Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   137,921
Positions
    34,399     14,683      3,163     26,218      9,465        841     12,473     60,227      9,315     20,424      3,044      2,611     28,478     34,572
 
Changes from:       April 4, 2017                                    Total Change is:   -13,100
     4,607        160     -1,237       -617        357     -1,465     -9,526     -4,718     -5,271       -607         -8        -86      1,103       -832
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       10.6        2.3       19.0        6.9        0.6        9.0       43.7        6.8       14.8        2.2        1.9       20.6       25.1
 
Number of Traders in Each Category                                    Total Traders:        85 
         7          .          8          8          8          4         17         29         17         10          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    48,082
Positions
    22,152        460        478      2,239      3,603          0      9,226     21,910        954      5,631      1,216          0      7,402     19,461
 
Changes from:       April 4, 2017                                    Total Change is:     7,495
     6,514       -349       -222          0      1,375          0      1,915      3,062        -91        -38         76          0       -583      3,644
 
Percent of Open Interest Represented by Each Category of Trader
      46.1        1.0        1.0        4.7        7.5        0.0       19.2       45.6        2.0       11.7        2.5        0.0       15.4       40.5
 
Number of Traders in Each Category                                    Total Traders:        42 
         5          .          .          4          .          0          9         18          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   270,924
Positions
   141,264     17,769      7,225     10,501     92,558      2,842     30,516     82,036     20,357     27,894     11,090      2,913     27,412     34,135
 
Changes from:       April 4, 2017                                    Total Change is:    -4,420
     2,072     -4,366       -148       -350      5,197     -2,593      1,019      2,502     -4,690         63        -35       -139        345       -149
 
Percent of Open Interest Represented by Each Category of Trader
      52.1        6.6        2.7        3.9       34.2        1.0       11.3       30.3        7.5       10.3        4.1        1.1       10.1       12.6
 
Number of Traders in Each Category                                    Total Traders:       126 
        11          6         11          8         25         10         20         46         27          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   235,242
Positions
    73,696     62,934     12,048     24,818     53,097      5,619     40,250     33,721     22,532     24,039      1,090      3,533     28,707     40,668
 
Changes from:       April 4, 2017                                    Total Change is:    -3,727
    -2,773      8,617     -2,040         56       -738     -1,603      6,396     -1,664     -5,624       -910       -111       -445      3,216       -118
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       26.8        5.1       10.5       22.6        2.4       17.1       14.3        9.6       10.2        0.5        1.5       12.2       17.3
 
Number of Traders in Each Category                                    Total Traders:       124 
         8         11          8         16         18          7         32         30         22          4          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   485,655
Positions
    96,825     64,909     20,843    164,696    107,071      9,622     50,649    134,122     38,932     31,653     41,976      7,068     65,367     61,111
 
Changes from:       April 4, 2017                                    Total Change is:    18,879
    17,209    -10,848      1,206        990     10,393       -669        154     16,191     -1,355      1,889      3,237       -547          1      1,269
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       13.4        4.3       33.9       22.0        2.0       10.4       27.6        8.0        6.5        8.6        1.5       13.5       12.6
 
Number of Traders in Each Category                                    Total Traders:       252 
        18         14         18         50         37         34         31         50         35         33         19         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    33,716
Positions
       752     25,108          1     17,550          0        369      1,627        533        218      1,142      3,351          0     12,057      4,136
 
Changes from:       April 4, 2017                                    Total Change is:      -351
         0        869          0       -696          0        -64        229       -919         -1          0          0          0        181       -236
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       74.5        0.0       52.1        0.0        1.1        4.8        1.6        0.6        3.4        9.9        0.0       35.8       12.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          5          .         11          0          5          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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   142,627
Positions
     8,720     59,256      6,232     26,231     12,162      1,129     55,679     17,385     10,517      1,828      7,273      2,276     30,015     26,396
 
Changes from:       April 4, 2017                                    Total Change is:   -14,057
     1,821    -15,138       -340     -3,866      4,049     -1,410     -9,834     -1,563     -1,015         17     -1,697        699       -129      2,359
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       41.5        4.4       18.4        8.5        0.8       39.0       12.2        7.4        1.3        5.1        1.6       21.0       18.5
 
Number of Traders in Each Category                                    Total Traders:        89 
         4          8          7          6         11          6         34         16         18          4          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    45,157
Positions
     1,086     32,554        501      6,339          0          0     34,809     11,179          0        891        212          0      1,531        711
 
Changes from:       April 4, 2017                                    Total Change is:     4,602
         0      3,616          0        600          0          0      3,921      1,043          0          1         -5          0         80        -52
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       72.1        1.1       14.0        0.0        0.0       77.1       24.8        0.0        2.0        0.5        0.0        3.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          7          .          .          0          0         12         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   206,297
Positions
    49,704    134,420         37     61,077      2,394         37     82,007     54,280      1,230      2,997     10,543        229      8,979      3,127
 
Changes from:       April 4, 2017                                    Total Change is:     6,395
         9      7,170          4     -1,959          0          5      8,463     -1,279        169       -536        -62          6        235        383
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       65.2        0.0       29.6        1.2        0.0       39.8       26.3        0.6        1.5        5.1        0.1        4.4        1.5
 
Number of Traders in Each Category                                    Total Traders:       147 
         .         12          .         17          .          .         55         27         10         14         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    26,607
Positions
       101     20,350          0      7,312        148          0     17,228      4,450        120        125        820          0      1,721        719
 
Changes from:       April 4, 2017                                    Total Change is:      -771
         0       -702          0         88          0          0       -660       -159        -13        -30         20          0       -156         83
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       76.5        0.0       27.5        0.6        0.0       64.7       16.7        0.5        0.5        3.1        0.0        6.5        2.7
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0          4          .          0         12          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    43,375
Positions
    22,148      1,644         12      1,926     16,365          0     14,768     19,165        398        406      1,257          0      3,717      4,534
 
Changes from:       April 4, 2017                                    Total Change is:     2,471
     1,870       -201          8        -93        404          0        619      2,107          6        -29        -72          0         90        219
 
Percent of Open Interest Represented by Each Category of Trader
      51.1        3.8        0.0        4.4       37.7        0.0       34.0       44.2        0.9        0.9        2.9        0.0        8.6       10.5
 
Number of Traders in Each Category                                    Total Traders:        64 
         9          4          .          5          6          0         17         19          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    23,769
Positions
    11,733      1,213      8,607        715        248          0      1,788     12,339          1          0        500          0        925        861
 
Changes from:       April 4, 2017                                    Total Change is:       -46
       358          0       -143       -248         -4          0        111        180          0          0        100          0       -124       -179
 
Percent of Open Interest Represented by Each Category of Trader
      49.4        5.1       36.2        3.0        1.0        0.0        7.5       51.9        0.0        0.0        2.1        0.0        3.9        3.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          .          .          .          .          0          7          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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    65,450
Positions
     7,411     44,101      1,943      9,252      1,038        946     30,843      4,113      3,417      1,683      1,871        267      9,689      7,756
 
Changes from:       April 4, 2017                                    Total Change is:      -253
    -1,170        -48        -48       -445        420       -195      1,421       -696        181       -117        162         38         82        -66
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       67.4        3.0       14.1        1.6        1.4       47.1        6.3        5.2        2.6        2.9        0.4       14.8       11.8
 
Number of Traders in Each Category                                    Total Traders:       114 
        11         22          4         13          4          6         38         12          9          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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   130,900
Positions
    14,822     88,201      3,887     18,503      2,075      1,892     61,685      8,225      6,834      3,366      3,741        534     19,378     15,512
 
Changes from:       April 4, 2017                                    Total Change is:      -506
    -2,339        -95        -96       -889        841       -390      2,843     -1,393        361       -235        323         75        164       -132
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       67.4        3.0       14.1        1.6        1.4       47.1        6.3        5.2        2.6        2.9        0.4       14.8       11.8
 
Number of Traders in Each Category                                    Total Traders:       114 
        11         22          4         13          4          6         38         12          9          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   827,589
Positions
    46,568    107,174     22,209    297,248    181,925     84,179     82,625    117,431    144,907     24,544     48,570     28,777     96,531     92,417
 
Changes from:       April 4, 2017                                    Total Change is:    26,007
    -6,378     -6,316      3,819       -823     -2,946      1,138      4,330      4,241     18,981      2,876      6,547      2,565       -503     -2,023
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       13.0        2.7       35.9       22.0       10.2       10.0       14.2       17.5        3.0        5.9        3.5       11.7       11.2
 
Number of Traders in Each Category                                    Total Traders:       675 
        32         36         38        123         88         99         85        139        123        100         71         95
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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   126,763
Positions
     8,170      8,845      8,425      9,957     26,936     16,754      6,929      4,333     33,241      3,785        166      4,168     35,333     23,895
 
Changes from:       April 4, 2017                                    Total Change is:     4,359
       151     -3,012        375          0       -513       -129      1,415      3,325      4,034         96         59        197     -1,779         23
 
Percent of Open Interest Represented by Each Category of Trader
       6.4        7.0        6.6        7.9       21.2       13.2        5.5        3.4       26.2        3.0        0.1        3.3       27.9       18.9
 
Number of Traders in Each Category                                    Total Traders:        66 
         .          9          7          7          .          .         12         14         27         10          6         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 3,504,131
Positions
   206,732    506,391     54,177  1,460,689    799,178    312,893    412,841    599,850    523,970    109,865    248,092    116,972    305,993    342,607
 
Changes from:       April 4, 2017                                    Total Change is:   108,239
   -29,731    -13,612     14,312     -3,938    -11,988      6,158     30,914     20,915     58,397     14,045     32,587     11,700      6,383    -10,231
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       14.5        1.5       41.7       22.8        8.9       11.8       17.1       15.0        3.1        7.1        3.3        8.7        9.8
 
Number of Traders in Each Category                                    Total Traders:       656 
        33         34         36        123         86         96         81        137        117         94         68         91
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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    98,102
Positions
     2,306     47,225        779     53,564     38,267      3,498     23,994      3,608        178      1,323        496          0     12,460      4,051
 
Changes from:       April 4, 2017                                    Total Change is:     4,379
       206      3,429         26      3,277        330          6      1,011        645       -654       -350        216          0        857        381
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       48.1        0.8       54.6       39.0        3.6       24.5        3.7        0.2        1.3        0.5        0.0       12.7        4.1
 
Number of Traders in Each Category                                    Total Traders:        85 
         4         11          .         32         14         14         16          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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    51,424
Positions
     3,687     19,215        343     14,380      5,325        803     21,810     14,146      1,627      1,947      2,986        500      6,327      6,480
 
Changes from:       April 4, 2017                                    Total Change is:     1,277
     1,065      2,246        -12        290       -114       -460        726         -4       -314       -124        -18        -36        142        -10
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       37.4        0.7       28.0       10.4        1.6       42.4       27.5        3.2        3.8        5.8        1.0       12.3       12.6
 
Number of Traders in Each Category                                    Total Traders:       253 
        15         23          7         40         21         14         58         55         24         20         21         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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   257,122
Positions
    18,437     96,074      1,713     71,898     26,623      4,015    109,052     70,729      8,133      9,735     14,932      2,502     31,636     32,401
 
Changes from:       April 4, 2017                                    Total Change is:     6,383
     5,325     11,230        -62      1,449       -569     -2,301      3,631        -20     -1,570       -618        -92       -181        710        -52
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       37.4        0.7       28.0       10.4        1.6       42.4       27.5        3.2        3.8        5.8        1.0       12.3       12.6
 
Number of Traders in Each Category                                    Total Traders:       253 
        15         23          7         40         21         14         58         55         24         20         21         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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   583,576
Positions
    48,072    143,953      3,462    264,348    159,722     32,678    162,092    196,485     12,061     33,838     10,390      2,205     24,820     22,620
 
Changes from:       April 4, 2017                                    Total Change is:    20,359
        86     13,323       -616      3,891      2,325        937      5,631      1,703     -2,543     18,596      1,841         68     -5,691      3,321
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       24.7        0.6       45.3       27.4        5.6       27.8       33.7        2.1        5.8        1.8        0.4        4.3        3.9
 
Number of Traders in Each Category                                    Total Traders:       348 
        22         22          5         79         45         36         59         77         23         22         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    40,877
Positions
       882     21,908          0     18,370        479         59      5,125      9,380          0      7,529      3,769          0      8,912      5,282
 
Changes from:       April 4, 2017                                    Total Change is:     3,019
        41      2,145          0      2,475          0        -29        221      2,755          0        -83        746          0        394     -2,598
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       53.6        0.0       44.9        1.2        0.1       12.5       22.9        0.0       18.4        9.2        0.0       21.8       12.9
 
Number of Traders in Each Category                                    Total Traders:        53 
         .          6          0         20          .          .          6          8          0          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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    72,136
Positions
    14,943      8,197        249     14,737      7,132      1,836     26,328     16,403        642      3,279      2,066          0     10,122     35,611
 
Changes from:       April 4, 2017                                    Total Change is:     8,398
     4,273        462        -28      1,702       -336       -238      2,738      4,506        321        557       -124          0       -927      3,835
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       11.4        0.3       20.4        9.9        2.5       36.5       22.7        0.9        4.5        2.9        0.0       14.0       49.4
 
Number of Traders in Each Category                                    Total Traders:        83 
        10          8          .         14          5          6         25         11          5          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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   283,470
Positions
    22,536    192,431      1,312    176,235     64,406     12,834     56,733      4,592      2,760      2,235      1,435        170      8,655      3,530
 
Changes from:       April 4, 2017                                    Total Change is:    -1,277
    -2,539        584       -347      2,961      1,525         45     -1,344     -3,111        -99        255        468          3       -212       -345
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       67.9        0.5       62.2       22.7        4.5       20.0        1.6        1.0        0.8        0.5        0.1        3.1        1.2
 
Number of Traders in Each Category                                    Total Traders:       142 
         8         11          .         51         26         22         29          7          8          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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   921,682
Positions
    25,596    706,901      6,808    537,168     99,388     55,597    220,696     17,153     12,980     37,239     15,332        755     24,843      6,768
 
Changes from:       April 4, 2017                                    Total Change is:   -15,497
    -1,676    -13,394       -104       -562      5,606      1,617     -6,663    -11,849        304     -9,137      2,525          0        724       -202
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       76.7        0.7       58.3       10.8        6.0       23.9        1.9        1.4        4.0        1.7        0.1        2.7        0.7
 
Number of Traders in Each Category                                    Total Traders:       331 
        20         19          7        116         29         45         66         19         19         48         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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   807,481
Positions
    20,196     13,400     26,355    273,273    152,607    151,674     62,512    124,057     94,557      5,997     32,724     16,992    155,926    195,114
 
Changes from:       April 4, 2017                                    Total Change is:    34,285
     4,101     -5,376      3,146     -9,861     -3,967     13,552     14,213     -6,463     12,744     -3,557      3,137        -34        -19     17,547
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        1.7        3.3       33.8       18.9       18.8        7.7       15.4       11.7        0.7        4.1        2.1       19.3       24.2
 
Number of Traders in Each Category                                    Total Traders:       154 
        12          7         15         39         28         34         30         21         37          6         11         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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   724,764
Positions
     7,385    158,146      1,188    411,997     55,358     91,684     44,074    284,372     16,835     30,556     11,200        336    120,709    105,645
 
Changes from:       April 4, 2017                                    Total Change is:     9,741
     2,908      4,029        446     10,349      2,811     -2,674       -929      5,923     -2,486        -68          0          0      2,195      1,692
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       21.8        0.2       56.8        7.6       12.7        6.1       39.2        2.3        4.2        1.5        0.0       16.7       14.6
 
Number of Traders in Each Category                                    Total Traders:        98 
         .         10          .         47          7         30          8         20         12          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 1,397,844
Positions
    43,772    166,034      9,232    492,577    287,119    172,887    349,177    250,192     39,579    157,978    323,517      9,068    123,574    140,216
 
Changes from:       April 4, 2017                                    Total Change is:    14,627
     5,006     -3,497         59     29,435        105     11,054    -37,412      6,273        310     -1,876      8,819      1,779      6,272    -10,276
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       11.9        0.7       35.2       20.5       12.4       25.0       17.9        2.8       11.3       23.1        0.6        8.8       10.0
 
Number of Traders in Each Category                                    Total Traders:       277 
         9         35         11         59         40         47         45         38         32         19         32         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 3,900,478
Positions
    85,723    181,920    208,792  1,254,531    946,887    554,432    544,955    648,992    449,201    318,309    239,402     97,359    387,176    573,494
 
Changes from:       April 4, 2017                                    Total Change is:   192,556
    -4,896      7,864     14,602     28,821     -5,823     43,340     50,152     29,335     49,174    -16,018     31,779     17,108     10,271      5,177
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        4.7        5.4       32.2       24.3       14.2       14.0       16.6       11.5        8.2        6.1        2.5        9.9       14.7
 
Number of Traders in Each Category                                    Total Traders:       409 
        16         48         52         54         84         80         63         71         89         31         42         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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   358,765
Positions
    14,651     21,379      2,827    101,027    168,250     17,511    117,006     34,761      8,016     14,210      6,629          0     83,517     99,392
 
Changes from:       April 4, 2017                                    Total Change is:    13,201
       520      3,266        473     -2,786     16,182     -1,482     12,635     -3,059        804      2,128          0          0        908     -2,983
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        6.0        0.8       28.2       46.9        4.9       32.6        9.7        2.2        4.0        1.8        0.0       23.3       27.7
 
Number of Traders in Each Category                                    Total Traders:        63 
         4          5          .         11         23         23          9          6          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 3,318,670
Positions
    32,819    417,317    100,744  1,745,458    761,557    345,949    262,885    770,672    249,359    244,200    258,374     56,280    280,976    358,420
 
Changes from:       April 4, 2017                                    Total Change is:   130,197
   -26,554    104,906     12,414     36,069     13,807     -5,937     30,647    -73,765     57,082     -7,501      4,995     16,282     17,696        414
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       12.6        3.0       52.6       22.9       10.4        7.9       23.2        7.5        7.4        7.8        1.7        8.5       10.8
 
Number of Traders in Each Category                                    Total Traders:       320 
         9         44         26         62         48         66         43         59         60         18         37         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 1,654,666
Positions
   572,423    172,456    439,986     10,388     25,840      8,738    155,519    388,447    324,691      5,671    126,266    104,719     32,531     63,522
 
Changes from:       April 4, 2017                                    Total Change is:    80,141
    38,221     11,262     14,827          0      4,395          0     -2,632     19,610      7,436        -17     -3,172     21,361        945      4,422
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       10.4       26.6        0.6        1.6        0.5        9.4       23.5       19.6        0.3        7.6        6.3        2.0        3.8
 
Number of Traders in Each Category                                    Total Traders:       159 
        27         33         49          .          4          .         26         36         45          5         17         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 is22,934,328
Positions
 5,788,575  1,212,708  3,896,628    157,948  1,601,788    814,814    283,316  3,028,673  9,037,331    768,199    558,848  1,543,155    644,363  1,240,384
 
Changes from:       April 4, 2017                                    Total Change is:   942,074
   181,241    134,588    230,607     -6,162    -22,709    -40,780     18,255    115,711    455,096     32,162     -8,188     90,150    -18,496    -12,402
 
Percent of Open Interest Represented by Each Category of Trader
      25.2        5.3       17.0        0.7        7.0        3.6        1.2       13.2       39.4        3.3        2.4        6.7        2.8        5.4
 
Number of Traders in Each Category                                    Total Traders:       339 
        26         50         70          7         33         34         35        120        118         18         39         45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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    31,709
Positions
    16,240      3,697          0        231     13,658         84      9,519     10,702          0      5,533      3,341         92         10        135
 
Changes from:       April 4, 2017                                    Total Change is:    -1,239
     2,107         52          0          4        267         -3     -3,414     -1,707          0         68        140          0         -1         12
 
Percent of Open Interest Represented by Each Category of Trader
      51.2       11.7        0.0        0.7       43.1        0.3       30.0       33.8        0.0       17.4       10.5        0.3        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        51 
         5          6          0          .         13          4          4         11          0          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    25,798
Positions
     8,977      2,443          0        470      8,636        234     15,792      9,293          0        247      5,073         35         43         84
 
Changes from:       April 4, 2017                                    Total Change is:      -716
       516          8          0       -138         19         67     -1,239        381          0        114     -1,126        -54         18        -11
 
Percent of Open Interest Represented by Each Category of Trader
      34.8        9.5        0.0        1.8       33.5        0.9       61.2       36.0        0.0        1.0       19.7        0.1        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        34 
         4          .          0          .          5          .          8          6          0          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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    71,796
Positions
       275     58,083         95     12,407        563        512     27,142      5,258      1,511     18,855        547         51     10,948      5,176
 
Changes from:       April 4, 2017                                    Total Change is:     2,174
       200        -86         -4        290     -1,012        -33     -1,552        652        -44        488        199        -15      2,844      2,518
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       80.9        0.1       17.3        0.8        0.7       37.8        7.3        2.1       26.3        0.8        0.1       15.2        7.2
 
Number of Traders in Each Category                                    Total Traders:       128 
         .          .          .         14          .          .         36         19         16         45          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   544,927
Positions
   125,321     30,243     11,960     64,579     39,857     54,698     70,921    187,551    152,533      7,569      7,443     19,388     37,958     41,254
 
Changes from:       April 4, 2017                                    Total Change is:    26,762
    -6,333     -4,815      1,185      9,071    -10,323      4,886    -10,975      3,753     24,621     -2,021        362      1,349      4,979      5,744
 
Percent of Open Interest Represented by Each Category of Trader
      23.0        5.5        2.2       11.9        7.3       10.0       13.0       34.4       28.0        1.4        1.4        3.6        7.0        7.6
 
Number of Traders in Each Category                                    Total Traders:       231 
        21          5         20         17         22         14         57         61         61         17         16         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    36,829
Positions
        64      8,346          0     21,927      1,884          0      8,824     25,725        369      5,609        420          0         36         85
 
Changes from:       April 4, 2017                                    Total Change is:     1,277
        27        563          0       -141         17          0      1,447        389          0        -34        293          0        -22         15
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       22.7        0.0       59.5        5.1        0.0       24.0       69.8        1.0       15.2        1.1        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          0         10          .          0         10          6          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,072
Positions
     2,875      8,147          0      9,585        114        326      1,094      6,144          1        253          0          0        938        340
 
Changes from:       April 4, 2017                                    Total Change is:      -499
       -25          0          0       -276          0          0       -388       -585          1         11          0          0        178         85
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       54.1        0.0       63.6        0.8        2.2        7.3       40.8        0.0        1.7        0.0        0.0        6.2        2.3
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          7          .          .          4          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated April 14, 2017