Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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   230,650
Positions
    77,517     11,609      4,703     26,812     40,061        954     40,913    107,436     14,922     30,666      4,102        746     33,418     46,116
 
Changes from:       May 2, 2017                                      Total Change is:    18,638
    13,844     -2,262       -720        393     13,313        -31      3,989     10,132     -1,667      2,811       -426     -1,225      1,244      1,523
 
Percent of Open Interest Represented by Each Category of Trader
      33.6        5.0        2.0       11.6       17.4        0.4       17.7       46.6        6.5       13.3        1.8        0.3       14.5       20.0
 
Number of Traders in Each Category                                    Total Traders:       119 
         9          .          7         10         13          7         25         41         21         13          6          5
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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    49,714
Positions
    16,750      2,778        421      2,304      2,844          0     14,358     21,359      1,735      6,237      1,482          0      7,910     19,095
 
Changes from:       May 2, 2017                                      Total Change is:     5,090
       287      1,479       -107          0        282          0      5,876      1,732         38         51          0          0     -1,055      1,666
 
Percent of Open Interest Represented by Each Category of Trader
      33.7        5.6        0.8        4.6        5.7        0.0       28.9       43.0        3.5       12.5        3.0        0.0       15.9       38.4
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          .          .          4          .          0          9         19         12          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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   287,129
Positions
   131,469     72,277      4,802     18,236     76,008      2,414     43,726     56,538     26,894     23,925     13,720      1,924     33,739     32,552
 
Changes from:       May 2, 2017                                      Total Change is:   -22,860
    -1,171      9,574     -2,492      1,101     -5,672       -879     -2,607     -6,624    -13,212     -1,762     -1,299     -1,837         -1       -421
 
Percent of Open Interest Represented by Each Category of Trader
      45.8       25.2        1.7        6.4       26.5        0.8       15.2       19.7        9.4        8.3        4.8        0.7       11.8       11.3
 
Number of Traders in Each Category                                    Total Traders:       127 
         8          9         11         13         22         11         27         35         28          4          9          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 2017                                                                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   247,977
Positions
    76,719     40,141     16,642     25,198     59,636      8,194     37,487     39,654     27,735     25,548      4,891      5,139     25,314     45,946
 
Changes from:       May 2, 2017                                      Total Change is:     8,143
     6,238    -24,122      1,888       -461      2,890      1,105       -453     16,731     -2,721      2,319      3,053      1,741     -1,512      7,578
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       16.2        6.7       10.2       24.0        3.3       15.1       16.0       11.2       10.3        2.0        2.1       10.2       18.5
 
Number of Traders in Each Category                                    Total Traders:       126 
         6         10          8         15         19         12         28         34         26          6          8          5
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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   486,753
Positions
    84,625    113,353     19,815    165,834     78,123     11,039     44,483     95,684     51,254     30,240     48,680      9,142     70,321     59,663
 
Changes from:       May 2, 2017                                      Total Change is:   -11,037
    -2,213     22,322     -6,366     -1,094     -7,454        529     -2,517    -12,734     -3,119     -3,081        238       -510      7,335     -3,942
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       23.3        4.1       34.1       16.0        2.3        9.1       19.7       10.5        6.2       10.0        1.9       14.4       12.3
 
Number of Traders in Each Category                                    Total Traders:       260 
        16         18         15         50         31         35         32         57         45         30         26         19
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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    32,587
Positions
     2,319     22,956         28     17,254          0        201          0      2,231        255          0      2,351          0     12,530      4,565
 
Changes from:       May 2, 2017                                      Total Change is:      -262
        20         -8          0      1,340          0          1       -769        276         10     -1,142       -300          0        278       -241
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       70.4        0.1       52.9        0.0        0.6        0.0        6.8        0.8        0.0        7.2        0.0       38.5       14.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .         11          0          4          0          .          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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   140,943
Positions
    37,706     35,973      4,610     16,152     17,410      1,063     38,071     25,192     12,145      3,755      7,733      1,994     25,448     34,823
 
Changes from:       May 2, 2017                                      Total Change is:    15,846
    21,157     -3,817     -1,936     -4,828      3,232         19     -1,203      8,703      1,634      2,053      2,102       -376       -674      6,284
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       25.5        3.3       11.5       12.4        0.8       27.0       17.9        8.6        2.7        5.5        1.4       18.1       24.7
 
Number of Traders in Each Category                                    Total Traders:        88 
         7          6          7          .         11          5         28         19         17          8          6          5
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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    36,428
Positions
     3,504     32,535          2      6,505          0          0     24,271      2,681          0        689        260          0      1,457        950
 
Changes from:       May 2, 2017                                      Total Change is:    -7,373
     2,418     -2,206       -499        117          0          0     -9,140     -4,749          0       -143          0          0       -126         81
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       89.3        0.0       17.9        0.0        0.0       66.6        7.4        0.0        1.9        0.7        0.0        4.0        2.6
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          6          .          .          0          0         15          5          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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   180,415
Positions
    39,704    128,639          6     38,859      3,544         79     90,603     34,983        831      2,288      9,217        189      7,857      2,927
 
Changes from:       May 2, 2017                                      Total Change is:     2,354
         0      1,187          2       -822      1,150         37      4,370        422       -274     -1,277        -89        -27        345        -54
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       71.3        0.0       21.5        2.0        0.0       50.2       19.4        0.5        1.3        5.1        0.1        4.4        1.6
 
Number of Traders in Each Category                                    Total Traders:       146 
         .         11          .         17          4          .         55         27          8         12         16          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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    23,482
Positions
       845     14,264          0      6,838        498          0     13,500      4,008          2        120      4,275          0      2,177        435
 
Changes from:       May 2, 2017                                      Total Change is:       168
         0       -493          0        -97         91          0       -177        836          2       -139       -225          0        579        -43
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       60.7        0.0       29.1        2.1        0.0       57.5       17.1        0.0        0.5       18.2        0.0        9.3        1.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0          .          .          0         12          9          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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    44,057
Positions
    24,448      3,365         42      1,504     11,945          0     13,667     21,434        190      1,151      1,704         50      3,005      5,327
 
Changes from:       May 2, 2017                                      Total Change is:       689
     2,261         41         16       -462       -462          0       -536      1,365       -195       -377       -123         50        -68         -3
 
Percent of Open Interest Represented by Each Category of Trader
      55.5        7.6        0.1        3.4       27.1        0.0       31.0       48.7        0.4        2.6        3.9        0.1        6.8       12.1
 
Number of Traders in Each Category                                    Total Traders:        71 
        10          .          4          6          7          0         14         23          6          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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    18,375
Positions
     5,368      2,979      9,233        708        243          0      1,876      4,904         44          0        200          0      1,146        772
 
Changes from:       May 2, 2017                                      Total Change is:       129
        22          0         12         -4        114          0        -65        136          2          0          0          0        162       -135
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       16.2       50.2        3.9        1.3        0.0       10.2       26.7        0.2        0.0        1.1        0.0        6.2        4.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          .          .          .          .          0          6          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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    61,416
Positions
     9,425     39,395      1,824      7,813        640      1,170     26,632      5,495      2,780      1,283      1,882        223     10,267      8,008
 
Changes from:       May 2, 2017                                      Total Change is:    -2,510
     1,203     -3,044        -20     -1,429        -84          9     -2,790         86        387        -34        -15       -116        278        286
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       64.1        3.0       12.7        1.0        1.9       43.4        8.9        4.5        2.1        3.1        0.4       16.7       13.0
 
Number of Traders in Each Category                                    Total Traders:       112 
        14         19          4         13          4          5         34         13         10          8          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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   122,832
Positions
    18,850     78,789      3,647     15,625      1,280      2,339     53,263     10,989      5,560      2,566      3,764        447     20,534     16,016
 
Changes from:       May 2, 2017                                      Total Change is:    -5,020
     2,407     -6,087        -39     -2,857       -168         18     -5,580        172        775        -68        -30       -232        557        571
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       64.1        3.0       12.7        1.0        1.9       43.4        8.9        4.5        2.1        3.1        0.4       16.7       13.0
 
Number of Traders in Each Category                                    Total Traders:       112 
        14         19          4         13          4          5         34         13         10          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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   857,091
Positions
    58,945    113,145     32,811    292,567    171,542     92,294     84,331    125,516    147,567     24,889     47,413     26,601     97,086    100,201
 
Changes from:       May 2, 2017                                      Total Change is:    24,863
     2,233    -14,471      9,758    -12,841      6,866      4,923      1,197      1,696      4,025      2,032      3,723       -144     13,680      8,486
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       13.2        3.8       34.1       20.0       10.8        9.8       14.6       17.2        2.9        5.5        3.1       11.3       11.7
 
Number of Traders in Each Category                                    Total Traders:       679 
        39         30         38        128         88        100         82        136        126         99         76         90
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 2017                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   137,562
Positions
    22,418     14,664      7,291     16,969     24,132     12,449     10,202     13,859     31,243      3,852        134      3,625     29,512     30,164
 
Changes from:       May 2, 2017                                      Total Change is:     9,018
     7,481     -1,251      1,488      1,991     -1,630       -433         -1      3,393       -134       -405         25         78     -1,047      7,482
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       10.7        5.3       12.3       17.5        9.0        7.4       10.1       22.7        2.8        0.1        2.6       21.5       21.9
 
Number of Traders in Each Category                                    Total Traders:        73 
         7         10          9          7          5          4         14         13         27         11          4         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 3,597,643
Positions
   245,561    555,330     64,670  1,398,662    757,724    378,552    475,356    662,998    476,909    111,705    242,916    108,357    337,870    350,187
 
Changes from:       May 2, 2017                                      Total Change is:    79,227
    13,407    -26,453      1,703    -74,298     42,345     26,916     27,457     12,982       -672     10,004     16,309      1,073     73,636      5,023
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       15.4        1.8       38.9       21.1       10.5       13.2       18.4       13.3        3.1        6.8        3.0        9.4        9.7
 
Number of Traders in Each Category                                    Total Traders:       658 
        41         26         34        128         85         97         79        132        119         90         77         85
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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    96,187
Positions
     3,939     44,148        770     49,240     39,558      3,611     22,791      2,843      1,378      1,851        280          0     12,607      3,599
 
Changes from:       May 2, 2017                                      Total Change is:       893
      -418       -290         -2      1,473        255        -38       -744        563        440        130          0          0         52        -35
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       45.9        0.8       51.2       41.1        3.8       23.7        3.0        1.4        1.9        0.3        0.0       13.1        3.7
 
Number of Traders in Each Category                                    Total Traders:        83 
         .          7          .         32         16         14         18          4          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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    56,494
Positions
     4,718     22,139        496     14,737      5,030        788     24,364     13,904      2,401      1,735      3,734        718      6,537      7,284
 
Changes from:       May 2, 2017                                      Total Change is:      -315
       650        725       -511        184       -208        -16       -774       -796        107        160        258        131       -247         -6
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       39.2        0.9       26.1        8.9        1.4       43.1       24.6        4.2        3.1        6.6        1.3       11.6       12.9
 
Number of Traders in Each Category                                    Total Traders:       257 
        16         20          6         46         23         10         57         50         27         18         27         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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   282,470
Positions
    23,588    110,693      2,479     73,687     25,152      3,940    121,819     69,521     12,004      8,676     18,669      3,590     32,686     36,422
 
Changes from:       May 2, 2017                                      Total Change is:    -1,577
     3,249      3,623     -2,554        921     -1,038        -78     -3,869     -3,978        534        802      1,288        656     -1,237        -30
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       39.2        0.9       26.1        8.9        1.4       43.1       24.6        4.2        3.1        6.6        1.3       11.6       12.9
 
Number of Traders in Each Category                                    Total Traders:       257 
        16         20          6         46         23         10         57         50         27         18         27         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 2017                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   580,129
Positions
    50,071    143,463      4,002    264,628    184,464     32,502    162,019    170,750     15,628     18,852      7,209        837     31,591     21,275
 
Changes from:       May 2, 2017                                      Total Change is:    -4,072
     1,715    -14,775        263      5,126        -39        835    -14,685      6,130      3,882       -250       -742        291     -1,249         83
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       24.7        0.7       45.6       31.8        5.6       27.9       29.4        2.7        3.2        1.2        0.1        5.4        3.7
 
Number of Traders in Each Category                                    Total Traders:       331 
        22         22          5         77         47         35         63         63         28         20         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 2017                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    40,599
Positions
     1,118     23,660          0     15,589        496        356      7,804      8,791          0      6,526      3,550          0      9,206      3,746
 
Changes from:       May 2, 2017                                      Total Change is:     1,884
       203        -75          0       -367         21        285      1,643        774          0       -490        460          0        610        419
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       58.3        0.0       38.4        1.2        0.9       19.2       21.7        0.0       16.1        8.7        0.0       22.7        9.2
 
Number of Traders in Each Category                                    Total Traders:        48 
         4          6          0         15          .          .          8          6          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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    84,876
Positions
    16,306     21,226        130     24,378     10,387      1,806     30,587     17,852        551      2,235      1,869          0      8,883     31,055
 
Changes from:       May 2, 2017                                      Total Change is:     3,688
      -525      7,238         68        727       -754        685      2,224      2,704        -84       -550       -147          0      1,143     -6,022
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       25.0        0.2       28.7       12.2        2.1       36.0       21.0        0.6        2.6        2.2        0.0       10.5       36.6
 
Number of Traders in Each Category                                    Total Traders:        98 
        14         14          .         12          6          5         27         17          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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   292,898
Positions
    17,077    196,699      2,097    191,261     63,743     14,520     51,812      7,635      2,926      3,943      1,041         29      9,233      4,208
 
Changes from:       May 2, 2017                                      Total Change is:     4,000
    -3,777      1,541        520      5,092     -2,214        887        110      2,912         -2      1,196        156       -186        160        386
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       67.2        0.7       65.3       21.8        5.0       17.7        2.6        1.0        1.3        0.4        0.0        3.2        1.4
 
Number of Traders in Each Category                                    Total Traders:       145 
         9         11          .         54         26         22         28          7          9          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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   942,962
Positions
    26,309    713,299      4,040    560,065    102,623     59,428    218,274     23,216     12,214     33,949     16,877        981     27,702     10,284
 
Changes from:       May 2, 2017                                      Total Change is:    18,411
         9     12,880        -93     20,915     -2,888        471     -1,053      7,027         47       -476        285        129     -1,538        553
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       75.6        0.4       59.4       10.9        6.3       23.1        2.5        1.3        3.6        1.8        0.1        2.9        1.1
 
Number of Traders in Each Category                                    Total Traders:       343 
        22         23          8        117         34         45         65         22         19         44         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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   804,813
Positions
    16,893     25,499     22,701    280,234    153,279    132,297     74,628    160,382     77,516     15,036     31,094     21,791    163,718    180,254
 
Changes from:       May 2, 2017                                      Total Change is:    40,375
     7,081       -785      1,027     11,776      7,156        565      7,964     48,804        891     10,383    -10,823     -3,435      4,122     -3,024
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        3.2        2.8       34.8       19.0       16.4        9.3       19.9        9.6        1.9        3.9        2.7       20.3       22.4
 
Number of Traders in Each Category                                    Total Traders:       169 
        11         11         16         36         32         36         33         30         43         10          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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   741,072
Positions
     5,890    152,141      1,254    428,387     60,229     90,334     42,640    297,053     26,378     31,267      9,732        491    114,431    103,460
 
Changes from:       May 2, 2017                                      Total Change is:     4,915
       261     -6,993        827      2,272    -14,653     -2,816        768     20,661      1,656       -156       -263        142      1,961      6,354
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       20.5        0.2       57.8        8.1       12.2        5.8       40.1        3.6        4.2        1.3        0.1       15.4       14.0
 
Number of Traders in Each Category                                    Total Traders:       103 
         .         12          .         47          9         33          9         20         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 1,384,949
Positions
    30,082    126,239      9,716    449,475    252,926    197,730    304,974    197,183     72,886    190,651    357,706     11,825    117,611    158,738
 
Changes from:       May 2, 2017                                      Total Change is:   -25,220
   -15,933      7,785      3,008     -1,120    -24,362      8,879    -26,771       -999     14,556     -4,524    -48,787      2,494     -5,810     12,206
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        9.1        0.7       32.5       18.3       14.3       22.0       14.2        5.3       13.8       25.8        0.9        8.5       11.5
 
Number of Traders in Each Category                                    Total Traders:       270 
        10         35         11         61         34         43         47         33         34         24         26          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 3,956,703
Positions
   120,617    163,934    187,168  1,236,331    974,207    538,989    693,112    792,717    419,261    315,197    217,575     73,883    372,145    588,969
 
Changes from:       May 2, 2017                                      Total Change is:    79,194
    33,537    -60,543     18,327      5,069     78,739    -29,873     76,882      6,199     33,983    -13,598      9,206        548    -45,679     22,608
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        4.1        4.7       31.2       24.6       13.6       17.5       20.0       10.6        8.0        5.5        1.9        9.4       14.9
 
Number of Traders in Each Category                                    Total Traders:       409 
        21         40         44         48         89         84         55         86         93         24         46         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 2017                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   345,099
Positions
     2,456     12,031      2,308     99,007    139,320     26,354    119,261     35,215      9,936      9,556      6,629          0     76,221    113,306
 
Changes from:       May 2, 2017                                      Total Change is:    -1,717
      -274     -8,233        -78       -869     -1,287        649      2,971      2,000       -273     -2,466          0          0     -1,377      5,505
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        3.5        0.7       28.7       40.4        7.6       34.6       10.2        2.9        2.8        1.9        0.0       22.1       32.8
 
Number of Traders in Each Category                                    Total Traders:        54 
         .          4          .         11         20         23         10          4          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 3,364,095
Positions
    28,468    455,192     79,945  1,772,174    726,491    333,179    379,530    895,262    211,313    248,298    264,354     30,072    281,116    368,288
 
Changes from:       May 2, 2017                                      Total Change is:   -60,529
     8,017    -20,942     -3,143     21,479      9,113     -9,454    -40,028    -54,242     18,635    -37,398     -4,203       -346    -18,291      4,054
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       13.5        2.4       52.7       21.6        9.9       11.3       26.6        6.3        7.4        7.9        0.9        8.4       10.9
 
Number of Traders in Each Category                                    Total Traders:       310 
         7         40         24         60         49         64         42         60         64         16         36         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 1,419,961
Positions
   276,292    181,403    472,952      1,000     11,442      1,635    159,005    267,712    323,783    108,026     62,160     41,504     35,764     57,370
 
Changes from:       May 2, 2017                                      Total Change is:   144,949
   -31,450     42,415     26,653      1,000    -22,311      1,634     70,881     44,022     41,508     27,097      4,752      4,461      3,165      1,815
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       12.8       33.3        0.1        0.8        0.1       11.2       18.9       22.8        7.6        4.4        2.9        2.5        4.0
 
Number of Traders in Each Category                                    Total Traders:       150 
        24         29         44          .          5          .         14         53         46          8         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 is23,574,521
Positions
 5,515,134  1,130,527  3,961,413    144,077  1,387,230  1,107,074    338,818  2,804,486  9,469,747    756,454    817,761  1,707,023    574,782  1,189,261
 
Changes from:       May 2, 2017                                      Total Change is:   219,919
   -21,055      3,115     42,683     18,170   -134,268     39,642     31,496     97,931     78,377     21,688     27,059     54,797    -45,879     10,581
 
Percent of Open Interest Represented by Each Category of Trader
      23.4        4.8       16.8        0.6        5.9        4.7        1.4       11.9       40.2        3.2        3.5        7.2        2.4        5.0
 
Number of Traders in Each Category                                    Total Traders:       344 
        25         55         72          6         36         33         35        113        115         20         42         56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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    30,293
Positions
    18,552      3,193          0        215     13,248         83      4,708      9,654          0      6,596      3,912         92         47        111
 
Changes from:       May 2, 2017                                      Total Change is:       657
       -95       -435          0          0        522          0        225        414          0        522        167          0          5        -11
 
Percent of Open Interest Represented by Each Category of Trader
      61.2       10.5        0.0        0.7       43.7        0.3       15.5       31.9        0.0       21.8       12.9        0.3        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          7          0          .         11          .          5          9          0          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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    25,670
Positions
    12,712      2,298          0        487      9,857        181     12,125      8,487          0        100      4,764          0         65         83
 
Changes from:       May 2, 2017                                      Total Change is:      -295
       569        -89          0         15        -87        -31       -806       -135          0          0         36          0        -42         11
 
Percent of Open Interest Represented by Each Category of Trader
      49.5        9.0        0.0        1.9       38.4        0.7       47.2       33.1        0.0        0.4       18.6        0.0        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        34 
         4          .          0          .          5          .          7          6          0          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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    75,003
Positions
       650     54,430         86     12,422      2,148        488     29,936     10,895      3,232     18,421        209         91      9,676      3,424
 
Changes from:       May 2, 2017                                      Total Change is:       833
        53     -2,461        -73        118       -469         13     -1,024      3,116        433        149       -161         36      1,127        400
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       72.6        0.1       16.6        2.9        0.7       39.9       14.5        4.3       24.6        0.3        0.1       12.9        4.6
 
Number of Traders in Each Category                                    Total Traders:       144 
         .          .          .         15          5          .         34         23         16         56          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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   597,942
Positions
   126,913     43,618     22,251     53,446     47,075     60,064    117,077    216,136    139,265     19,186     10,208     20,334     39,406     38,991
 
Changes from:       May 2, 2017                                      Total Change is:    57,641
    11,511        313      4,131    -11,169      5,495      6,289     17,601     15,429     23,738      1,121      1,251     -2,180      6,599      3,175
 
Percent of Open Interest Represented by Each Category of Trader
      21.2        7.3        3.7        8.9        7.9       10.0       19.6       36.1       23.3        3.2        1.7        3.4        6.6        6.5
 
Number of Traders in Each Category                                    Total Traders:       246 
        26          7         23         16         26         11         59         65         61         22         13         23
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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    41,603
Positions
       646      7,832          0     30,072      1,879          0      3,877     30,003      1,126      5,821        671          0         61         92
 
Changes from:       May 2, 2017                                      Total Change is:     2,389
       473          0          0        971        251          0        105      1,172        757         80        199          0          3         10
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       18.8        0.0       72.3        4.5        0.0        9.3       72.1        2.7       14.0        1.6        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          0          9          .          0         10          7          .          6          5          0
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Updated May 12, 2017