Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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   212,012
Positions
    63,673     13,871      5,423     26,418     26,748        984     36,924     97,304     16,589     27,855      4,528      1,971     32,174     44,593
 
Changes from:       April 25, 2017                                   Total Change is:    30,201
    10,277        341        654       -897      7,315        334     13,025     13,512      3,223      2,716        933         40        829      3,849
 
Percent of Open Interest Represented by Each Category of Trader
      30.0        6.5        2.6       12.5       12.6        0.5       17.4       45.9        7.8       13.1        2.1        0.9       15.2       21.0
 
Number of Traders in Each Category                                    Total Traders:       125 
         9          .          7         11         12          6         24         45         22         14          7          5
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Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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    44,624
Positions
    16,462      1,299        528      2,304      2,562          0      8,482     19,627      1,697      6,186      1,482          0      8,965     17,429
 
Changes from:       April 25, 2017                                   Total Change is:    -3,587
    -3,716        370        -25          0        335          0         68     -4,165        580         48          0          0       -542       -682
 
Percent of Open Interest Represented by Each Category of Trader
      36.9        2.9        1.2        5.2        5.7        0.0       19.0       44.0        3.8       13.9        3.3        0.0       20.1       39.1
 
Number of Traders in Each Category                                    Total Traders:        35 
         5          .          .          4          .          0          4         16          8          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 2017                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   309,989
Positions
   132,640     62,703      7,294     17,136     81,680      3,293     46,333     63,162     40,106     25,687     15,018      3,761     33,740     32,973
 
Changes from:       April 25, 2017                                   Total Change is:     9,271
       286     14,672       -644      1,384     -4,600        411        454     -7,420      6,340     -2,685        355       -113      3,838        270
 
Percent of Open Interest Represented by Each Category of Trader
      42.8       20.2        2.4        5.5       26.3        1.1       14.9       20.4       12.9        8.3        4.8        1.2       10.9       10.6
 
Number of Traders in Each Category                                    Total Traders:       126 
         8          9         11         11         23         11         29         34         29          5          7          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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   239,834
Positions
    70,481     64,262     14,755     25,660     56,746      7,089     37,941     22,923     30,456     23,229      1,838      3,399     26,826     38,368
 
Changes from:       April 25, 2017                                   Total Change is:    -7,138
       -45    -13,926        348         38       -800      1,277     -9,242        710      2,747        280        548        -41     -2,501      1,998
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       26.8        6.2       10.7       23.7        3.0       15.8        9.6       12.7        9.7        0.8        1.4       11.2       16.0
 
Number of Traders in Each Category                                    Total Traders:       122 
         7         12          9         14         20         12         33         27         26          4          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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   497,790
Positions
    86,838     91,032     26,181    166,929     85,577     10,510     47,001    108,417     54,373     33,321     48,443      9,652     62,986     63,605
 
Changes from:       April 25, 2017                                   Total Change is:    -2,536
    -5,817     25,347        763       -434     -9,774        164      2,838    -27,419      2,353      1,111      3,629        254     -3,767      2,148
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       18.3        5.3       33.5       17.2        2.1        9.4       21.8       10.9        6.7        9.7        1.9       12.7       12.8
 
Number of Traders in Each Category                                    Total Traders:       270 
        17         16         16         53         30         37         33         56         40         33         32         20
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Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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    32,849
Positions
     2,299     22,964         28     15,914          0        200        769      1,955        245      1,142      2,651          0     12,252      4,806
 
Changes from:       April 25, 2017                                   Total Change is:       639
       412       -181          0       -368          0          2        192      1,322         14          0          0          0        387       -518
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       69.9        0.1       48.4        0.0        0.6        2.3        6.0        0.7        3.5        8.1        0.0       37.3       14.6
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .         10          0          4          .          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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   125,097
Positions
    16,550     39,790      6,546     20,980     14,178      1,044     39,274     16,489     10,512      1,702      5,631      2,370     26,122     28,539
 
Changes from:       April 25, 2017                                   Total Change is:       327
     5,595     -4,640       -110     -3,352      3,406         53     -3,469         88      1,053       -357     -1,722        627        287      1,571
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       31.8        5.2       16.8       11.3        0.8       31.4       13.2        8.4        1.4        4.5        1.9       20.9       22.8
 
Number of Traders in Each Category                                    Total Traders:        80 
         5          6          8          .         11          5         30         15         17          6          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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    43,801
Positions
     1,086     34,741        501      6,388          0          0     33,411      7,430          0        832        260          0      1,583        869
 
Changes from:       April 25, 2017                                   Total Change is:    -5,198
         0       -698          0          3          0          0     -5,274     -4,474          0         25          0          0         48        -26
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       79.3        1.1       14.6        0.0        0.0       76.3       17.0        0.0        1.9        0.6        0.0        3.6        2.0
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          7          .          .          0          0         11          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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   178,061
Positions
    39,704    127,452          4     39,681      2,394         42     86,233     34,562      1,105      3,565      9,306        216      7,511      2,981
 
Changes from:       April 25, 2017                                   Total Change is:        73
         0        -27        -23       -150          0          5       -701      1,231        118        891     -1,018         -8        -59       -206
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       71.6        0.0       22.3        1.3        0.0       48.4       19.4        0.6        2.0        5.2        0.1        4.2        1.7
 
Number of Traders in Each Category                                    Total Traders:       146 
         .         11          .         17          .          .         55         25          9         17         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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    23,314
Positions
       845     14,757          0      6,935        407          0     13,677      3,172          0        259      4,500          0      1,598        478
 
Changes from:       April 25, 2017                                   Total Change is:    -4,160
       744     -5,593          0         12        148          0     -3,487        -49     -1,490        259      3,135          0       -198       -311
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       63.3        0.0       29.7        1.7        0.0       58.7       13.6        0.0        1.1       19.3        0.0        6.9        2.1
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0          .          .          0         13          8          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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    43,368
Positions
    22,187      3,324         26      1,966     12,407          0     14,203     20,069        385      1,528      1,827          0      3,073      5,330
 
Changes from:       April 25, 2017                                   Total Change is:      -579
       506      1,452          3         63     -3,941          0     -1,127        960         80        246        111          0       -350        756
 
Percent of Open Interest Represented by Each Category of Trader
      51.2        7.7        0.1        4.5       28.6        0.0       32.7       46.3        0.9        3.5        4.2        0.0        7.1       12.3
 
Number of Traders in Each Category                                    Total Traders:        74 
         8          4          .          5          8          0         16         22          6          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 2017                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    18,246
Positions
     5,346      2,979      9,221        712        129          0      1,941      4,768         42          0        200          0        984        907
 
Changes from:       April 25, 2017                                   Total Change is:      -261
      -103         -2          0       -220         14          0        127       -125        -28          0          0          0        -37       -120
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       16.3       50.5        3.9        0.7        0.0       10.6       26.1        0.2        0.0        1.1        0.0        5.4        5.0
 
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 May 2, 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    63,926
Positions
     8,222     42,438      1,843      9,241        724      1,161     29,422      5,409      2,393      1,317      1,897        339      9,989      7,722
 
Changes from:       April 25, 2017                                   Total Change is:    -3,491
       235       -671         83       -596       -109         84     -3,293       -878       -353        -20       -813        111        259       -945
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       66.4        2.9       14.5        1.1        1.8       46.0        8.5        3.7        2.1        3.0        0.5       15.6       12.1
 
Number of Traders in Each Category                                    Total Traders:       115 
        13         21          5         13          4          5         37         12          9          8          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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   127,852
Positions
    16,443     84,876      3,687     18,482      1,448      2,321     58,843     10,817      4,785      2,634      3,794        679     19,978     15,445
 
Changes from:       April 25, 2017                                   Total Change is:    -6,981
       470     -1,341        166     -1,191       -218        168     -6,587     -1,756       -705        -40     -1,626        222        518     -1,890
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       66.4        2.9       14.5        1.1        1.8       46.0        8.5        3.7        2.1        3.0        0.5       15.6       12.1
 
Number of Traders in Each Category                                    Total Traders:       115 
        13         21          5         13          4          5         37         12          9          8          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 2017                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   832,227
Positions
    56,712    127,616     23,052    305,408    164,676     87,371     83,134    123,820    143,542     22,857     43,689     26,745     83,406     91,715
 
Changes from:       April 25, 2017                                   Total Change is:    -4,177
     6,582      2,165     -2,762      8,691     -1,424      4,574    -12,220     -4,720       -694       -402       -373       -109     -7,837       -833
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       15.3        2.8       36.7       19.8       10.5       10.0       14.9       17.2        2.7        5.2        3.2       10.0       11.0
 
Number of Traders in Each Category                                    Total Traders:       664 
        37         32         39        127         89        102         83        132        131         87         75         77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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   128,544
Positions
    14,937     15,915      5,803     14,978     25,763     12,882     10,203     10,466     31,377      4,257        109      3,547     30,559     22,682
 
Changes from:       April 25, 2017                                   Total Change is:       683
       585        518       -998      2,933     -2,889      3,066     -1,934      3,411     -1,775          7        -20        185     -1,385       -815
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       12.4        4.5       11.7       20.0       10.0        7.9        8.1       24.4        3.3        0.1        2.8       23.8       17.6
 
Number of Traders in Each Category                                    Total Traders:        72 
         6         10          8          7          5          4         15         12         27         12          .         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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 3,518,416
Positions
   232,153    581,783     62,967  1,472,960    715,378    351,636    447,899    650,015    477,581    101,701    226,607    107,284    264,234    345,164
 
Changes from:       April 25, 2017                                   Total Change is:   -24,300
    21,928        171       -758     26,360      4,892      9,970    -32,594    -21,820    -13,431     -1,723     -1,440     -1,794    -32,257        -90
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       16.5        1.8       41.9       20.3       10.0       12.7       18.5       13.6        2.9        6.4        3.0        7.5        9.8
 
Number of Traders in Each Category                                    Total Traders:       643 
        37         31         36        127         85         99         81        128        123         79         75         72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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    95,294
Positions
     4,357     44,438        772     47,767     39,303      3,649     23,535      2,280        938      1,721        280          0     12,555      3,634
 
Changes from:       April 25, 2017                                   Total Change is:      -570
     2,256     -2,438         84     -4,132      1,941        291        322       -915        718       -154       -216          0         45        -35
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       46.6        0.8       50.1       41.2        3.8       24.7        2.4        1.0        1.8        0.3        0.0       13.2        3.8
 
Number of Traders in Each Category                                    Total Traders:        82 
         5          7          .         31         15         14         19          .          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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    56,809
Positions
     4,068     21,414      1,007     14,553      5,238        804     25,138     14,700      2,294      1,575      3,476        587      6,785      7,290
 
Changes from:       April 25, 2017                                   Total Change is:       195
       624     -1,403        325        188        183         72     -1,999        116        553          1       -187        173        256        361
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       37.7        1.8       25.6        9.2        1.4       44.2       25.9        4.0        2.8        6.1        1.0       11.9       12.8
 
Number of Traders in Each Category                                    Total Traders:       251 
        16         22          6         44         22         11         59         46         27         16         26         10
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Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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   284,047
Positions
    20,339    107,070      5,034     72,766     26,190      4,018    125,688     73,499     11,470      7,874     17,381      2,935     33,924     36,451
 
Changes from:       April 25, 2017                                   Total Change is:       973
     3,121     -7,013      1,625        942        913        361     -9,994        582      2,767          5       -933        865      1,282      1,806
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       37.7        1.8       25.6        9.2        1.4       44.2       25.9        4.0        2.8        6.1        1.0       11.9       12.8
 
Number of Traders in Each Category                                    Total Traders:       251 
        16         22          6         44         22         11         59         46         27         16         26         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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   584,201
Positions
    48,356    158,238      3,739    259,503    184,503     31,666    176,703    164,619     11,746     19,102      7,951        546     32,840     21,192
 
Changes from:       April 25, 2017                                   Total Change is:      -456
      -150      4,346        297     -2,728     20,647      2,621     -6,737    -27,585       -488       -499     -1,408        -29      7,257      1,143
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       27.1        0.6       44.4       31.6        5.4       30.2       28.2        2.0        3.3        1.4        0.1        5.6        3.6
 
Number of Traders in Each Category                                    Total Traders:       328 
        21         23          5         77         47         33         64         57         26         22         17          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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    38,715
Positions
       915     23,735          0     15,956        475         71      6,161      8,017          0      7,016      3,090          0      8,596      3,327
 
Changes from:       April 25, 2017                                   Total Change is:      -602
         5        128          0       -360         -4         35        408       -707         -2         24        -77          0       -712         25
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       61.3        0.0       41.2        1.2        0.2       15.9       20.7        0.0       18.1        8.0        0.0       22.2        8.6
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          6          0         17          .          .          7          5          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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    81,188
Positions
    16,831     13,988         62     23,651     11,141      1,121     28,363     15,148        635      2,785      2,016          0      7,740     37,077
 
Changes from:       April 25, 2017                                   Total Change is:     8,129
     1,717      2,221        -10      6,093      5,175        -15      1,731      1,405        -27        141        353          0     -1,501       -973
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       17.2        0.1       29.1       13.7        1.4       34.9       18.7        0.8        3.4        2.5        0.0        9.5       45.7
 
Number of Traders in Each Category                                    Total Traders:        92 
        13         12          .         13          6          4         25         14          4          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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   288,898
Positions
    20,854    195,158      1,577    186,169     65,957     13,633     51,702      4,723      2,928      2,747        885        215      9,073      3,822
 
Changes from:       April 25, 2017                                   Total Change is:     4,209
      -706      2,200        359      6,257      4,641        875     -3,040     -3,110        228       -509       -516          5        740       -473
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       67.6        0.5       64.4       22.8        4.7       17.9        1.6        1.0        1.0        0.3        0.1        3.1        1.3
 
Number of Traders in Each Category                                    Total Traders:       144 
        10         12          4         50         27         21         28          8          8          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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   924,551
Positions
    26,300    700,419      4,133    539,150    105,511     58,957    219,327     16,189     12,167     34,425     16,592        852     29,240      9,731
 
Changes from:       April 25, 2017                                   Total Change is:     6,599
      -811      7,147         54      3,965     -6,273        -62      8,032      5,390       -995     -5,976        993          0      2,392        345
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       75.8        0.4       58.3       11.4        6.4       23.7        1.8        1.3        3.7        1.8        0.1        3.2        1.1
 
Number of Traders in Each Category                                    Total Traders:       340 
        22         21          7        112         35         45         68         20         17         46         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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   764,438
Positions
     9,811     26,284     21,674    268,458    146,124    131,732     66,663    111,578     76,625      4,653     41,917     25,226    159,596    183,278
 
Changes from:       April 25, 2017                                   Total Change is:     1,050
       338     -6,118      3,057     -4,831     -7,733      4,861      7,306      5,089     -8,746     -3,479         -6      4,667     -2,123      5,979
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        3.4        2.8       35.1       19.1       17.2        8.7       14.6       10.0        0.6        5.5        3.3       20.9       24.0
 
Number of Traders in Each Category                                    Total Traders:       165 
         8         13         15         37         29         35         27         34         39          7         10          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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   736,157
Positions
     5,629    159,134        427    426,115     74,882     93,150     41,872    276,392     24,722     31,423      9,995        349    112,470     97,106
 
Changes from:       April 25, 2017                                   Total Change is:     1,014
     1,872     -8,235       -985      7,856     10,900     -3,668     -5,037     -3,358      8,326     -1,315       -642         13     -6,048     -1,337
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       21.6        0.1       57.9       10.2       12.7        5.7       37.5        3.4        4.3        1.4        0.0       15.3       13.2
 
Number of Traders in Each Category                                    Total Traders:        98 
         .         12          .         46          9         33          9         17         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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 1,410,169
Positions
    46,015    118,454      6,708    450,595    277,288    188,851    331,745    198,182     58,330    195,174    406,493      9,331    123,421    146,532
 
Changes from:       April 25, 2017                                   Total Change is:    -8,011
    -4,618    -21,853     -2,798     20,199     10,004     -4,494     -8,593      2,322      9,052     -7,598      2,803     -3,704     -5,457        657
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        8.4        0.5       32.0       19.7       13.4       23.5       14.1        4.1       13.8       28.8        0.7        8.8       10.4
 
Number of Traders in Each Category                                    Total Traders:       280 
        10         34          9         60         39         45         53         32         31         24         28         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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 3,877,509
Positions
    87,079    224,477    168,841  1,231,262    895,468    568,863    616,231    786,517    385,278    328,795    208,369     73,336    417,824    566,360
 
Changes from:       April 25, 2017                                   Total Change is:    87,673
    -1,039     -1,384       -355     -8,135    -10,318      1,525     27,491     62,241     17,523     26,262      9,695     -4,076     28,478     12,823
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        5.8        4.4       31.8       23.1       14.7       15.9       20.3        9.9        8.5        5.4        1.9       10.8       14.6
 
Number of Traders in Each Category                                    Total Traders:       408 
        17         47         45         51         88         80         54         78         92         26         47         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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   346,816
Positions
     2,730     20,264      2,386     99,876    140,607     25,705    116,291     33,215     10,208     12,022      6,629          0     77,598    107,802
 
Changes from:       April 25, 2017                                   Total Change is:    -4,873
      -145       -501         62     -1,144    -16,611      8,225    -10,362      3,412      1,012        378          0          0     -2,899       -472
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        5.8        0.7       28.8       40.5        7.4       33.5        9.6        2.9        3.5        1.9        0.0       22.4       31.1
 
Number of Traders in Each Category                                    Total Traders:        55 
         .          5          .         11         19         22         10          4          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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 3,424,624
Positions
    20,451    476,134     83,088  1,750,695    717,378    342,633    419,558    949,504    192,678    285,696    268,557     30,418    299,406    364,234
 
Changes from:       April 25, 2017                                   Total Change is:    59,169
     2,707     76,773      1,826     37,924     -7,552     -2,943      5,609    -14,122      1,514     11,662      2,239     -1,968      2,837      3,400
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       13.9        2.4       51.1       20.9       10.0       12.3       27.7        5.6        8.3        7.8        0.9        8.7       10.6
 
Number of Traders in Each Category                                    Total Traders:       316 
         7         43         24         59         50         65         40         67         62         14         36         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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 1,275,012
Positions
   307,742    138,988    446,299          0     33,753          1     88,124    223,690    282,275     80,929     57,408     37,043     32,599     55,555
 
Changes from:       April 25, 2017                                   Total Change is:  -427,327
  -241,543    -33,068    -65,825     -9,718     -4,889     -9,737    -48,656   -129,742    -63,804     73,830    -61,214    -58,704     -3,170       -344
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       10.9       35.0        0.0        2.6        0.0        6.9       17.5       22.1        6.3        4.5        2.9        2.6        4.4
 
Number of Traders in Each Category                                    Total Traders:       146 
        24         31         42          0          6          .         16         48         41          6         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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 is23,354,602
Positions
 5,536,189  1,127,412  3,918,730    125,907  1,521,498  1,067,432    307,321  2,706,554  9,391,370    734,766    790,701  1,652,225    620,661  1,178,680
 
Changes from:       April 25, 2017                                   Total Change is:  -183,721
    51,571    -95,834     48,706     -1,764    130,317     35,517      4,558     80,942   -280,616     63,129     11,037    -69,201    -35,621    -44,589
 
Percent of Open Interest Represented by Each Category of Trader
      23.7        4.8       16.8        0.5        6.5        4.6        1.3       11.6       40.2        3.1        3.4        7.1        2.7        5.0
 
Number of Traders in Each Category                                    Total Traders:       345 
        27         57         77          6         36         35         34        116        115         19         40         51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 2017                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    29,636
Positions
    18,647      3,628          0        215     12,726         83      4,483      9,240          0      6,074      3,745         92         42        122
 
Changes from:       April 25, 2017                                   Total Change is:    -1,721
       316       -301          0        -18       -768          0     -2,113       -942          0        100        279          0         -6         11
 
Percent of Open Interest Represented by Each Category of Trader
      62.9       12.2        0.0        0.7       42.9        0.3       15.1       31.2        0.0       20.5       12.6        0.3        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        46 
         4          6          0          .         11          .          5          8          0          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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    25,965
Positions
    12,143      2,387          0        472      9,944        212     12,931      8,622          0        100      4,728          0        107         72
 
Changes from:       April 25, 2017                                   Total Change is:      -737
     2,423        -54          0         21       -751        -19     -3,027        -70          0       -128        159          0         -7         -2
 
Percent of Open Interest Represented by Each Category of Trader
      46.8        9.2        0.0        1.8       38.3        0.8       49.8       33.2        0.0        0.4       18.2        0.0        0.4        0.3
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0          .          5          .          9          5          0          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 2017                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    74,170
Positions
       597     56,891        160     12,304      2,617        475     30,960      7,779      2,799     18,272        371         55      8,549      3,024
 
Changes from:       April 25, 2017                                   Total Change is:     3,645
       -97     -1,136         -2        144        941        -10      4,015      3,241        687       -991         19         -6        -95        -89
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       76.7        0.2       16.6        3.5        0.6       41.7       10.5        3.8       24.6        0.5        0.1       11.5        4.1
 
Number of Traders in Each Category                                    Total Traders:       150 
         .          .          .         15          5          .         41         22         13         59          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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   540,301
Positions
   115,402     43,305     18,120     64,615     41,580     53,775     99,476    200,707    115,527     18,065      8,957     22,514     32,807     35,816
 
Changes from:       April 25, 2017                                   Total Change is:    48,115
     3,208     -1,373      3,769     10,785      4,080     -5,073     14,568     29,465     20,225      5,286      1,960     -1,186     -3,467     -3,752
 
Percent of Open Interest Represented by Each Category of Trader
      21.4        8.0        3.4       12.0        7.7       10.0       18.4       37.1       21.4        3.3        1.7        4.2        6.1        6.6
 
Number of Traders in Each Category                                    Total Traders:       238 
        23          5         20         16         24         12         61         62         59         20         16         21
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Traders in Financial Futures - Options and Futures Combined Positions as of May 2, 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    39,214
Positions
       173      7,832          0     29,101      1,628          0      3,772     28,831        369      5,741        472          0         58         82
 
Changes from:       April 25, 2017                                   Total Change is:     7,977
      -353          0          0      7,904       -156          0        202      8,140          0        200        -11          0         24          4
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       20.0        0.0       74.2        4.2        0.0        9.6       73.5        0.9       14.6        1.2        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          0          9          .          0         10          7          .          6          .          0
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Updated May 5, 2017