Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   151,021
Positions
    29,792     14,523      4,400     26,835      9,108      2,306     22,000     64,945     14,586     21,031      3,052      2,697     27,374     35,404
 
Changes from:       March 28, 2017                                   Total Change is:    13,246
     5,916       -188      1,081     -1,782      1,108        -26      6,099      8,977        934         36         38         45        944      1,277
 
Percent of Open Interest Represented by Each Category of Trader
      19.7        9.6        2.9       17.8        6.0        1.5       14.6       43.0        9.7       13.9        2.0        1.8       18.1       23.4
 
Number of Traders in Each Category                                    Total Traders:        97 
         7          .          8         10          7          5         20         36         18         10          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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    40,587
Positions
    15,637        809        700      2,239      2,228          0      7,311     18,847      1,045      5,669      1,140          0      7,985     15,817
 
Changes from:       March 28, 2017                                   Total Change is:    -3,246
     2,264     -2,667        -43       -532        410          0     -1,714     -2,174       -592        197        228          0     -2,825      1,593
 
Percent of Open Interest Represented by Each Category of Trader
      38.5        2.0        1.7        5.5        5.5        0.0       18.0       46.4        2.6       14.0        2.8        0.0       19.7       39.0
 
Number of Traders in Each Category                                    Total Traders:        38 
         4          .          .          4          .          0          8         15          7          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   275,344
Positions
   139,192     22,135      7,372     10,852     87,361      5,435     29,498     79,534     25,046     27,831     11,125      3,052     27,067     34,284
 
Changes from:       March 28, 2017                                   Total Change is:    -7,363
        41        -25     -1,274        299      1,873       -464     -3,400     -3,280     -3,141      1,284       -216        324     -1,031     -1,159
 
Percent of Open Interest Represented by Each Category of Trader
      50.6        8.0        2.7        3.9       31.7        2.0       10.7       28.9        9.1       10.1        4.0        1.1        9.8       12.5
 
Number of Traders in Each Category                                    Total Traders:       124 
         8          8         10          8         24         11         23         44         29          5          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   238,969
Positions
    76,469     54,317     14,088     24,762     53,835      7,223     33,853     35,385     28,156     24,949      1,201      3,978     25,490     40,786
 
Changes from:       March 28, 2017                                   Total Change is:    -4,759
    -2,765     15,243       -778      1,423       -769     -1,017     -1,611    -12,853       -808      1,148       -546       -300        -50     -2,930
 
Percent of Open Interest Represented by Each Category of Trader
      32.0       22.7        5.9       10.4       22.5        3.0       14.2       14.8       11.8       10.4        0.5        1.7       10.7       17.1
 
Number of Traders in Each Category                                    Total Traders:       127 
         7         13          8         15         17          8         34         30         24          7          4          5
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   466,776
Positions
    79,616     75,757     19,637    163,706     96,678     10,291     50,495    117,931     40,287     29,763     38,739      7,615     65,367     59,842
 
Changes from:       March 28, 2017                                   Total Change is:   -11,497
    -4,624     -9,820      1,896      2,750      5,910     -3,830     -2,814      4,679     -3,838     -1,841     -2,857       -377      1,181     -3,261
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       16.2        4.2       35.1       20.7        2.2       10.8       25.3        8.6        6.4        8.3        1.6       14.0       12.8
 
Number of Traders in Each Category                                    Total Traders:       247 
        16         17         18         50         34         35         33         46         34         32         19         17
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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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EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    34,067
Positions
       752     24,239          1     18,246          0        433      1,398      1,452        219      1,142      3,351          0     11,876      4,372
 
Changes from:       March 28, 2017                                   Total Change is:    -1,349
         0       -711          0       -690          0         11       -573       -488          0          0          0          0        -97       -161
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       71.2        0.0       53.6        0.0        1.3        4.1        4.3        0.6        3.4        9.8        0.0       34.9       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 April 4, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   156,684
Positions
     6,899     74,394      6,572     30,096      8,113      2,539     65,514     18,948     11,532      1,811      8,971      1,578     30,144     24,038
 
Changes from:       March 28, 2017                                   Total Change is:     2,544
     4,489        640         33       -772        332       -415        251      4,534        469       -689     -1,187       -431       -389     -1,429
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       47.5        4.2       19.2        5.2        1.6       41.8       12.1        7.4        1.2        5.7        1.0       19.2       15.3
 
Number of Traders in Each Category                                    Total Traders:        98 
         4          9          7          9          9          7         32         22         18          5          8          5
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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    40,555
Positions
     1,086     28,938        501      5,739          0          0     30,888     10,136          0        890        217          0      1,451        763
 
Changes from:       March 28, 2017                                   Total Change is:    11,150
       375      4,159        103        543          0          0      9,938      6,900          0        125          0          0         66        -12
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       71.4        1.2       14.2        0.0        0.0       76.2       25.0        0.0        2.2        0.5        0.0        3.6        1.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          7          .          .          0          0         12          8          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   199,902
Positions
    49,695    127,250         34     63,036      2,394         32     73,544     55,559      1,061      3,533     10,605        223      8,744      2,744
 
Changes from:       March 28, 2017                                   Total Change is:     7,781
       220     12,416          4      1,836       -427        -36      6,288     -3,367       -480        619       -243        125       -795       -211
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       63.7        0.0       31.5        1.2        0.0       36.8       27.8        0.5        1.8        5.3        0.1        4.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       145 
         .         13          .         15          .          .         51         30         11         15         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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    27,378
Positions
       101     21,052          0      7,224        148          0     17,888      4,609        133        155        800          0      1,877        636
 
Changes from:       March 28, 2017                                   Total Change is:    -1,610
       -14     -1,704       -724        102        148          0       -157      1,688       -545        155        -90          0       -427       -383
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       76.9        0.0       26.4        0.5        0.0       65.3       16.8        0.5        0.6        2.9        0.0        6.9        2.3
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0          4          .          0         11          8          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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    40,904
Positions
    20,278      1,845          4      2,019     15,961          0     14,149     17,058        392        435      1,329          0      3,627      4,315
 
Changes from:       March 28, 2017                                   Total Change is:     2,955
     2,503        -59          2        290         67          0         37      2,745       -100       -157        -28          0        380        328
 
Percent of Open Interest Represented by Each Category of Trader
      49.6        4.5        0.0        4.9       39.0        0.0       34.6       41.7        1.0        1.1        3.2        0.0        8.9       10.5
 
Number of Traders in Each Category                                    Total Traders:        65 
         9          4          .          4          5          0         15         23          7          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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    23,815
Positions
    11,375      1,213      8,750        963        252          0      1,677     12,159          1          0        400          0      1,049      1,040
 
Changes from:       March 28, 2017                                   Total Change is:    -3,232
       -77       -160     -1,953         44          7          0     -1,069     -1,176        -71          0        100          0       -106         21
 
Percent of Open Interest Represented by Each Category of Trader
      47.8        5.1       36.7        4.0        1.1        0.0        7.0       51.1        0.0        0.0        1.7        0.0        4.4        4.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          .          .          .          .          0          6          5          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    65,703
Positions
     8,581     44,148      1,991      9,696        617      1,141     29,421      4,809      3,236      1,800      1,709        229      9,607      7,822
 
Changes from:       March 28, 2017                                   Total Change is:    -2,393
     2,302     -1,989        201     -1,580        114        389     -2,976        400       -174       -131     -1,745          5       -430        405
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       67.2        3.0       14.8        0.9        1.7       44.8        7.3        4.9        2.7        2.6        0.3       14.6       11.9
 
Number of Traders in Each Category                                    Total Traders:       110 
        12         19          4         14          .          6         33         14         11          8          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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   131,406
Positions
    17,162     88,296      3,983     19,392      1,235      2,281     58,842      9,618      6,473      3,601      3,418        458     19,214     15,644
 
Changes from:       March 28, 2017                                   Total Change is:    -4,786
     4,605     -3,978        402     -3,160        229        777     -5,951        800       -347       -262     -3,490         11       -861        810
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       67.2        3.0       14.8        0.9        1.7       44.8        7.3        4.9        2.7        2.6        0.3       14.6       11.9
 
Number of Traders in Each Category                                    Total Traders:       110 
        12         19          4         14          .          6         33         14         11          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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   801,582
Positions
    52,945    113,490     18,390    298,071    184,871     83,041     78,295    113,190    125,926     21,669     42,023     26,211     97,034     94,439
 
Changes from:       March 28, 2017                                   Total Change is:   -22,102
     3,019        321        632     -4,444     -5,613     -1,115     -1,052     -4,405    -18,274        242      2,803     -2,445      1,335      5,995
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       14.2        2.3       37.2       23.1       10.4        9.8       14.1       15.7        2.7        5.2        3.3       12.1       11.8
 
Number of Traders in Each Category                                    Total Traders:       662 
        35         33         34        123         90         97         82        135        122         89         74         88
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   122,404
Positions
     8,019     11,857      8,050      9,957     27,449     16,883      5,514      1,008     29,207      3,690        107      3,971     37,112     23,872
 
Changes from:       March 28, 2017                                   Total Change is:    -4,108
     3,054       -978       -953       -262        488       -245     -3,740       -387     -3,403       -397        -36        -68      1,907      1,474
 
Percent of Open Interest Represented by Each Category of Trader
       6.6        9.7        6.6        8.1       22.4       13.8        4.5        0.8       23.9        3.0        0.1        3.2       30.3       19.5
 
Number of Traders in Each Category                                    Total Traders:        62 
         5          9          7          7          .          .         13         10         23          8          5          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 3,395,892
Positions
   236,463    520,003     39,865  1,464,626    811,166    306,735    381,927    578,935    465,572     95,821    215,505    105,272    299,610    352,839
 
Changes from:       March 28, 2017                                   Total Change is:   -89,972
     9,245     15,906     -1,491    -21,102    -30,702     -4,159     -5,846    -39,380    -55,064      1,480     12,484    -10,172     -2,863     22,605
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       15.3        1.2       43.1       23.9        9.0       11.2       17.0       13.7        2.8        6.3        3.1        8.8       10.4
 
Number of Traders in Each Category                                    Total Traders:       646 
        34         33         32        123         88         94         77        135        118         84         72         84
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    93,723
Positions
     2,100     43,796        753     50,287     37,937      3,492     22,983      2,963        832      1,673        280          0     11,603      3,670
 
Changes from:       March 28, 2017                                   Total Change is:     3,002
        46      2,299         39      3,423       -442        116       -171        784        610       -213       -284          0       -848       -120
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       46.7        0.8       53.7       40.5        3.7       24.5        3.2        0.9        1.8        0.3        0.0       12.4        3.9
 
Number of Traders in Each Category                                    Total Traders:        82 
         .         10          .         32         13         15         16          5          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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    50,148
Positions
     2,622     16,969        355     14,090      5,438      1,263     21,084     14,150      1,941      2,071      3,005        537      6,185      6,491
 
Changes from:       March 28, 2017                                   Total Change is:        67
        33        532        -86     -1,445        721        183      1,109       -875        -46        576       -795          8       -264        427
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       33.8        0.7       28.1       10.8        2.5       42.0       28.2        3.9        4.1        6.0        1.1       12.3       12.9
 
Number of Traders in Each Category                                    Total Traders:       244 
        14         23          8         41         22         13         58         49         28         18         19          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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   250,739
Positions
    13,112     84,843      1,775     70,449     27,192      6,316    105,422     70,749      9,703     10,353     15,025      2,683     30,926     32,453
 
Changes from:       March 28, 2017                                   Total Change is:       337
       167      2,659       -431     -7,227      3,603        913      5,546     -4,377       -232      2,879     -3,976         41     -1,320      2,136
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       33.8        0.7       28.1       10.8        2.5       42.0       28.2        3.9        4.1        6.0        1.1       12.3       12.9
 
Number of Traders in Each Category                                    Total Traders:       244 
        14         23          8         41         22         13         58         49         28         18         19          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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   563,217
Positions
    47,986    130,630      4,078    260,456    157,397     31,742    156,461    194,783     14,604     15,242      8,548      2,137     30,511     19,299
 
Changes from:       March 28, 2017                                   Total Change is:    16,364
     1,767     17,765        261     -1,592        777     -2,548     10,276      8,895      1,566      1,514     -8,926       -592      5,711       -835
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       23.2        0.7       46.2       27.9        5.6       27.8       34.6        2.6        2.7        1.5        0.4        5.4        3.4
 
Number of Traders in Each Category                                    Total Traders:       335 
        20         24          6         81         42         36         58         72         28         20         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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    37,858
Positions
       841     19,763          0     15,895        479         88      4,904      6,625          0      7,612      3,023          0      8,518      7,880
 
Changes from:       March 28, 2017                                   Total Change is:     2,471
        10      1,219          0        466        -11         54      1,310      1,620          0        872         -8          0       -241       -403
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       52.2        0.0       42.0        1.3        0.2       13.0       17.5        0.0       20.1        8.0        0.0       22.5       20.8
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          6          0         18          .          .          6          8          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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    63,738
Positions
    10,670      7,735        277     13,035      7,468      2,074     23,590     11,897        321      2,722      2,190          0     11,049     31,776
 
Changes from:       March 28, 2017                                   Total Change is:     4,908
     1,770       -307         17        128       -268         30      2,759      2,178        -19         -7        -13          0        230      3,290
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       12.1        0.4       20.5       11.7        3.3       37.0       18.7        0.5        4.3        3.4        0.0       17.3       49.9
 
Number of Traders in Each Category                                    Total Traders:        81 
         9         10          .         13          5          6         22         13          4          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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   284,747
Positions
    25,075    191,847      1,659    173,274     62,881     12,789     58,077      7,703      2,859      1,980        967        167      8,867      3,875
 
Changes from:       March 28, 2017                                   Total Change is:     5,597
     2,023      7,661       -161      2,564        999       -843      1,620     -2,210        160        403        -40         -3       -166         34
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       67.4        0.6       60.9       22.1        4.5       20.4        2.7        1.0        0.7        0.3        0.1        3.1        1.4
 
Number of Traders in Each Category                                    Total Traders:       136 
         8         11          4         51         24         21         26          8          9          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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   937,179
Positions
    27,272    720,295      6,912    537,730     93,782     53,980    227,359     29,002     12,676     46,376     12,807        755     24,119      6,970
 
Changes from:       March 28, 2017                                   Total Change is:    27,328
        99     17,340       -110       -212     17,118        235     26,858     -5,647        168      1,806     -1,120       -163     -1,353       -493
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       76.9        0.7       57.4       10.0        5.8       24.3        3.1        1.4        4.9        1.4        0.1        2.6        0.7
 
Number of Traders in Each Category                                    Total Traders:       342 
        21         21          7        114         33         43         66         23         18         51         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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   773,196
Positions
    16,095     18,776     23,209    283,134    156,574    138,122     48,298    130,521     81,813      9,554     29,587     17,026    155,945    177,568
 
Changes from:       March 28, 2017                                   Total Change is:    35,596
     7,908    -10,819      2,430      5,046      3,264      8,992     -7,776      9,810      9,450     -3,354      7,494      1,642     11,258      3,332
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        2.4        3.0       36.6       20.3       17.9        6.2       16.9       10.6        1.2        3.8        2.2       20.2       23.0
 
Number of Traders in Each Category                                    Total Traders:       151 
        10          7         12         40         29         34         23         25         33          6         11         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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   715,023
Positions
     4,477    154,117        742    401,648     52,547     94,358     45,003    278,449     19,321     30,624     11,200        336    118,514    103,953
 
Changes from:       March 28, 2017                                   Total Change is:     9,950
        88      5,213       -547      4,062      5,076      2,063     -1,918     -1,330      5,479      1,053     -1,776         -5       -325     -4,223
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       21.6        0.1       56.2        7.3       13.2        6.3       38.9        2.7        4.3        1.6        0.0       16.6       14.5
 
Number of Traders in Each Category                                    Total Traders:        97 
         .         11          .         46          8         30          8         19         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 1,383,217
Positions
    38,766    169,531      9,173    463,141    287,013    161,833    386,589    243,919     39,270    159,854    314,698      7,289    117,303    150,491
 
Changes from:       March 28, 2017                                   Total Change is:    -3,321
     1,951     -8,789     -1,210    -12,902     12,273      6,993     -5,638     -7,042     -2,991         52     -1,415      1,513      8,910     -2,653
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       12.3        0.7       33.5       20.7       11.7       27.9       17.6        2.8       11.6       22.8        0.5        8.5       10.9
 
Number of Traders in Each Category                                    Total Traders:       277 
         8         32         11         58         39         46         46         39         32         21         34         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 3,707,922
Positions
    90,619    174,057    194,190  1,225,709    952,709    511,091    494,803    619,657    400,027    334,327    207,623     80,251    376,905    568,317
 
Changes from:       March 28, 2017                                   Total Change is:   144,108
        63      4,437     36,117    -45,361      1,284     60,488    -12,729    -70,335     83,806    -10,876      2,305     19,279     13,320      6,726
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        4.7        5.2       33.1       25.7       13.8       13.3       16.7       10.8        9.0        5.6        2.2       10.2       15.3
 
Number of Traders in Each Category                                    Total Traders:       399 
        22         47         53         49         86         77         61         67         83         31         36         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   345,564
Positions
    14,131     18,113      2,354    103,813    152,068     18,993    104,371     37,820      7,212     12,082      6,629          0     82,608    102,375
 
Changes from:       March 28, 2017                                   Total Change is:    10,725
     2,161     -3,331        -19     -4,749     10,462      3,254       -989        163     -1,270      2,109          0          0     10,228      1,466
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        5.2        0.7       30.0       44.0        5.5       30.2       10.9        2.1        3.5        1.9        0.0       23.9       29.6
 
Number of Traders in Each Category                                    Total Traders:        59 
         4          5          .         10         23         21          8          5          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 3,188,473
Positions
    59,373    312,411     88,330  1,709,389    747,750    351,886    232,238    844,436    192,277    251,701    253,379     39,998    263,280    358,006
 
Changes from:       March 28, 2017                                   Total Change is:   -18,158
    16,142    -48,664     -1,471     53,376     45,425     24,649    -86,193    -31,686    -31,788     -4,904     15,958      2,993      9,038      6,425
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        9.8        2.8       53.6       23.5       11.0        7.3       26.5        6.0        7.9        7.9        1.3        8.3       11.2
 
Number of Traders in Each Category                                    Total Traders:       306 
        11         38         29         61         46         64         36         61         63         17         36         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 1,574,525
Positions
   534,202    161,194    425,159     10,388     21,445      8,738    158,151    368,837    317,255      5,688    129,438     83,358     31,586     59,101
 
Changes from:       March 28, 2017                                   Total Change is:   -92,434
   -26,371    -18,122    -22,413      3,956     15,071     -4,287      6,976    -17,706    -37,535       -330        -37     -4,754     -7,676     -2,651
 
Percent of Open Interest Represented by Each Category of Trader
      33.9       10.2       27.0        0.7        1.4        0.6       10.0       23.4       20.1        0.4        8.2        5.3        2.0        3.8
 
Number of Traders in Each Category                                    Total Traders:       153 
        27         32         47          .          4          .         22         38         46          5         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 is21,992,254
Positions
 5,607,333  1,078,120  3,666,020    164,110  1,624,497    855,594    265,060  2,912,962  8,582,235    736,037    567,035  1,453,005    662,859  1,252,785
 
Changes from:       March 28, 2017                                   Total Change is:   110,052
    -7,140    -39,489    107,498     28,515    -13,494    -22,858     -4,150    145,860   -114,009     22,297    -45,222    105,678     -5,780    -13,911
 
Percent of Open Interest Represented by Each Category of Trader
      25.5        4.9       16.7        0.7        7.4        3.9        1.2       13.2       39.0        3.3        2.6        6.6        3.0        5.7
 
Number of Traders in Each Category                                    Total Traders:       331 
        24         51         68          6         32         36         34        118        122         12         39         42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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    32,948
Positions
    14,133      3,645          0        227     13,391         87     12,933     12,409          0      5,465      3,201         92         11        123
 
Changes from:       March 28, 2017                                   Total Change is:       942
     1,977        592          0        -23         17        -13     -1,273        361          0        269          5          0          5        -20
 
Percent of Open Interest Represented by Each Category of Trader
      42.9       11.1        0.0        0.7       40.6        0.3       39.3       37.7        0.0       16.6        9.7        0.3        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        52 
         5          6          0          .         13          4          5         11          0          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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    26,514
Positions
     8,461      2,435          0        608      8,617        167     17,031      8,912          0        133      6,199         89         25         95
 
Changes from:       March 28, 2017                                   Total Change is:    -1,039
      -993       -347          0         16       -421         44        167       -270        -44       -185         48        -47          3         -2
 
Percent of Open Interest Represented by Each Category of Trader
      31.9        9.2        0.0        2.3       32.5        0.6       64.2       33.6        0.0        0.5       23.4        0.3        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          .          0          .          5          .          8          7          0          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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    69,622
Positions
        75     58,169         99     12,116      1,575        545     28,695      4,607      1,555     18,367        348         66      8,104      2,659
 
Changes from:       March 28, 2017                                   Total Change is:    -5,293
      -124     -2,049        -24         23       -502       -296     -2,180     -2,050       -537     -2,162        -11          4          3        172
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       83.5        0.1       17.4        2.3        0.8       41.2        6.6        2.2       26.4        0.5        0.1       11.6        3.8
 
Number of Traders in Each Category                                    Total Traders:       139 
         .          4          .         14          5          4         38         19         17         51          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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   518,165
Positions
   131,654     35,058     10,775     55,508     50,180     49,812     81,896    183,798    127,912      9,590      7,081     18,039     32,979     35,510
 
Changes from:       March 28, 2017                                   Total Change is:     2,685
    -5,194      3,382      1,163      4,283      2,026       -481     -7,485    -13,243     11,153     -1,555     -1,675     -1,470      2,271      1,830
 
Percent of Open Interest Represented by Each Category of Trader
      25.4        6.8        2.1       10.7        9.7        9.6       15.8       35.5       24.7        1.9        1.4        3.5        6.4        6.9
 
Number of Traders in Each Category                                    Total Traders:       232 
        24          4         18         16         24         16         57         61         61         22         13         20
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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    35,552
Positions
        37      7,783          0     22,068      1,867          0      7,377     25,336        369      5,643        127          0         58         70
 
Changes from:       March 28, 2017                                   Total Change is:       603
      -412         49          0         92        619          0        828        -61          0        110          0          0        -15         -4
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       21.9        0.0       62.1        5.3        0.0       20.7       71.3        1.0       15.9        0.4        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          0         10          .          0         10          6          .          5          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,571
Positions
     2,900      8,147          0      9,861        114        326      1,482      6,729          0        242          0          0        760        255
 
Changes from:       March 28, 2017                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       52.3        0.0       63.3        0.7        2.1        9.5       43.2        0.0        1.6        0.0        0.0        4.9        1.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          8          .          .          .          5          0          .          0          0
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Updated April 7, 2017