Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   181,811
Positions
    53,396     13,531      4,769     27,315     19,433        651     23,900     83,792     13,366     25,139      3,595      1,930     31,346     40,744
 
Changes from:       April 18, 2017                                   Total Change is:    31,986
    15,373     -2,641      1,030        216      5,719       -504      6,005     20,605      2,336      3,322        577       -473      4,682      5,338
 
Percent of Open Interest Represented by Each Category of Trader
      29.4        7.4        2.6       15.0       10.7        0.4       13.1       46.1        7.4       13.8        2.0        1.1       17.2       22.4
 
Number of Traders in Each Category                                    Total Traders:       115 
         9          .          7         11         13          5         21         42         19         11          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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    48,211
Positions
    20,178        929        553      2,304      2,227          0      8,414     23,793      1,117      6,138      1,482          0      9,507     18,111
 
Changes from:       April 18, 2017                                   Total Change is:    -1,602
    -3,771        479        -11         65     -2,091          0        506      1,397        146        372        190          0      1,091     -1,712
 
Percent of Open Interest Represented by Each Category of Trader
      41.9        1.9        1.1        4.8        4.6        0.0       17.5       49.4        2.3       12.7        3.1        0.0       19.7       37.6
 
Number of Traders in Each Category                                    Total Traders:        37 
         5          .          .          4          .          0          4         18          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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   300,718
Positions
   132,354     48,031      7,938     15,751     86,280      2,882     45,879     70,582     33,765     28,372     14,663      3,874     29,902     32,703
 
Changes from:       April 18, 2017                                   Total Change is:      -580
    -2,887     18,813     -2,371      2,317      1,595       -704      2,473    -12,910      1,481       -559     -2,077        639       -970     -5,046
 
Percent of Open Interest Represented by Each Category of Trader
      44.0       16.0        2.6        5.2       28.7        1.0       15.3       23.5       11.2        9.4        4.9        1.3        9.9       10.9
 
Number of Traders in Each Category                                    Total Traders:       133 
         8          8         10         11         23         10         30         39         26          8          6          4
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Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   246,972
Positions
    70,526     78,188     14,406     25,622     57,545      5,811     47,182     22,213     27,709     22,949      1,290      3,439     29,327     36,370
 
Changes from:       April 18, 2017                                   Total Change is:      -971
    -4,145      5,229      2,145        916      4,679        232      1,905     -8,205       -371        701       -181       -885     -1,471     -3,615
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       31.7        5.8       10.4       23.3        2.4       19.1        9.0       11.2        9.3        0.5        1.4       11.9       14.7
 
Number of Traders in Each Category                                    Total Traders:       121 
         8         11          9         15         19         11         32         28         22          4          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   500,326
Positions
    92,655     65,685     25,418    167,363     95,352     10,347     44,163    135,837     52,020     32,210     44,813      9,398     66,753     61,457
 
Changes from:       April 18, 2017                                   Total Change is:    -1,800
   -15,282      8,555      3,173      2,439    -12,748        698     -8,602    -14,664      9,651        -82      1,089      1,953      4,252        492
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       13.1        5.1       33.5       19.1        2.1        8.8       27.1       10.4        6.4        9.0        1.9       13.3       12.3
 
Number of Traders in Each Category                                    Total Traders:       267 
        17         15         16         51         37         39         28         58         37         30         31         21
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Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    32,210
Positions
     1,887     23,145         28     16,282          0        198        577        633        231      1,142      2,651          0     11,865      5,324
 
Changes from:       April 18, 2017                                   Total Change is:    -1,938
     1,135     -1,413         28       -970          0          4     -2,203       -444         -1          0       -500          0         69        388
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       71.9        0.1       50.5        0.0        0.6        1.8        2.0        0.7        3.5        8.2        0.0       36.8       16.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .         10          0          4          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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   124,770
Positions
    10,954     44,429      6,656     24,332     10,772        991     42,743     16,401      9,458      2,058      7,353      1,743     25,835     26,968
 
Changes from:       April 18, 2017                                   Total Change is:    -5,848
     1,991     -6,120        774      2,088     -1,543        -32     -8,330        784        408        322     -1,116        -22     -3,047      1,019
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       35.6        5.3       19.5        8.6        0.8       34.3       13.1        7.6        1.6        5.9        1.4       20.7       21.6
 
Number of Traders in Each Category                                    Total Traders:        85 
         4          7          7          5          9          4         31         17         16          6          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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    48,999
Positions
     1,086     35,439        501      6,385          0          0     38,685     11,904          0        807        260          0      1,535        895
 
Changes from:       April 18, 2017                                   Total Change is:       804
         0        274          0         -1          0          0        875        434          0        -81         -2          0         11         98
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       72.3        1.0       13.0        0.0        0.0       79.0       24.3        0.0        1.6        0.5        0.0        3.1        1.8
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          7          .          .          0          0         11          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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   177,988
Positions
    39,704    127,479         27     39,831      2,394         37     86,934     33,330        987      2,674     10,324        224      7,571      3,187
 
Changes from:       April 18, 2017                                   Total Change is:   -18,258
        65    -10,651         23    -11,068          0        -15     -5,030     -6,940       -952       -313       -241        160     -1,129        358
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       71.6        0.0       22.4        1.3        0.0       48.8       18.7        0.6        1.5        5.8        0.1        4.3        1.8
 
Number of Traders in Each Category                                    Total Traders:       145 
         .         11          .         17          .          .         52         30          9         12         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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    27,474
Positions
       101     20,350          0      6,923        259          0     17,164      3,221      1,490          0      1,365          0      1,796        789
 
Changes from:       April 18, 2017                                   Total Change is:     1,132
         0          0          0       -192        111          0         -1       -899      1,369       -125        545          0         81          6
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       74.1        0.0       25.2        0.9        0.0       62.5       11.7        5.4        0.0        5.0        0.0        6.5        2.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0          .          .          0         15          8          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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    43,947
Positions
    21,681      1,872         23      1,903     16,348          0     15,330     19,109        305      1,282      1,716          0      3,423      4,574
 
Changes from:       April 18, 2017                                   Total Change is:       886
       691         83          1       -321        -35          0        216        730        -93        616         24          0       -224        176
 
Percent of Open Interest Represented by Each Category of Trader
      49.3        4.3        0.1        4.3       37.2        0.0       34.9       43.5        0.7        2.9        3.9        0.0        7.8       10.4
 
Number of Traders in Each Category                                    Total Traders:        74 
         9          .          .          5          8          0         18         22          5          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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    18,507
Positions
     5,449      2,981      9,221        932        115          0      1,814      4,893         70          0        200          0      1,021      1,027
 
Changes from:       April 18, 2017                                   Total Change is:    -2,335
      -223       -511         60     -2,066        -14          0       -220     -1,741         18          0       -200          0         96         53
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       16.1       49.8        5.0        0.6        0.0        9.8       26.4        0.4        0.0        1.1        0.0        5.5        5.5
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          .          .          .          .          0          7          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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    67,417
Positions
     7,987     43,109      1,760      9,837        833      1,077     32,715      6,286      2,745      1,337      2,710        228      9,730      8,667
 
Changes from:       April 18, 2017                                   Total Change is:       990
       213     -1,851         -4        573       -323        122        967      1,887       -784       -249        791        -49        202      1,201
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       63.9        2.6       14.6        1.2        1.6       48.5        9.3        4.1        2.0        4.0        0.3       14.4       12.9
 
Number of Traders in Each Category                                    Total Traders:       120 
        12         22          5         14          4          5         40         14          9          7          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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   134,833
Positions
    15,974     86,218      3,521     19,673      1,666      2,153     65,430     12,573      5,491      2,674      5,420        457     19,460     17,335
 
Changes from:       April 18, 2017                                   Total Change is:     1,980
       425     -3,701         -9      1,146       -645        244      1,934      3,774     -1,567       -499      1,581        -98        404      2,401
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       63.9        2.6       14.6        1.2        1.6       48.5        9.3        4.1        2.0        4.0        0.3       14.4       12.9
 
Number of Traders in Each Category                                    Total Traders:       120 
        12         22          5         14          4          5         40         14          9          7          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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   836,404
Positions
    50,130    125,451     25,814    296,717    166,100     82,798     95,355    128,541    144,236     23,259     44,063     26,854     91,242     92,548
 
Changes from:       April 18, 2017                                   Total Change is:     6,378
     2,064     13,986      2,919        357    -13,927      2,219      9,785      6,522     -2,562       -785        534     -2,642     -4,977       -672
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       15.0        3.1       35.5       19.9        9.9       11.4       15.4       17.2        2.8        5.3        3.2       10.9       11.1
 
Number of Traders in Each Category                                    Total Traders:       662 
        33         33         37        125         86         98         92        129        125         76         86         82
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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   127,861
Positions
    14,353     15,397      6,801     12,045     28,651      9,816     12,137      7,055     33,153      4,250        130      3,362     31,944     23,497
 
Changes from:       April 18, 2017                                   Total Change is:     8,631
     1,683      4,971        877         53      1,782      1,002      2,704      1,314      2,106        314       -204       -265        157     -2,952
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       12.0        5.3        9.4       22.4        7.7        9.5        5.5       25.9        3.3        0.1        2.6       25.0       18.4
 
Number of Traders in Each Category                                    Total Traders:        71 
         7          9          7          7          4          4         18         10         28         10          5         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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 3,542,716
Positions
   210,225    581,612     63,725  1,446,600    710,486    341,667    480,493    671,835    491,013    103,424    228,047    109,078    296,492    345,254
 
Changes from:       April 18, 2017                                   Total Change is:   -11,265
     4,500     47,671      7,610        513    -79,551      7,094     55,393     46,031    -43,326     -3,960      5,222    -13,419    -25,670     11,402
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       16.4        1.8       40.8       20.1        9.6       13.6       19.0       13.9        2.9        6.4        3.1        8.4        9.7
 
Number of Traders in Each Category                                    Total Traders:       643 
        34         31         34        125         83         94         89        126        119         68         86         77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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    95,864
Positions
     2,101     46,876        688     51,899     37,362      3,358     23,213      3,195        220      1,875        496          0     12,510      3,669
 
Changes from:       April 18, 2017                                   Total Change is:    -1,746
        -2       -206        -81     -1,795     -1,303       -249       -184         20         19        111          0          0        435         54
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       48.9        0.7       54.1       39.0        3.5       24.2        3.3        0.2        2.0        0.5        0.0       13.0        3.8
 
Number of Traders in Each Category                                    Total Traders:        84 
         .         11          .         32         14         13         15          5          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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    56,615
Positions
     3,444     22,817        682     14,365      5,055        731     27,137     14,583      1,740      1,574      3,663        414      6,528      6,929
 
Changes from:       April 18, 2017                                   Total Change is:     3,826
      -321      2,146        357        904       -627       -183      3,171        922         -6       -221        762        -55        179        509
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       40.3        1.2       25.4        8.9        1.3       47.9       25.8        3.1        2.8        6.5        0.7       11.5       12.2
 
Number of Traders in Each Category                                    Total Traders:       240 
        16         22          6         41         19         10         60         43         25         16         23          7
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Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   283,074
Positions
    17,218    114,083      3,409     71,824     25,277      3,657    135,683     72,917      8,702      7,869     18,314      2,070     32,642     34,645
 
Changes from:       April 18, 2017                                   Total Change is:    19,129
    -1,605     10,729      1,786      4,521     -3,135       -914     15,855      4,611        -31     -1,104      3,811       -274        895      2,546
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       40.3        1.2       25.4        8.9        1.3       47.9       25.8        3.1        2.8        6.5        0.7       11.5       12.2
 
Number of Traders in Each Category                                    Total Traders:       240 
        16         22          6         41         19         10         60         43         25         16         23          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   584,657
Positions
    48,506    153,892      3,442    262,231    163,856     29,045    183,440    192,204     12,234     19,601      9,360        575     25,583     20,049
 
Changes from:       April 18, 2017                                   Total Change is:     8,203
     1,489     17,974       -196      1,659     -1,899        -55     26,585     -6,198       -953    -20,310     -1,003     -1,352      1,335      1,885
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       26.3        0.6       44.9       28.0        5.0       31.4       32.9        2.1        3.4        1.6        0.1        4.4        3.4
 
Number of Traders in Each Category                                    Total Traders:       339 
        21         22          5         75         43         33         71         65         25         22         20          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    39,317
Positions
       910     23,607          0     16,316        479         36      5,753      8,724          2      6,992      3,167          0      9,308      3,302
 
Changes from:       April 18, 2017                                   Total Change is:    -1,698
        19        739          0     -2,061          0        -11      1,282       -481          2       -534       -746          0       -395     -1,201
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       60.0        0.0       41.5        1.2        0.1       14.6       22.2        0.0       17.8        8.1        0.0       23.7        8.4
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          6          0         18          .          .          8          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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    73,059
Positions
    15,114     11,767         72     17,558      5,966      1,136     26,632     13,743        662      2,644      1,663          0      9,241     38,050
 
Changes from:       April 18, 2017                                   Total Change is:    -1,000
    -2,175      3,413       -348      2,189     -1,182       -485      1,681      2,277       -193     -1,278       -549          0       -391     -3,933
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       16.1        0.1       24.0        8.2        1.6       36.5       18.8        0.9        3.6        2.3        0.0       12.6       52.1
 
Number of Traders in Each Category                                    Total Traders:        87 
        12         10          .         14          5          4         24         15          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   284,689
Positions
    21,560    192,958      1,218    179,912     61,316     12,758     54,742      7,833      2,700      3,256      1,401        210      8,333      4,295
 
Changes from:       April 18, 2017                                   Total Change is:     1,083
    -2,649      1,184       -493      3,470     -4,838        -82       -415      4,942        -92      1,150        -41         40        154        463
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       67.8        0.4       63.2       21.5        4.5       19.2        2.8        0.9        1.1        0.5        0.1        2.9        1.5
 
Number of Traders in Each Category                                    Total Traders:       145 
        10         12          4         53         24         22         29          6          9          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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   917,952
Positions
    27,111    693,272      4,079    535,185    111,784     59,019    211,295     10,799     13,162     40,401     15,599        852     26,848      9,386
 
Changes from:       April 18, 2017                                   Total Change is:    -6,077
       699      1,186     -2,574        515     -4,284        609    -10,872     -3,036        -31      4,126        259         75      1,376      1,719
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       75.5        0.4       58.3       12.2        6.4       23.0        1.2        1.4        4.4        1.7        0.1        2.9        1.0
 
Number of Traders in Each Category                                    Total Traders:       340 
        20         23          7        117         32         47         69         16         19         48         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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   763,388
Positions
     9,474     32,402     18,617    273,289    153,857    126,871     59,357    106,490     85,371      8,132     41,923     20,559    161,719    177,299
 
Changes from:       April 18, 2017                                   Total Change is:   -90,894
    -4,224     15,207    -15,614      9,365     11,995    -37,161      1,840    -10,228    -40,320        842     -2,192      1,688     -7,311    -14,269
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        4.2        2.4       35.8       20.2       16.6        7.8       13.9       11.2        1.1        5.5        2.7       21.2       23.2
 
Number of Traders in Each Category                                    Total Traders:       161 
         9         12         15         37         30         36         31         26         39          8          8          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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   735,143
Positions
     3,757    167,369      1,412    418,259     63,982     96,818     46,909    279,750     16,396     32,738     10,637        336    118,518     98,444
 
Changes from:       April 18, 2017                                   Total Change is:     3,563
    -1,449        335       -355     -2,455      8,248      4,494      6,783      1,232     -1,773      2,092       -563          0     -3,775     -8,055
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       22.8        0.2       56.9        8.7       13.2        6.4       38.1        2.2        4.5        1.4        0.0       16.1       13.4
 
Number of Traders in Each Category                                    Total Traders:       104 
         .         13          .         47         10         33         10         17         11          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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 1,418,180
Positions
    50,633    140,307      9,505    430,396    267,284    193,345    340,338    195,861     49,277    202,773    403,691     13,035    128,877    145,875
 
Changes from:       April 18, 2017                                   Total Change is:    15,190
    13,806    -15,661       -739    -32,897     -8,541      4,811     -9,728    -28,462     11,040     23,145     44,824      2,964      2,788      4,954
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        9.9        0.7       30.3       18.8       13.6       24.0       13.8        3.5       14.3       28.5        0.9        9.1       10.3
 
Number of Traders in Each Category                                    Total Traders:       276 
        12         33         10         58         39         46         54         30         31         22         28         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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 3,789,836
Positions
    88,118    225,861    169,196  1,239,397    905,786    567,338    588,740    724,276    367,755    302,533    198,674     77,412    389,347    553,538
 
Changes from:       April 18, 2017                                   Total Change is:  -420,360
    -2,235    -10,969   -103,581    -54,275    -11,674    -65,057     57,080     36,907   -204,544     17,762     -1,614    -47,263    -18,246    -12,565
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        6.0        4.5       32.7       23.9       15.0       15.5       19.1        9.7        8.0        5.2        2.0       10.3       14.6
 
Number of Traders in Each Category                                    Total Traders:       399 
        19         40         40         50         91         82         64         67         94         29         39         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   351,689
Positions
     2,875     20,765      2,324    101,020    157,218     17,480    126,652     29,803      9,197     11,644      6,629          0     80,497    108,273
 
Changes from:       April 18, 2017                                   Total Change is:       201
   -11,781     -3,687       -500      1,513      1,153       -476     13,357     -2,439      1,254     -2,613          0          0       -553      4,896
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        5.9        0.7       28.7       44.7        5.0       36.0        8.5        2.6        3.3        1.9        0.0       22.9       30.8
 
Number of Traders in Each Category                                    Total Traders:        58 
         .          5          .         10         21         22         12          4          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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 3,365,455
Positions
    17,744    399,361     81,262  1,712,771    724,930    345,576    413,949    963,626    191,164    274,034    266,318     32,386    296,569    360,834
 
Changes from:       April 18, 2017                                   Total Change is:  -157,528
   -10,118    -43,110    -30,177    -15,480     14,448    -27,416     47,517     26,378    -89,636    -14,291     23,168    -31,377     13,449        194
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       11.9        2.4       50.9       21.5       10.3       12.3       28.6        5.7        8.1        7.9        1.0        8.8       10.7
 
Number of Traders in Each Category                                    Total Traders:       312 
         7         40         24         61         49         68         47         60         59         15         33         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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 1,702,339
Positions
   549,285    172,056    512,124      9,718     38,642      9,738    136,780    353,432    346,079      7,099    118,622     95,747     35,769     55,899
 
Changes from:       April 18, 2017                                   Total Change is:    30,270
   -33,780      4,291     54,256          0     -2,846          0    -17,226    -28,846     15,399        -43    -13,423      6,218      5,446     -4,779
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       10.1       30.1        0.6        2.3        0.6        8.0       20.8       20.3        0.4        7.0        5.6        2.1        3.3
 
Number of Traders in Each Category                                    Total Traders:       165 
        26         34         49          .          6          .         27         40         47          6         16         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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 is23,538,323
Positions
 5,484,618  1,223,246  3,870,024    127,672  1,391,181  1,031,915    302,763  2,625,612  9,671,986    671,637    779,664  1,721,426    656,282  1,223,269
 
Changes from:       April 18, 2017                                   Total Change is: 1,354,804
   -47,920    -50,879    171,513    -26,290   -146,378    163,877    -45,620   -109,326    938,569    -18,454    146,808    265,495    -46,366    -24,876
 
Percent of Open Interest Represented by Each Category of Trader
      23.3        5.2       16.4        0.5        5.9        4.4        1.3       11.2       41.1        2.9        3.3        7.3        2.8        5.2
 
Number of Traders in Each Category                                    Total Traders:       343 
        28         54         75          6         35         35         41        111        120         19         38         50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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    31,357
Positions
    18,331      3,929          0        233     13,494         83      6,596     10,182          0      5,974      3,466         92         48        111
 
Changes from:       April 18, 2017                                   Total Change is:      -255
       768         73          0          0        168          0     -1,106       -568          0         45        125          0         38        -53
 
Percent of Open Interest Represented by Each Category of Trader
      58.5       12.5        0.0        0.7       43.0        0.3       21.0       32.5        0.0       19.1       11.1        0.3        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        50 
         4          6          0          .         12          .          6         10          0          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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    26,702
Positions
     9,720      2,441          0        451     10,695        231     15,958      8,692          0        228      4,569          0        114         74
 
Changes from:       April 18, 2017                                   Total Change is:    -1,065
    -1,425       -140          0          0       -255          0        321       -508          0         13       -112        -34         60        -16
 
Percent of Open Interest Represented by Each Category of Trader
      36.4        9.1        0.0        1.7       40.1        0.9       59.8       32.6        0.0        0.9       17.1        0.0        0.4        0.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         5          .          0          .          5          .          8          5          0          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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    70,525
Positions
       694     58,027        161     12,159      1,676        485     26,945      4,538      2,112     19,263        352         61      8,644      3,113
 
Changes from:       April 18, 2017                                   Total Change is:     3,549
        53        350         18       -103      1,039        -35        649      1,586         74      2,111       -126         12        768        630
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       82.3        0.2       17.2        2.4        0.7       38.2        6.4        3.0       27.3        0.5        0.1       12.3        4.4
 
Number of Traders in Each Category                                    Total Traders:       142 
         .          .          .         15          4          .         35         24         14         54          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   492,186
Positions
   112,194     44,678     14,351     53,830     37,500     58,848     84,908    171,242     95,302     12,779      6,997     23,700     36,274     39,568
 
Changes from:       April 18, 2017                                   Total Change is:    21,486
       -19     10,957     -1,034     18,597       -637     -3,409     18,629     25,046    -26,136      6,360        879      4,022      4,476     11,798
 
Percent of Open Interest Represented by Each Category of Trader
      22.8        9.1        2.9       10.9        7.6       12.0       17.3       34.8       19.4        2.6        1.4        4.8        7.4        8.0
 
Number of Traders in Each Category                                    Total Traders:       221 
        19          9         21         17         21         14         59         57         52         16         12         21
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Traders in Financial Futures - Options and Futures Combined Positions as of April 25, 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    31,237
Positions
       526      7,832          0     21,197      1,784          0      3,570     20,691        369      5,541        483          0         34         78
 
Changes from:       April 18, 2017                                   Total Change is:    -9,845
       497       -133          0        204          0          0    -10,515     -9,797          0        -18         63          0        -13         22
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       25.1        0.0       67.9        5.7        0.0       11.4       66.2        1.2       17.7        1.5        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          0          9          .          0          8          7          .          6          .          0
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Updated April 28, 2017