Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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   239,103
Positions
    88,186     11,636      6,295     28,509     40,217      1,086     32,650    113,925     16,341     31,727      4,715        793     33,517     44,096
 
Changes from:       May 9, 2017                                      Total Change is:     8,453
    10,670         27      1,592      1,697        156        132     -8,264      6,488      1,418      1,061        612         47        100     -2,020
 
Percent of Open Interest Represented by Each Category of Trader
      36.9        4.9        2.6       11.9       16.8        0.5       13.7       47.6        6.8       13.3        2.0        0.3       14.0       18.4
 
Number of Traders in Each Category                                    Total Traders:       121 
        10          .          7          9         14          6         21         45         20         11          8          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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    50,224
Positions
    19,394      1,865        830      1,848      3,375          0     10,720     22,624      1,935      6,566      1,482          0      8,931     18,113
 
Changes from:       May 9, 2017                                      Total Change is:       510
     2,644       -913        409       -456        531          0     -3,638      1,265        201        329          0          0      1,021       -982
 
Percent of Open Interest Represented by Each Category of Trader
      38.6        3.7        1.7        3.7        6.7        0.0       21.3       45.0        3.9       13.1        3.0        0.0       17.8       36.1
 
Number of Traders in Each Category                                    Total Traders:        41 
         5          .          .          .          .          0          8         17         11          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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   289,410
Positions
   129,501     79,276      7,719     20,491     72,699      2,737     44,693     51,310     28,297     21,056     12,168      2,203     32,714     33,001
 
Changes from:       May 9, 2017                                      Total Change is:     2,281
    -1,968      6,999      2,917      2,255     -3,309        323        967     -5,228      1,404     -2,869     -1,551        279     -1,026        448
 
Percent of Open Interest Represented by Each Category of Trader
      44.7       27.4        2.7        7.1       25.1        0.9       15.4       17.7        9.8        7.3        4.2        0.8       11.3       11.4
 
Number of Traders in Each Category                                    Total Traders:       127 
         8          9         11         14         22         10         24         36         28          6          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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   263,260
Positions
    94,350     31,479     13,630     24,527     64,994      7,633     37,223     61,851     26,596     28,157      3,479      7,655     23,490     45,942
 
Changes from:       May 9, 2017                                      Total Change is:    15,283
    17,631     -8,662     -3,012       -672      5,359       -561       -264     22,198     -1,139      2,609     -1,412      2,516     -1,824         -4
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       12.0        5.2        9.3       24.7        2.9       14.1       23.5       10.1       10.7        1.3        2.9        8.9       17.5
 
Number of Traders in Each Category                                    Total Traders:       122 
         8          8          8         13         21         12         26         34         25          6          6          5
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Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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   516,782
Positions
    86,849    133,879     22,595    169,450     75,039     16,501     50,363     87,386     54,370     33,667     53,575     10,423     72,565     63,015
 
Changes from:       May 9, 2017                                      Total Change is:    30,029
     2,224     20,525      2,780      3,615     -3,084      5,462      5,879     -8,298      3,116      3,428      4,895      1,281      2,245      3,353
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       25.9        4.4       32.8       14.5        3.2        9.7       16.9       10.5        6.5       10.4        2.0       14.0       12.2
 
Number of Traders in Each Category                                    Total Traders:       266 
        16         17         15         52         30         36         36         53         42         32         30         19
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Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 2017                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    32,925
Positions
     2,352     23,075         28     17,394          0        236        675      2,559        270          0      2,351          0     11,970      4,406
 
Changes from:       May 9, 2017                                      Total Change is:       338
        33        119          0        140          0         35        675        328         15          0          0          0       -560       -159
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       70.1        0.1       52.8        0.0        0.7        2.1        7.8        0.8        0.0        7.1        0.0       36.4       13.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .         11          0          4          .          .          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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   155,056
Positions
    60,912     34,795      3,381     11,476     20,510      1,269     40,604     39,681     11,213      2,600      4,950      2,131     21,470     37,126
 
Changes from:       May 9, 2017                                      Total Change is:    14,113
    23,206     -1,178     -1,228     -4,676      3,100        206      2,534     14,489       -932     -1,155     -2,783        137     -3,978      2,303
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       22.4        2.2        7.4       13.2        0.8       26.2       25.6        7.2        1.7        3.2        1.4       13.8       23.9
 
Number of Traders in Each Category                                    Total Traders:        89 
         7          6          7          .         13          6         26         23         18          8          .          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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    35,954
Positions
     4,023     32,370          2      6,472          0          0     23,465      2,311          0        725        410          0      1,267        861
 
Changes from:       May 9, 2017                                      Total Change is:      -474
       519       -165          0        -33          0          0       -806       -370          0         36        150          0       -190        -89
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       90.0        0.0       18.0        0.0        0.0       65.3        6.4        0.0        2.0        1.1        0.0        3.5        2.4
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          6          .          4          0          0         14          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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   184,505
Positions
    39,573    128,627        185     38,085      2,930        571     91,397     35,909      3,665      2,271      9,309        245      8,514      3,065
 
Changes from:       May 9, 2017                                      Total Change is:     4,090
      -131        -12        179       -774       -614        492        794        926      2,834        -17         92         56        657        138
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       69.7        0.1       20.6        1.6        0.3       49.5       19.5        2.0        1.2        5.0        0.1        4.6        1.7
 
Number of Traders in Each Category                                    Total Traders:       150 
         .         12          .         17          4          .         60         25         10         12         16          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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    23,033
Positions
       845     14,264          0      6,781        148          0     13,074      3,427        105        246      4,405          0      1,982        684
 
Changes from:       May 9, 2017                                      Total Change is:      -449
         0          0          0        -57       -350          0       -426       -581        103        126        130          0       -195        249
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       61.9        0.0       29.4        0.6        0.0       56.8       14.9        0.5        1.1       19.1        0.0        8.6        3.0
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          0          .          .          0         11         10          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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    45,187
Positions
    25,113      2,943        183      1,661     11,458          0     13,360     23,133        407      1,401      1,535         50      3,012      5,478
 
Changes from:       May 9, 2017                                      Total Change is:     1,130
       665       -422        141        157       -487          0       -307      1,699        217        250       -169          0          7        151
 
Percent of Open Interest Represented by Each Category of Trader
      55.6        6.5        0.4        3.7       25.4        0.0       29.6       51.2        0.9        3.1        3.4        0.1        6.7       12.1
 
Number of Traders in Each Category                                    Total Traders:        76 
        10          .          4          6          7          0         16         24          9          4          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 2017                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    17,685
Positions
     5,315      2,984      8,435        962        256          0      1,858      4,925         42          0        200          0      1,073        843
 
Changes from:       May 9, 2017                                      Total Change is:      -690
       -53          5       -798        254         13          0        -18         21         -2          0          0          0        -73         71
 
Percent of Open Interest Represented by Each Category of Trader
      30.1       16.9       47.7        5.4        1.4        0.0       10.5       27.8        0.2        0.0        1.1        0.0        6.1        4.8
 
Number of Traders in Each Category                                    Total Traders:        24 
         4          .          .          .          .          0          6          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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    61,466
Positions
    10,722     37,998      1,828      7,295        554      1,142     26,350      6,352      2,703      1,234      2,043        210      9,983      8,637
 
Changes from:       May 9, 2017                                      Total Change is:        50
     1,297     -1,397          4       -518        -86        -28       -282        857        -77        -49        161        -13       -284        629
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       61.8        3.0       11.9        0.9        1.9       42.9       10.3        4.4        2.0        3.3        0.3       16.2       14.1
 
Number of Traders in Each Category                                    Total Traders:       106 
        14         19          4         13          .          4         31         12          8          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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   122,931
Positions
    21,444     75,996      3,655     14,590      1,108      2,283     52,699     12,704      5,406      2,467      4,085        421     19,966     17,274
 
Changes from:       May 9, 2017                                      Total Change is:        99
     2,594     -2,793          8     -1,035       -172        -56       -564      1,715       -154        -99        321        -26       -568      1,257
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       61.8        3.0       11.9        0.9        1.9       42.9       10.3        4.4        2.0        3.3        0.3       16.2       14.1
 
Number of Traders in Each Category                                    Total Traders:       106 
        14         19          4         13          .          4         31         12          8          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 2017                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   863,396
Positions
    63,258    107,229     39,140    296,235    177,493     88,638     80,644    129,601    143,328     26,426     47,366     28,243     97,484    102,358
 
Changes from:       May 9, 2017                                      Total Change is:     6,306
     4,313     -5,916      6,329      3,669      5,951     -3,656     -3,687      4,085     -4,239      1,537        -47      1,642        398      2,157
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       12.4        4.5       34.3       20.6       10.3        9.3       15.0       16.6        3.1        5.5        3.3       11.3       11.9
 
Number of Traders in Each Category                                    Total Traders:       686 
        38         32         40        129         87        100         79        140        128         96         84         96
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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   137,349
Positions
    24,196     15,648      7,433     18,022     23,013     11,159      6,434     13,756     32,047      4,069        106      3,791     30,197     30,395
 
Changes from:       May 9, 2017                                      Total Change is:      -213
     1,778        984        142      1,053     -1,119     -1,290     -3,768       -103        804        217        -28        166        685        232
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       11.4        5.4       13.1       16.8        8.1        4.7       10.0       23.3        3.0        0.1        2.8       22.0       22.1
 
Number of Traders in Each Category                                    Total Traders:        74 
        10          7          9          7          5          4         15         13         28          9          6         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 3,630,236
Positions
   279,714    542,311     74,130  1,400,691    782,021    377,771    456,699    664,877    470,755    119,164    243,678    114,880    336,434    359,813
 
Changes from:       May 9, 2017                                      Total Change is:    32,593
    34,153    -13,020      9,460      2,028     24,298       -782    -18,657      1,880     -6,154      7,458        762      6,523     -1,436      9,627
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       14.9        2.0       38.6       21.5       10.4       12.6       18.3       13.0        3.3        6.7        3.2        9.3        9.9
 
Number of Traders in Each Category                                    Total Traders:       669 
        37         32         36        129         86         97         77        136        121         92         80         92
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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    96,060
Positions
     4,228     43,674        757     49,699     39,729      3,669     22,478      3,282      1,418      1,411        280          0     12,400      3,251
 
Changes from:       May 9, 2017                                      Total Change is:      -127
       289       -474        -13        459        171         58       -313        439         40       -440          0          0       -207       -348
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       45.5        0.8       51.7       41.4        3.8       23.4        3.4        1.5        1.5        0.3        0.0       12.9        3.4
 
Number of Traders in Each Category                                    Total Traders:        83 
         4          7          .         32         16         14         14          8          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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    56,869
Positions
     5,985     19,534        527     14,334      4,960        939     22,792     15,503      2,949      1,853      4,082        768      6,722      7,608
 
Changes from:       May 9, 2017                                      Total Change is:       375
     1,268     -2,605         31       -403        -71        151     -1,571      1,598        548        117        349         50        184        324
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       34.3        0.9       25.2        8.7        1.7       40.1       27.3        5.2        3.3        7.2        1.4       11.8       13.4
 
Number of Traders in Each Category                                    Total Traders:       269 
        18         21          6         48         21         13         60         55         32         19         27         12
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Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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   284,345
Positions
    29,927     97,669      2,634     71,672     24,798      4,694    113,962     77,513     14,744      9,263     20,412      3,840     33,608     38,040
 
Changes from:       May 9, 2017                                      Total Change is:     1,875
     6,339    -13,024        155     -2,015       -354        754     -7,857      7,992      2,740        587      1,743        250        922      1,619
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       34.3        0.9       25.2        8.7        1.7       40.1       27.3        5.2        3.3        7.2        1.4       11.8       13.4
 
Number of Traders in Each Category                                    Total Traders:       269 
        18         21          6         48         21         13         60         55         32         19         27         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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   575,316
Positions
    52,528    130,238      5,804    256,990    183,395     36,412    156,056    171,125     15,993     18,910      7,774        832     31,791     23,743
 
Changes from:       May 9, 2017                                      Total Change is:    -4,813
     2,457    -13,225      1,802     -7,638     -1,069      3,910     -5,963        376        366         58        565         -5        201      2,468
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       22.6        1.0       44.7       31.9        6.3       27.1       29.7        2.8        3.3        1.4        0.1        5.5        4.1
 
Number of Traders in Each Category                                    Total Traders:       329 
        22         22          7         76         47         35         62         64         30         20         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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    41,054
Positions
       860     23,660          1     14,915        517        356      8,648      9,861         35      5,237      3,160          0     11,002      3,464
 
Changes from:       May 9, 2017                                      Total Change is:       455
      -258          0          1       -674         21          0        844      1,070         35     -1,289       -390          0      1,796       -282
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       57.6        0.0       36.3        1.3        0.9       21.1       24.0        0.1       12.8        7.7        0.0       26.8        8.4
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          6          .         14          .          4         10          7          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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    79,086
Positions
    18,193     21,960        157     19,003     11,847        993     28,508     17,214        700      2,128      2,221          0      9,404     23,994
 
Changes from:       May 9, 2017                                      Total Change is:    -5,790
     1,887        734         27     -5,375      1,460       -813     -2,079       -638        149       -107        352          0        521     -7,061
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       27.8        0.2       24.0       15.0        1.3       36.0       21.8        0.9        2.7        2.8        0.0       11.9       30.3
 
Number of Traders in Each Category                                    Total Traders:        96 
        16         12          .         12          6          5         24         17          6          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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   297,056
Positions
    16,020    201,060      1,784    197,403     61,832     14,420     53,166      9,388      2,641      3,207      1,019         29      8,386      4,883
 
Changes from:       May 9, 2017                                      Total Change is:     4,158
    -1,057      4,361       -313      6,142     -1,911       -100      1,354      1,753       -285       -736        -22          0       -847        675
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       67.7        0.6       66.5       20.8        4.9       17.9        3.2        0.9        1.1        0.3        0.0        2.8        1.6
 
Number of Traders in Each Category                                    Total Traders:       147 
         8         12          4         56         24         21         30          7          8          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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   957,928
Positions
    26,382    726,310      4,184    572,204    105,345     59,578    220,889     26,015     11,712     34,568     16,927        837     27,574      7,020
 
Changes from:       May 9, 2017                                      Total Change is:    14,966
        73     13,011        144     12,139      2,722        150      2,615      2,799       -502        619         50       -144       -128     -3,264
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       75.8        0.4       59.7       11.0        6.2       23.1        2.7        1.2        3.6        1.8        0.1        2.9        0.7
 
Number of Traders in Each Category                                    Total Traders:       353 
        21         25          9        116         39         47         70         21         19         45         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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   810,464
Positions
    14,905     14,909     23,958    279,406    135,384    135,212     67,777    172,583     85,131      7,579     33,868     24,423    172,074    184,996
 
Changes from:       May 9, 2017                                      Total Change is:     5,651
    -1,988    -10,590      1,258       -828    -17,895      2,915     -6,851     12,201      7,614     -7,457      2,773      2,632      8,356      4,742
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        1.8        3.0       34.5       16.7       16.7        8.4       21.3       10.5        0.9        4.2        3.0       21.2       22.8
 
Number of Traders in Each Category                                    Total Traders:       167 
        11          9         16         39         29         37         32         31         41          7          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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   757,802
Positions
     3,939    152,118      1,286    434,105     48,042     94,293     37,781    315,541     31,815     32,160      7,379        491    121,932    106,837
 
Changes from:       May 9, 2017                                      Total Change is:    16,730
    -1,951        -23         32      5,718    -12,187      3,959     -4,859     18,488      5,438        893     -2,353          0      7,500      3,376
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       20.1        0.2       57.3        6.3       12.4        5.0       41.6        4.2        4.2        1.0        0.1       16.1       14.1
 
Number of Traders in Each Category                                    Total Traders:       107 
         .         12          4         48          9         34         10         20         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 1,458,607
Positions
    53,095     98,711     19,940    471,988    243,874    197,202    317,977    243,954     71,318    191,190    391,927     15,619    120,278    176,062
 
Changes from:       May 9, 2017                                      Total Change is:    73,658
    23,013    -27,528     10,224     22,513     -9,052       -528     13,003     46,771     -1,568        540     34,221      3,794      2,667     17,324
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        6.8        1.4       32.4       16.7       13.5       21.8       16.7        4.9       13.1       26.9        1.1        8.2       12.1
 
Number of Traders in Each Category                                    Total Traders:       275 
        11         31         14         58         36         44         50         37         35         26         26         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 3,985,749
Positions
    90,833    196,454    181,458  1,211,430    942,627    574,408    711,635    803,701    445,681    314,258    178,035     74,274    381,772    589,110
 
Changes from:       May 9, 2017                                      Total Change is:    29,046
   -29,784     32,520     -5,710    -24,901    -31,580     35,419     18,523     10,985     26,420       -938    -39,541        391      9,627        141
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        4.9        4.6       30.4       23.6       14.4       17.9       20.2       11.2        7.9        4.5        1.9        9.6       14.8
 
Number of Traders in Each Category                                    Total Traders:       403 
        20         39         42         54         85         83         70         68         86         31         36         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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   352,291
Positions
       346      6,040      2,396     97,767    142,891     27,823    120,397     35,533     12,095     10,869      6,629          0     80,598    118,884
 
Changes from:       May 9, 2017                                      Total Change is:     7,192
    -2,110     -5,991         88     -1,240      3,571      1,469      1,136        318      2,159      1,313          0          0      4,377      5,578
 
Percent of Open Interest Represented by Each Category of Trader
       0.1        1.7        0.7       27.8       40.6        7.9       34.2       10.1        3.4        3.1        1.9        0.0       22.9       33.7
 
Number of Traders in Each Category                                    Total Traders:        52 
         .          .          .         11         20         23         10          5          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 3,374,120
Positions
    37,044    496,834    100,622  1,777,453    666,654    323,309    371,841    887,392    234,095    222,547    260,440     31,922    275,287    372,852
 
Changes from:       May 9, 2017                                      Total Change is:    10,025
     8,576     41,642     20,677      5,279    -59,837     -9,870     -7,689     -7,870     22,782    -25,751     -3,914      1,850     -5,828      4,565
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       14.7        3.0       52.7       19.8        9.6       11.0       26.3        6.9        6.6        7.7        0.9        8.2       11.1
 
Number of Traders in Each Category                                    Total Traders:       307 
        10         37         24         59         48         67         41         60         64         15         37         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 1,529,338
Positions
   388,040    211,950    469,268      2,800     15,344      1,635    152,966    302,383    318,357     91,576     84,134     68,654     36,043     57,613
 
Changes from:       May 9, 2017                                      Total Change is:   109,377
   111,748     30,547     -3,684      1,800      3,902          0     -6,039     34,671     -5,426    -16,450     21,974     27,150        279        243
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       13.9       30.7        0.2        1.0        0.1       10.0       19.8       20.8        6.0        5.5        4.5        2.4        3.8
 
Number of Traders in Each Category                                    Total Traders:       152 
        23         33         46          .          5          .         12         51         46          8         13         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 2017                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is22,543,883
Positions
 5,188,932  1,236,935  3,802,750    121,398  1,514,823  1,210,915    373,418  2,609,708  8,752,803    849,035    610,365  1,627,435    617,197  1,178,149
 
Changes from:       May 9, 2017                                      Total Change is:-1,030,638
  -326,202    106,408   -158,663    -22,679    127,593    103,842     34,600   -194,778   -716,944     92,581   -207,395    -79,587     42,416    -11,112
 
Percent of Open Interest Represented by Each Category of Trader
      23.0        5.5       16.9        0.5        6.7        5.4        1.7       11.6       38.8        3.8        2.7        7.2        2.7        5.2
 
Number of Traders in Each Category                                    Total Traders:       338 
        26         49         68          4         38         30         33        115        117         13         47         52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 2017                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    31,071
Positions
    18,432      2,480          0        217     13,724         82      5,394     10,717          0      6,765      3,853         92         89        123
 
Changes from:       May 9, 2017                                      Total Change is:       778
      -120       -713          0          2        476         -1        686      1,063          0        169        -59          0         42         12
 
Percent of Open Interest Represented by Each Category of Trader
      59.3        8.0        0.0        0.7       44.2        0.3       17.4       34.5        0.0       21.8       12.4        0.3        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        46 
         4          6          0          .         12          .          5          9          0          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 2017                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    26,165
Positions
    14,272      1,963          0        603     10,187        171     10,978      8,481          0        100      5,218          0         41        145
 
Changes from:       May 9, 2017                                      Total Change is:       495
     1,560       -335          0        116        330        -10     -1,147         -6          0          0        454          0        -24         62
 
Percent of Open Interest Represented by Each Category of Trader
      54.5        7.5        0.0        2.3       38.9        0.7       42.0       32.4        0.0        0.4       19.9        0.0        0.2        0.6
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          .          0          .          5          .          7          7          0          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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    78,223
Positions
        51     54,330         50     12,104      2,032        540     32,756     15,086      2,927     20,821        449        147      8,828      2,662
 
Changes from:       May 9, 2017                                      Total Change is:     3,220
      -599       -100        -36       -318       -116         52      2,819      4,192       -305      2,400        240         56       -848       -762
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       69.5        0.1       15.5        2.6        0.7       41.9       19.3        3.7       26.6        0.6        0.2       11.3        3.4
 
Number of Traders in Each Category                                    Total Traders:       149 
         .          .          .         15          5          .         27         32         18         55          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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   620,266
Positions
   139,940     45,025     27,488     52,808     50,379     60,163    141,606    248,625    117,267     20,879     12,222     20,953     39,162     38,144
 
Changes from:       May 9, 2017                                      Total Change is:    22,324
    13,027      1,407      5,237       -638      3,304         99     24,529     32,489    -21,998      1,693      2,014        619       -244       -847
 
Percent of Open Interest Represented by Each Category of Trader
      22.6        7.3        4.4        8.5        8.1        9.7       22.8       40.1       18.9        3.4        2.0        3.4        6.3        6.1
 
Number of Traders in Each Category                                    Total Traders:       259 
        24          7         22         19         26         15         55         76         67         23         16         26
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Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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    42,126
Positions
       127      8,562          0     30,798      2,142          0      3,418     29,173      1,885      5,823        283          0         75         81
 
Changes from:       May 9, 2017                                      Total Change is:       523
      -519        730          0        726        263          0       -459       -830        759          2       -388          0         14        -11
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       20.3        0.0       73.1        5.1        0.0        8.1       69.3        4.5       13.8        0.7        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          0         10          .          0         10          9          .          6          .          0
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Updated May 19, 2017