Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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   218,985
Positions
    87,511     11,016      6,867     30,887     42,222      1,985     17,927     96,931     13,688     29,005      3,792      1,455     29,662     41,029
 
Changes from:       May 23, 2017                                     Total Change is:   -10,170
    -1,810       -711       -656        609      2,756        257     -5,668     -6,853     -1,217     -1,419     -1,806        -83       -183     -1,856
 
Percent of Open Interest Represented by Each Category of Trader
      40.0        5.0        3.1       14.1       19.3        0.9        8.2       44.3        6.3       13.2        1.7        0.7       13.5       18.7
 
Number of Traders in Each Category                                    Total Traders:       108 
         9          .          8         10         14          6         19         38         22          8          7          6
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Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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    55,968
Positions
    15,460     10,156      1,027      3,101      3,227          0     13,665     24,023      1,808      6,406      1,482          0     14,501     14,245
 
Changes from:       May 23, 2017                                     Total Change is:     3,240
      -163      1,490         44        510          4          0      2,158      1,461       -648         19          0          0      1,320        889
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       18.1        1.8        5.5        5.8        0.0       24.4       42.9        3.2       11.4        2.6        0.0       25.9       25.5
 
Number of Traders in Each Category                                    Total Traders:        42 
         4          5          4          4          .          0          9         15         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 2017                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   294,137
Positions
   131,585     79,957     12,018     23,266     70,706      3,719     42,593     47,780     30,745     17,933     12,337      2,953     29,324     33,922
 
Changes from:       May 23, 2017                                     Total Change is:      -864
     1,376     -5,467      2,244      2,107        493       -508     -3,755       -228        423       -340       -543        221     -2,631      2,502
 
Percent of Open Interest Represented by Each Category of Trader
      44.7       27.2        4.1        7.9       24.0        1.3       14.5       16.2       10.5        6.1        4.2        1.0       10.0       11.5
 
Number of Traders in Each Category                                    Total Traders:       128 
         8          8         10         14         21          9         27         35         33          6          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 2017                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   255,853
Positions
    86,580     35,523     12,119     23,895     59,936      6,712     35,780     63,828     28,921     32,133      3,390      6,040     23,672     39,384
 
Changes from:       May 23, 2017                                     Total Change is:       276
     2,198      2,822     -1,242     -1,228     -1,548       -849        942      4,341         56      1,139       -540       -476       -262     -2,286
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       13.9        4.7        9.3       23.4        2.6       14.0       24.9       11.3       12.6        1.3        2.4        9.3       15.4
 
Number of Traders in Each Category                                    Total Traders:       122 
         7          9          9         13         19         11         29         36         27          4          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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   549,527
Positions
    83,564    165,205     28,935    169,639     71,840     17,211     61,767     63,104     66,711     29,881     62,710     11,472     80,348     62,340
 
Changes from:       May 23, 2017                                     Total Change is:     3,671
    -6,052      4,615      3,797        626     -3,623         46      1,544     -8,682      1,346     -1,841      5,843       -703      4,908      1,032
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       30.1        5.3       30.9       13.1        3.1       11.2       11.5       12.1        5.4       11.4        2.1       14.6       11.3
 
Number of Traders in Each Category                                    Total Traders:       260 
        16         19         17         52         31         37         40         42         39         35         24         20
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Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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    35,335
Positions
     1,823     23,363         28     17,825          0        264      2,256      6,103        287          0        836          0     12,852      4,454
 
Changes from:       May 23, 2017                                     Total Change is:       366
       -92        -72          0       -341          0         29        161      1,070          5          0       -700          0        604         34
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       66.1        0.1       50.4        0.0        0.7        6.4       17.3        0.8        0.0        2.4        0.0       36.4       12.6
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .         11          0          4          .          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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   146,668
Positions
    59,312     34,704      3,551     10,260     12,515      2,205     34,264     43,074     10,106      3,163      5,541      1,631     22,175     33,340
 
Changes from:       May 23, 2017                                     Total Change is:     1,326
    -2,333         -7       -408     -1,025        -70        198      2,829        -33       -284        434        628        -37      1,953      1,339
 
Percent of Open Interest Represented by Each Category of Trader
      40.4       23.7        2.4        7.0        8.5        1.5       23.4       29.4        6.9        2.2        3.8        1.1       15.1       22.7
 
Number of Traders in Each Category                                    Total Traders:        87 
         6          5          7          6         12          7         24         25         19          4          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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    36,012
Positions
     5,951     32,264          1      6,242          0          0     21,442      2,294         54        830        549          0      1,492        850
 
Changes from:       May 23, 2017                                     Total Change is:       -47
       422       -104          0         21          0          0       -683        -20         54         61          0          0         78         23
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       89.6        0.0       17.3        0.0        0.0       59.5        6.4        0.1        2.3        1.5        0.0        4.1        2.4
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          6          .          4          0          0         13          5          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 2017                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   206,620
Positions
    36,863    136,274         15     40,437      4,131        514    109,721     46,135      5,609      4,101     10,665        282      9,077      2,995
 
Changes from:       May 23, 2017                                     Total Change is:    -5,138
    -2,431      3,430          0    -15,064        551       -131     12,527     -9,411       -668       -239      1,287         41        828       -237
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       66.0        0.0       19.6        2.0        0.2       53.1       22.3        2.7        2.0        5.2        0.1        4.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       156 
         .         12          .         17          6          .         59         23         10         17         18          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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    32,902
Positions
     1,018     14,165      7,924      6,187        148          0     15,043      4,046      1,317        269      4,480          0      1,144        822
 
Changes from:       May 23, 2017                                     Total Change is:     9,206
        13          0      7,924         21          0          0        576        210      1,154          0         60          0       -482       -142
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       43.1       24.1       18.8        0.4        0.0       45.7       12.3        4.0        0.8       13.6        0.0        3.5        2.5
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          .          .          .          .          0         15         11          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 2017                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    44,203
Positions
    18,273      4,108         69      1,807     10,165          0     19,028     22,557        534        700      1,806          0      3,792      4,964
 
Changes from:       May 23, 2017                                     Total Change is:        38
    -3,364      1,025        -75        648       -525          0      2,827       -228        -22       -519        -22          0        543       -115
 
Percent of Open Interest Represented by Each Category of Trader
      41.3        9.3        0.2        4.1       23.0        0.0       43.0       51.0        1.2        1.6        4.1        0.0        8.6       11.2
 
Number of Traders in Each Category                                    Total Traders:        67 
         6          5          .          6          4          0         19         19          8          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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    17,642
Positions
     5,103      2,981      8,608        827        326          0      1,773      4,682        280          0        200          0      1,051        565
 
Changes from:       May 23, 2017                                     Total Change is:      -166
       -81          1         71       -141          0          0       -153       -157        140          0          0          0         -2       -221
 
Percent of Open Interest Represented by Each Category of Trader
      28.9       16.9       48.8        4.7        1.8        0.0       10.0       26.5        1.6        0.0        1.1        0.0        6.0        3.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          .          .          4          .          0          6          6          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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    60,648
Positions
    10,521     35,220      1,903      7,206        380      1,186     27,279      7,204      2,218      1,375      3,034        229      8,732      9,275
 
Changes from:       May 23, 2017                                     Total Change is:      -243
    -1,366     -1,054        -14        293       -217         64      1,301        445         11         68         78         -4       -595        450
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       58.1        3.1       11.9        0.6        2.0       45.0       11.9        3.7        2.3        5.0        0.4       14.4       15.3
 
Number of Traders in Each Category                                    Total Traders:       116 
        14         22          7         13          .          4         36         13          7          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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   121,296
Positions
    21,041     70,440      3,806     14,412        759      2,371     54,558     14,408      4,435      2,750      6,068        458     17,464     18,550
 
Changes from:       May 23, 2017                                     Total Change is:      -485
    -2,732     -2,109        -28        586       -433        127      2,601        890         22        137        155         -9     -1,190        899
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       58.1        3.1       11.9        0.6        2.0       45.0       11.9        3.7        2.3        5.0        0.4       14.4       15.3
 
Number of Traders in Each Category                                    Total Traders:       116 
        14         22          7         13          .          4         36         13          7          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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   873,443
Positions
    57,074    100,681     44,311    299,104    174,450     87,357     93,450    136,212    141,309     23,489     48,910     31,866     95,482    108,347
 
Changes from:       May 23, 2017                                     Total Change is:    10,710
      -950      2,789      1,760      5,065      1,534     -3,144      4,292      1,128      4,713        220        589        553     -1,799        787
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       11.5        5.1       34.2       20.0       10.0       10.7       15.6       16.2        2.7        5.6        3.6       10.9       12.4
 
Number of Traders in Each Category                                    Total Traders:       680 
        39         32         43        123         93         98         83        136        126         85         87         93
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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   142,872
Positions
    23,030     16,113      9,470     21,037     21,953     12,383      6,285     13,451     31,622      3,819        173      3,788     31,438     33,919
 
Changes from:       May 23, 2017                                     Total Change is:     5,766
      -688      1,261      1,250        987       -211      1,322      1,003         68      1,775        132         79        141       -156         81
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       11.3        6.6       14.7       15.4        8.7        4.4        9.4       22.1        2.7        0.1        2.7       22.0       23.7
 
Number of Traders in Each Category                                    Total Traders:        67 
         6         10          9          7          4          4         13         12         24          7          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 3,652,854
Positions
   258,886    511,504     85,542  1,393,457    765,608    371,749    520,324    698,304    463,940    105,224    250,554    133,515    320,218    372,139
 
Changes from:       May 23, 2017                                     Total Change is:    24,721
    -7,872      1,079      9,111     20,328      8,665    -22,268     23,153     12,007      7,985      1,036      3,149      1,463     -8,216      3,529
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       14.0        2.3       38.1       21.0       10.2       14.2       19.1       12.7        2.9        6.9        3.7        8.8       10.2
 
Number of Traders in Each Category                                    Total Traders:       662 
        39         31         41        122         92         95         82        131        120         82         82         89
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                    
CFTC Code #13874C                                                    Open Interest is    16,074
Positions
     3,862     11,721          0      8,618      3,212         75        641        226          0        738          0          0      2,140        840
 
Changes from:       May 23, 2017                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       72.9        0.0       53.6       20.0        0.5        4.0        1.4        0.0        4.6        0.0        0.0       13.3        5.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          5          0          5          .          .          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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    91,384
Positions
     5,472     40,104        730     45,116     40,212      3,581     22,209      2,383        711      1,411        280          0     12,154      3,383
 
Changes from:       May 23, 2017                                     Total Change is:    -1,757
       714       -543        -20     -1,590       -192        -53       -658     -1,125         43          0          0          0       -193        133
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       43.9        0.8       49.4       44.0        3.9       24.3        2.6        0.8        1.5        0.3        0.0       13.3        3.7
 
Number of Traders in Each Category                                    Total Traders:        78 
         4          7          .         29         16         14         16          4          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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    57,464
Positions
     6,147     20,757        834     13,011      4,763      1,013     24,490     15,910      2,321      1,763      3,581        646      7,239      7,639
 
Changes from:       May 23, 2017                                     Total Change is:     1,173
      -815        808        278         97         13          6      1,711        181       -531       -139        151         -8        574        275
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       36.1        1.5       22.6        8.3        1.8       42.6       27.7        4.0        3.1        6.2        1.1       12.6       13.3
 
Number of Traders in Each Category                                    Total Traders:       262 
        16         22          8         50         22         14         49         57         30         19         27         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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   287,321
Positions
    30,733    103,783      4,171     65,056     23,815      5,066    122,450     79,550     11,605      8,816     17,907      3,229     36,195     38,196
 
Changes from:       May 23, 2017                                     Total Change is:     5,865
    -4,075      4,041      1,391        484         66         29      8,553        903     -2,655       -695        753        -38      2,871      1,376
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       36.1        1.5       22.6        8.3        1.8       42.6       27.7        4.0        3.1        6.2        1.1       12.6       13.3
 
Number of Traders in Each Category                                    Total Traders:       262 
        16         22          8         50         22         14         49         57         30         19         27         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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   573,598
Positions
    68,004    112,404      5,182    243,449    188,983     37,396    156,185    179,755     14,957     18,466      9,312        619     29,339     24,990
 
Changes from:       May 23, 2017                                     Total Change is:     4,114
     5,917     -2,640        601     -4,704      3,091       -184        790      1,910      1,324       -550       -784        179        741        617
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       19.6        0.9       42.4       32.9        6.5       27.2       31.3        2.6        3.2        1.6        0.1        5.1        4.4
 
Number of Traders in Each Category                                    Total Traders:       324 
        25         21          5         68         51         35         57         66         26         19         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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    39,530
Positions
     1,091     22,181          0     16,069        475         74      7,456      9,778        144      6,296      3,657          0      8,400      3,221
 
Changes from:       May 23, 2017                                     Total Change is:      -618
       161       -650         -1        265          0         -1        490       -458         91       -225        339          0     -1,398         62
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       56.1        0.0       40.7        1.2        0.2       18.9       24.7        0.4       15.9        9.3        0.0       21.2        8.1
 
Number of Traders in Each Category                                    Total Traders:        53 
         .          6          0         16          .          .         11          7          .          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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    79,511
Positions
    16,601     24,954        245     23,140      6,667      1,864     25,236     15,634        739      2,305      1,936          0      9,381     27,472
 
Changes from:       May 23, 2017                                     Total Change is:    -2,245
      -403      1,407        -46       -116     -1,512        186     -1,803     -1,981        368        108       -181          0       -539       -486
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       31.4        0.3       29.1        8.4        2.3       31.7       19.7        0.9        2.9        2.4        0.0       11.8       34.6
 
Number of Traders in Each Category                                    Total Traders:        86 
        12         11          .         12          6          5         20         17          5          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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   309,661
Positions
    14,433    205,122      8,331    204,337     62,795     13,672     54,139     10,539      2,582      3,106      1,083         29      9,032      5,508
 
Changes from:       May 23, 2017                                     Total Change is:    11,471
        55      1,348      6,573      5,990       -794     -1,278       -166      4,451         80       -238         76          0        455      1,015
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       66.2        2.7       66.0       20.3        4.4       17.5        3.4        0.8        1.0        0.3        0.0        2.9        1.8
 
Number of Traders in Each Category                                    Total Traders:       147 
         8         13          6         54         25         21         30          7          9          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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   972,582
Positions
    28,342    726,124     14,097    582,654    102,161     57,722    212,266     34,107     12,603     38,507     17,011        798     25,593      7,959
 
Changes from:       May 23, 2017                                     Total Change is:    22,154
      -328      6,019      9,008     11,251       -786     -3,717      2,631      7,899      1,035      4,393     -1,434        -39     -2,080      4,169
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       74.7        1.4       59.9       10.5        5.9       21.8        3.5        1.3        4.0        1.7        0.1        2.6        0.8
 
Number of Traders in Each Category                                    Total Traders:       353 
        24         21         11        121         37         48         69         22         20         45         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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   865,142
Positions
     7,564     35,098     12,312    283,705    145,439    138,479     75,832    157,437    132,512      5,652     39,847     25,126    183,960    178,892
 
Changes from:       May 23, 2017                                     Total Change is:  -115,288
    -1,361     -2,240    -15,440       -118      8,938    -13,876     -1,617      6,696    -81,622     -1,178      2,569     -2,743      2,666    -17,570
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        4.1        1.4       32.8       16.8       16.0        8.8       18.2       15.3        0.7        4.6        2.9       21.3       20.7
 
Number of Traders in Each Category                                    Total Traders:       162 
         4         11          9         42         29         38         31         29         39          6         10          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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   775,586
Positions
       638    155,774      4,405    435,778     51,663    103,413     32,764    310,345     35,781     36,328     15,755      2,280    124,199     96,170
 
Changes from:       May 23, 2017                                     Total Change is:     1,009
    -2,954      3,173      2,845      8,116       -150      4,621     -2,004     -3,520      6,400      4,411        840       -286    -20,140    -12,915
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       20.1        0.6       56.2        6.7       13.3        4.2       40.0        4.6        4.7        2.0        0.3       16.0       12.4
 
Number of Traders in Each Category                                    Total Traders:       111 
         .         12          4         48         10         34         12         19         16          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 1,328,005
Positions
    58,299     73,030     29,159    416,803    219,192    190,547    222,248    293,587     71,970    197,916    258,285     10,534    130,529    181,701
 
Changes from:       May 23, 2017                                     Total Change is:  -131,103
     2,380    -22,700     -8,859    -23,747    -22,677     -9,171      1,457     26,584    -38,267      2,371     -7,270    -27,939    -29,328    -20,804
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        5.5        2.2       31.4       16.5       14.3       16.7       22.1        5.4       14.9       19.4        0.8        9.8       13.7
 
Number of Traders in Each Category                                    Total Traders:       268 
        12         24         19         57         36         46         49         41         41         21         28         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 3,751,619
Positions
   103,281    232,248    175,986  1,153,887    847,695    548,199    660,057    797,619    346,421    263,491    132,355     71,589    428,708    599,508
 
Changes from:       May 23, 2017                                     Total Change is:  -485,513
     4,560    -13,430    -43,509    -45,340   -104,122    -79,241    -43,332     34,278   -281,958    -24,728    -14,122     -1,598     29,634     18,189
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        6.2        4.7       30.8       22.6       14.6       17.6       21.3        9.2        7.0        3.5        1.9       11.4       16.0
 
Number of Traders in Each Category                                    Total Traders:       389 
        17         36         40         64         77         80         68         61         85         26         38         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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   374,990
Positions
     6,101      8,045      3,221     86,629    157,127     28,283    133,657     31,313     18,770      9,265      6,629          0     89,064    121,602
 
Changes from:       May 23, 2017                                     Total Change is:     4,238
     3,586       -205        538     -6,350      3,315       -729      8,807      3,528     -1,581       -358      2,500          0        325     -3,128
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        2.1        0.9       23.1       41.9        7.5       35.6        8.4        5.0        2.5        1.8        0.0       23.8       32.4
 
Number of Traders in Each Category                                    Total Traders:        56 
         .          .          .         11         20         24         11          6         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 3,416,561
Positions
    24,581    470,407     81,866  1,677,553    617,751    389,097    424,294    929,098    239,755    207,038    235,579     28,520    343,856    424,487
 
Changes from:       May 23, 2017                                     Total Change is:  -135,265
     6,060    -39,096    -23,705    -37,272    -73,363    -25,696     11,872     91,436    -58,913      4,424     -6,032    -39,498     27,463     39,602
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       13.8        2.4       49.1       18.1       11.4       12.4       27.2        7.0        6.1        6.9        0.8       10.1       12.4
 
Number of Traders in Each Category                                    Total Traders:       294 
         6         38         24         58         45         65         49         52         62         14         30         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 1,720,444
Positions
   384,419    170,844    534,567      3,500     14,961     13,097    235,869    402,070    328,778     75,674     91,750     97,602     46,938     66,775
 
Changes from:       May 23, 2017                                     Total Change is:    63,042
     6,155    -12,462     38,827          0        831      1,166      6,032     31,728         46    -11,928    -13,384     15,408      7,337        883
 
Percent of Open Interest Represented by Each Category of Trader
      22.3        9.9       31.1        0.2        0.9        0.8       13.7       23.4       19.1        4.4        5.3        5.7        2.7        3.9
 
Number of Traders in Each Category                                    Total Traders:       164 
        24         36         52          .          5          .         15         52         46          9         12         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 is23,856,127
Positions
 4,952,116  1,193,457  3,990,739    130,515  1,796,287  1,205,653    485,438  2,283,542  9,603,716    865,373    722,788  1,851,443    771,134  1,208,501
 
Changes from:       May 23, 2017                                     Total Change is:   317,904
    11,166   -137,369     30,609      3,891    161,357    -69,421    -16,930     46,870    107,117     21,127     -1,115    100,490    129,855     79,366
 
Percent of Open Interest Represented by Each Category of Trader
      20.8        5.0       16.7        0.5        7.5        5.1        2.0        9.6       40.3        3.6        3.0        7.8        3.2        5.1
 
Number of Traders in Each Category                                    Total Traders:       351 
        25         60         78          5         38         33         38        117        120         13         43         49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 2017                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    29,634
Positions
    18,804      2,689         13        259     12,387         83      2,402     10,392         25      7,929      3,847         92         27        106
 
Changes from:       May 23, 2017                                     Total Change is:      -186
      -246       -206         13         54         25          0       -435         19         23        417        -37          0        -12        -23
 
Percent of Open Interest Represented by Each Category of Trader
      63.5        9.1        0.0        0.9       41.8        0.3        8.1       35.1        0.1       26.8       13.0        0.3        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        51 
         4          5          .          .         12          .          8          9          .          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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    24,614
Positions
    14,368        712          0        650     10,202        171      9,147      9,026        130        100      4,263          0         48        110
 
Changes from:       May 23, 2017                                     Total Change is:    -1,292
      -220     -1,067          0         32          5          0     -1,224        588        130          0       -979          0        -10         31
 
Percent of Open Interest Represented by Each Category of Trader
      58.4        2.9        0.0        2.6       41.4        0.7       37.2       36.7        0.5        0.4       17.3        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        32 
         4          .          0          .          5          .          6          7          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    85,038
Positions
        51     50,343         50     11,784      4,333        540     40,901     18,250      3,526     15,717      1,594        327     12,141      6,075
 
Changes from:       May 23, 2017                                     Total Change is:      -296
         0     -3,838          0         24        492        -22     -2,466      2,204        378     -1,292     -2,553        110      2,972      2,934
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       59.2        0.1       13.9        5.1        0.6       48.1       21.5        4.1       18.5        1.9        0.4       14.3        7.1
 
Number of Traders in Each Category                                    Total Traders:       153 
         .          .          .         16          5          .         31         35         18         51          8          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   577,687
Positions
   125,589     42,581     19,089     52,254     44,804     70,782    111,104    217,719    120,468     21,980      6,048     22,268     34,153     33,928
 
Changes from:       May 23, 2017                                     Total Change is:    52,531
    11,319      1,307        919     24,519      6,166    -13,587     15,693     47,166      7,951      2,254       -168      2,008      1,455        769
 
Percent of Open Interest Represented by Each Category of Trader
      21.7        7.4        3.3        9.0        7.8       12.3       19.2       37.7       20.9        3.8        1.0        3.9        5.9        5.9
 
Number of Traders in Each Category                                    Total Traders:       248 
        24          5         17         22         24         15         50         71         53         25         13         27
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Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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    40,851
Positions
     1,055      7,734          0     28,520      2,141          0      5,219     30,439        257      5,741        171          0         59        109
 
Changes from:       May 23, 2017                                     Total Change is:    -8,014
       959       -332          0        -94         94          0     -8,887     -7,809          1          0          1          0          7         31
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       18.9        0.0       69.8        5.2        0.0       12.8       74.5        0.6       14.1        0.4        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0          8          .          0          7          8          .          6          .          0
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Updated June 2, 2017