        4.0        2.8       37.7       20.8       17.5        7.6       16.4        9.8        1.7        3.0        2.1       19.6       23.6
 
Number of Traders in Each Category                                    Total Traders:       149 
         5         11         10         37         28         32         21         30         36         10          7         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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   705,073
Positions
     4,389    148,904      1,289    397,586     47,471     92,295     46,921    279,779     13,842     29,571     12,976        341    118,839    108,176
 
Changes from:       March 21, 2017                                   Total Change is:    -7,857
       276      4,303       -548    -10,078     -1,660      2,773      2,585     -6,195     -2,720       -223          0          0         78     -3,810
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       21.1        0.2       56.4        6.7       13.1        6.7       39.7        2.0        4.2        1.8        0.0       16.9       15.3
 
Number of Traders in Each Category                                    Total Traders:        98 
         .         11          .         46          7         27          9         20         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 1,386,538
Positions
    36,815    178,320     10,383    476,044    274,740    154,839    392,227    250,961     42,260    159,802    316,113      5,776    108,392    153,144
 
Changes from:       March 21, 2017                                   Total Change is:   -84,615
   -21,956     34,102        -44     38,712     12,801    -31,698    -27,453    -40,318    -41,313       -938     -6,479      1,161     -1,086    -12,827
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       12.9        0.7       34.3       19.8       11.2       28.3       18.1        3.0       11.5       22.8        0.4        7.8       11.0
 
Number of Traders in Each Category                                    Total Traders:       280 
        10         33         13         60         36         45         43         43         33         19         36         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 3,563,814
Positions
    90,556    169,620    158,072  1,271,071    951,425    450,603    507,531    689,992    316,221    345,202    205,318     60,972    363,585    561,590
 
Changes from:       March 21, 2017                                   Total Change is:  -132,411
     3,294    -57,799     -9,621    -48,281     21,748    -11,899     67,402      9,179    -67,882    -70,145      8,688    -11,789     16,509    -13,035
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        4.8        4.4       35.7       26.7       12.6       14.2       19.4        8.9        9.7        5.8        1.7       10.2       15.8
 
Number of Traders in Each Category                                    Total Traders:       401 
        20         41         44         57         80         74         64         71         87         29         39         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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   334,839
Positions
    11,970     21,444      2,373    108,562    141,606     15,739    105,360     37,657      8,482      9,973      6,629          0     72,380    100,909
 
Changes from:       March 21, 2017                                   Total Change is:     1,854
    -3,931     -5,721         17     -2,421     12,566     -1,905      8,278        484       -115       -245          0          0      2,175     -3,472
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        6.4        0.7       32.4       42.3        4.7       31.5       11.2        2.5        3.0        2.0        0.0       21.6       30.1
 
Number of Traders in Each Category                                    Total Traders:        60 
         .          6          .         12         20         20         10          5          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 3,206,631
Positions
    43,231    361,074     89,801  1,656,013    702,325    327,237    318,431    876,122    224,066    256,605    237,420     37,005    254,242    351,581
 
Changes from:       March 21, 2017                                   Total Change is:   -53,888
    -3,419     23,337    -11,878    -12,482      6,982     -8,759     44,505     28,624    -72,429     19,653     -2,668     -2,142     -6,937    -14,955
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       11.3        2.8       51.6       21.9       10.2        9.9       27.3        7.0        8.0        7.4        1.2        7.9       11.0
 
Number of Traders in Each Category                                    Total Traders:       310 
        11         38         25         59         43         60         45         62         66         17         35         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 1,666,959
Positions
   560,573    179,316    447,572      6,432      6,374     13,025    151,175    386,544    354,790      6,018    129,475     88,112     39,262     61,751
 
Changes from:       March 21, 2017                                   Total Change is:     7,704
    -1,276    -13,977     32,665       -695      4,664     -2,168     -3,998     16,774    -22,346       -105     -9,932      6,122       -495     -4,098
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       10.8       26.8        0.4        0.4        0.8        9.1       23.2       21.3        0.4        7.8        5.3        2.4        3.7
 
Number of Traders in Each Category                                    Total Traders:       151 
        29         29         48          .          .          .         23         39         46          6         14         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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 is21,882,202
Positions
 5,614,473  1,117,610  3,558,523    135,595  1,637,991    878,452    269,210  2,767,102  8,696,244    713,740    612,257  1,347,327    668,639  1,266,697
 
Changes from:       March 21, 2017                                   Total Change is:    83,975
    57,808    111,610     -1,159     14,459    -71,111      2,226     -7,959      7,170     21,953    -50,213    -17,014     47,335       -476    -17,037
 
Percent of Open Interest Represented by Each Category of Trader
      25.7        5.1       16.3        0.6        7.5        4.0        1.2       12.6       39.7        3.3        2.8        6.2        3.1        5.8
 
Number of Traders in Each Category                                    Total Traders:       327 
        26         48         66          6         32         35         36        115        122         12         39         38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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    32,006
Positions
    12,156      3,053          0        250     13,374        100     14,206     12,048          0      5,196      3,196         92          6        143
 
Changes from:       March 21, 2017                                   Total Change is:       209
     2,196         57          0         43        563        -35     -2,135        -98          0        147       -326         40        -47          8
 
Percent of Open Interest Represented by Each Category of Trader
      38.0        9.5        0.0        0.8       41.8        0.3       44.4       37.6        0.0       16.2       10.0        0.3        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        50 
         5          5          0          .         13          4          4         11          0          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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    27,553
Positions
     9,454      2,782          0        592      9,038        123     16,864      9,182         44        318      6,151        136         22         97
 
Changes from:       March 21, 2017                                   Total Change is:      -151
     2,796         11          0         31          1        -23     -2,574        -25         44       -441       -195          0         16         36
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       10.1        0.0        2.1       32.8        0.4       61.2       33.3        0.2        1.2       22.3        0.5        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          .          0          .          5          .          7          8          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    74,915
Positions
       199     60,218        123     12,093      2,077        841     30,874      6,657      2,092     20,529        359         61      8,102      2,487
 
Changes from:       March 21, 2017                                   Total Change is:     1,921
       -26       -782         69       -401        978       -446      2,198      1,211        776        910        102          4     -1,164          9
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       80.4        0.2       16.1        2.8        1.1       41.2        8.9        2.8       27.4        0.5        0.1       10.8        3.3
 
Number of Traders in Each Category                                    Total Traders:       145 
         .          5          .         13          5          4         35         24         16         56          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   515,480
Positions
   136,848     31,676      9,612     51,225     48,154     50,293     89,381    197,041    116,759     11,145      8,756     19,509     30,708     33,680
 
Changes from:       March 21, 2017                                   Total Change is:   -85,839
    -7,213      3,900    -22,287    -14,914       -424     10,217     -9,656    -32,028    -36,085     -4,380     -5,649        458     -1,979     -3,941
 
Percent of Open Interest Represented by Each Category of Trader
      26.5        6.1        1.9        9.9        9.3        9.8       17.3       38.2       22.7        2.2        1.7        3.8        6.0        6.5
 
Number of Traders in Each Category                                    Total Traders:       223 
        22          5         19         16         22         13         53         62         58         19         15         23
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 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    34,949
Positions
       449      7,734          0     21,976      1,248          0      6,549     25,397        369      5,533        127          0         73         74
 
Changes from:       March 21, 2017                                   Total Change is:      -201
       399          0          0       -584      1,248          0         18     -1,492          0         18         18          0        -52         25
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       22.1        0.0       62.9        3.6        0.0       18.7       72.7        1.1       15.8        0.4        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          0         11          .          0          9          7          .          4          .          0
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Updated June 6, 2017