Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   228,854
Positions
    84,702     11,779      7,765     31,773     42,183      2,098     19,175     97,051     24,242     29,775      3,013      1,562     27,762     39,161
 
Changes from:       May 30, 2017                                     Total Change is:     9,869
    -2,808        763        898        886        -39        113      1,248        120     10,554        770       -779        107     -1,899     -1,868
 
Percent of Open Interest Represented by Each Category of Trader
      37.0        5.1        3.4       13.9       18.4        0.9        8.4       42.4       10.6       13.0        1.3        0.7       12.1       17.1
 
Number of Traders in Each Category                                    Total Traders:       120 
         9          5          9         11         14          7         22         43         26          9          6          6
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Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    53,599
Positions
    12,898     10,377      1,323      3,156      3,199          0     12,459     20,245      2,889      6,386      1,482          0     14,488     14,084
 
Changes from:       May 30, 2017                                     Total Change is:    -2,369
    -2,561        221        296         55        -28          0     -1,206     -3,778      1,081        -20          0          0        -14       -161
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       19.4        2.5        5.9        6.0        0.0       23.2       37.8        5.4       11.9        2.8        0.0       27.0       26.3
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          6          6          4          .          0         11         13         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   294,515
Positions
   130,800     72,569     14,214     20,725     71,282      4,707     38,639     47,768     34,305     16,650     12,357      3,678     30,798     33,635
 
Changes from:       May 30, 2017                                     Total Change is:       378
      -786     -7,388      2,196     -2,541        577        988     -3,955        -13      3,560     -1,283         20        725      1,474       -287
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       24.6        4.8        7.0       24.2        1.6       13.1       16.2       11.6        5.7        4.2        1.2       10.5       11.4
 
Number of Traders in Each Category                                    Total Traders:       130 
         8          8         11         14         23         10         28         35         32          5          9          5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 2017                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   274,075
Positions
    88,460     40,610     14,019     23,911     63,642      7,219     33,027     61,050     42,016     32,881      4,461      3,306     29,236     37,753
 
Changes from:       May 30, 2017                                     Total Change is:    18,222
     1,880      5,086      1,900         16      3,706        507     -2,754     -2,778     13,095        749      1,071     -2,734      5,564     -1,630
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       14.8        5.1        8.7       23.2        2.6       12.1       22.3       15.3       12.0        1.6        1.2       10.7       13.8
 
Number of Traders in Each Category                                    Total Traders:       131 
         7          9         10         13         19         12         31         37         32          5          7          5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   551,076
Positions
    86,892    164,205     32,679    167,227     69,357     17,781     52,410     52,766     75,767     30,193     63,647     10,576     77,550     64,298
 
Changes from:       May 30, 2017                                     Total Change is:     1,549
     3,328     -1,000      3,745     -2,412     -2,483        571     -9,357    -10,338      9,056        312        936       -896     -2,798      1,958
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       29.8        5.9       30.3       12.6        3.2        9.5        9.6       13.7        5.5       11.5        1.9       14.1       11.7
 
Number of Traders in Each Category                                    Total Traders:       260 
        16         19         18         53         32         37         37         43         42         34         26         19
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Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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    33,839
Positions
     1,962     22,548         28     16,756          0        243      3,244      5,673        327          0        836          0     11,279      4,184
 
Changes from:       May 30, 2017                                     Total Change is:    -1,496
       139       -815          0     -1,069          0        -21        988       -430         40          0          0          0     -1,573       -270
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       66.6        0.1       49.5        0.0        0.7        9.6       16.8        1.0        0.0        2.5        0.0       33.3       12.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          .         12          0          4          .          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   151,650
Positions
    61,011     34,541      6,216      9,257     13,115      3,313     30,150     41,251     13,273      4,844      7,605      1,955     21,631     30,381
 
Changes from:       May 30, 2017                                     Total Change is:     4,982
     1,699       -163      2,665     -1,003        599      1,108     -4,114     -1,823      3,167      1,681      2,064        324       -543     -2,959
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       22.8        4.1        6.1        8.6        2.2       19.9       27.2        8.8        3.2        5.0        1.3       14.3       20.0
 
Number of Traders in Each Category                                    Total Traders:        95 
         6          6          8          6         13          8         26         26         20          4          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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    37,626
Positions
     5,949     31,909          1      6,093          0          0     21,493      2,452        519        896        439      1,200      1,475      1,106
 
Changes from:       May 30, 2017                                     Total Change is:     1,614
        -2       -355          0       -149          0          0         51        158        465         66       -110      1,200        -17        256
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       84.8        0.0       16.2        0.0        0.0       57.1        6.5        1.4        2.4        1.2        3.2        3.9        2.9
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          6          .          .          0          0         14          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   207,992
Positions
    31,331    139,609        123     39,039      2,915      1,160    112,632     41,763     10,097      4,000      9,148        373      9,237      2,804
 
Changes from:       May 30, 2017                                     Total Change is:     1,372
    -5,532      3,335        108     -1,398     -1,216        646      2,910     -4,372      4,488       -101     -1,516         91        160       -191
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       67.1        0.1       18.8        1.4        0.6       54.2       20.1        4.9        1.9        4.4        0.2        4.4        1.3
 
Number of Traders in Each Category                                    Total Traders:       158 
         .         13          .         17          5          .         59         26         15         18         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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    17,282
Positions
       174     10,691        144      5,878        238          0      8,668      3,775        811        130      1,135          0      1,477        488
 
Changes from:       May 30, 2017                                     Total Change is:   -15,620
      -844     -3,474     -7,780       -309         90          0     -6,375       -271       -506       -139     -3,345          0        333       -334
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       61.9        0.8       34.0        1.4        0.0       50.2       21.8        4.7        0.8        6.6        0.0        8.5        2.8
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .          .          .          0          9         11          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 2017                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    43,814
Positions
    14,687      5,014         81      1,781     10,147          0     21,629     21,332        741        462      1,870          1      4,432      4,628
 
Changes from:       May 30, 2017                                     Total Change is:      -389
    -3,586        906         12        -26        -18          0      2,601     -1,225        207       -238         64          1        640       -336
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       11.4        0.2        4.1       23.2        0.0       49.4       48.7        1.7        1.1        4.3        0.0       10.1       10.6
 
Number of Traders in Each Category                                    Total Traders:        77 
         6          5          .          5          4          0         26         19          6          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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    21,782
Positions
     4,931     11,355      4,739        851        326          0     10,027      4,255        233          0        200          0      1,001        674
 
Changes from:       May 30, 2017                                     Total Change is:     4,140
      -172      8,374     -3,869         24          0          0      8,254       -427        -47          0          0          0        -50        109
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       52.1       21.8        3.9        1.5        0.0       46.0       19.5        1.1        0.0        0.9        0.0        4.6        3.1
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          .          .          4          .          0          7          5          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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    63,100
Positions
    10,457     36,936      1,977      7,195        121        886     28,346      7,926      2,550      1,705      2,855        584      9,401      9,265
 
Changes from:       May 30, 2017                                     Total Change is:     2,452
       -64      1,716         74        -12       -259       -300      1,067        722        333        330       -179        355        670        -10
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       58.5        3.1       11.4        0.2        1.4       44.9       12.6        4.0        2.7        4.5        0.9       14.9       14.7
 
Number of Traders in Each Category                                    Total Traders:       114 
        14         23          6         12          .          4         37         11          8         10          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   126,199
Positions
    20,913     73,872      3,954     14,389        241      1,771     56,691     15,852      5,101      3,409      5,710      1,167     18,803     18,531
 
Changes from:       May 30, 2017                                     Total Change is:     4,903
      -128      3,432        148        -23       -518       -600      2,133      1,444        665        659       -358        709      1,339        -19
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       58.5        3.1       11.4        0.2        1.4       44.9       12.6        4.0        2.7        4.5        0.9       14.9       14.7
 
Number of Traders in Each Category                                    Total Traders:       114 
        14         23          6         12          .          4         37         11          8         10          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   896,301
Positions
    59,792    100,624     55,511    291,786    169,612     84,846     93,165    136,989    154,498     24,856     49,427     34,676     97,172    110,119
 
Changes from:       May 30, 2017                                     Total Change is:    22,858
     2,718        -57     11,200     -7,317     -4,838     -2,512       -285        777     13,188      1,366        517      2,810      1,690      1,773
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       11.2        6.2       32.6       18.9        9.5       10.4       15.3       17.2        2.8        5.5        3.9       10.8       12.3
 
Number of Traders in Each Category                                    Total Traders:       697 
        40         32         43        125         90        100         91        135        128         96         87        100
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   141,357
Positions
    24,427     15,760      8,699     22,048     21,299      7,684      7,598     15,346     31,748      3,883        404      4,736     30,534     35,681
 
Changes from:       May 30, 2017                                     Total Change is:    -1,515
     1,397       -353       -771      1,011       -654     -4,699      1,314      1,895        127         64        230        947       -904      1,763
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       11.1        6.2       15.6       15.1        5.4        5.4       10.9       22.5        2.7        0.3        3.4       21.6       25.2
 
Number of Traders in Each Category                                    Total Traders:        70 
         7          8         10          7          4          5         16         11         24          9          6         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 3,774,719
Positions
   270,292    517,788    140,595  1,351,562    744,431    382,938    525,518    705,900    516,061    111,896    252,148    142,669    333,190    372,190
 
Changes from:       May 30, 2017                                     Total Change is:   121,865
    11,405      6,284     55,053    -41,895    -21,177     11,189      5,193      7,596     52,121      6,672      1,595      9,154     12,972         51
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       13.7        3.7       35.8       19.7       10.1       13.9       18.7       13.7        3.0        6.7        3.8        8.8        9.9
 
Number of Traders in Each Category                                    Total Traders:       678 
        39         32         40        124         89         96         90        129        121         91         84         95
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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    90,266
Positions
     4,374     38,576      1,283     42,261     40,127      3,783     23,612      2,492        672      1,411        280          0     12,870      3,053
 
Changes from:       May 30, 2017                                     Total Change is:    -1,118
    -1,098     -1,528        553     -2,855        -85        202      1,403        109        -39          0          0          0        716       -330
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       42.7        1.4       46.8       44.5        4.2       26.2        2.8        0.7        1.6        0.3        0.0       14.3        3.4
 
Number of Traders in Each Category                                    Total Traders:        80 
         4          8          4         28         17         14         16          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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    66,538
Positions
     5,470     24,975      2,499     15,320      6,077      1,388     27,770     17,014      2,933      2,861      3,641        700      7,598      7,312
 
Changes from:       May 30, 2017                                     Total Change is:     9,074
      -677      4,219      1,664      2,309      1,314        375      3,280      1,104        612      1,098         59         54        359       -327
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       37.5        3.8       23.0        9.1        2.1       41.7       25.6        4.4        4.3        5.5        1.1       11.4       11.0
 
Number of Traders in Each Category                                    Total Traders:       281 
        17         21         12         52         21         16         57         61         29         21         31         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   332,691
Positions
    27,349    124,875     12,493     76,601     30,384      6,941    138,851     85,071     14,663     14,304     18,204      3,499     37,990     36,561
 
Changes from:       May 30, 2017                                     Total Change is:    45,370
    -3,384     21,093      8,322     11,545      6,569      1,875     16,401      5,521      3,058      5,488        297        271      1,795     -1,635
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       37.5        3.8       23.0        9.1        2.1       41.7       25.6        4.4        4.3        5.5        1.1       11.4       11.0
 
Number of Traders in Each Category                                    Total Traders:       281 
        17         21         12         52         21         16         57         61         29         21         31         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   571,818
Positions
    59,431    132,912      6,685    239,923    185,129     36,002    165,786    162,092     14,636     18,166      9,802        378     30,811     24,182
 
Changes from:       May 30, 2017                                     Total Change is:    -1,780
    -8,573     20,508      1,503     -3,527     -3,854     -1,393      9,601    -17,662       -322       -300        490       -241      1,472       -808
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       23.2        1.2       42.0       32.4        6.3       29.0       28.3        2.6        3.2        1.7        0.1        5.4        4.2
 
Number of Traders in Each Category                                    Total Traders:       330 
        27         21          9         69         49         34         64         66         29         17         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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    56,378
Positions
     1,485     21,735      2,800     15,447        587        363      6,728      9,230      4,106      5,856      3,410      7,525     12,068      6,622
 
Changes from:       May 30, 2017                                     Total Change is:    16,848
       394       -446      2,800       -622        112        289       -728       -548      3,962       -440       -247      7,525      3,668      3,401
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       38.6        5.0       27.4        1.0        0.6       11.9       16.4        7.3       10.4        6.0       13.3       21.4       11.7
 
Number of Traders in Each Category                                    Total Traders:        52 
         .          5          .         15          .          .         10          7          8          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   102,861
Positions
    17,968     30,121      3,676     25,663      7,244      1,879     24,269     19,306      6,795      2,527      1,637        148     19,936     32,055
 
Changes from:       May 30, 2017                                     Total Change is:    23,350
     1,367      5,167      3,431      2,523        577         15       -967      3,672      6,056        222       -299        148     10,555      4,583
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       29.3        3.6       24.9        7.0        1.8       23.6       18.8        6.6        2.5        1.6        0.1       19.4       31.2
 
Number of Traders in Each Category                                    Total Traders:        93 
        14         13          7         11          6          5         21         20         11          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   306,466
Positions
    15,208    199,883     14,114    187,959     61,831     12,776     58,016      4,662      6,391      2,335      1,095         29      9,638      5,685
 
Changes from:       May 30, 2017                                     Total Change is:    -3,195
       775     -5,239      5,783    -16,378       -964       -896      3,877     -5,877      3,809       -771         12          0        606        177
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       65.2        4.6       61.3       20.2        4.2       18.9        1.5        2.1        0.8        0.4        0.0        3.1        1.9
 
Number of Traders in Each Category                                    Total Traders:       143 
         9         11          6         54         25         21         31          6         10          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   986,884
Positions
    31,511    725,677     31,859    575,881    106,449     58,231    207,014     25,836     16,815     42,045     15,350        785     22,743      5,882
 
Changes from:       May 30, 2017                                     Total Change is:    14,302
     3,169       -447     17,762     -6,773      4,288        509     -5,252     -8,271      4,212      3,538     -1,661        -13     -2,850     -2,077
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       73.5        3.2       58.4       10.8        5.9       21.0        2.6        1.7        4.3        1.6        0.1        2.3        0.6
 
Number of Traders in Each Category                                    Total Traders:       362 
        26         20         12        124         39         47         71         18         24         49         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   852,709
Positions
     8,774     40,007     17,378    273,673    137,729    149,808     78,701    147,295    117,582      7,974     42,806     23,273    175,545    176,831
 
Changes from:       May 30, 2017                                     Total Change is:   -12,433
     1,210      4,909      5,066    -10,032     -7,710     11,329      2,869    -10,142    -14,930      2,322      2,959     -1,853     -8,414     -2,061
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        4.7        2.0       32.1       16.2       17.6        9.2       17.3       13.8        0.9        5.0        2.7       20.6       20.7
 
Number of Traders in Each Category                                    Total Traders:       166 
         4         15         11         40         29         39         30         29         43          7         12         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   778,786
Positions
     4,098    155,052      3,236    434,492     57,134    106,606     34,081    312,505     34,719     38,410     17,572      2,224    120,920     89,738
 
Changes from:       May 30, 2017                                     Total Change is:     3,200
     3,460       -722     -1,169     -1,286      5,471      3,193      1,317      2,160     -1,062      2,082      1,817        -56     -3,279     -6,432
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       19.9        0.4       55.8        7.3       13.7        4.4       40.1        4.5        4.9        2.3        0.3       15.5       11.5
 
Number of Traders in Each Category                                    Total Traders:       111 
         .         12          5         49         10         33         11         19         15          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 1,377,672
Positions
    64,531    150,849      8,783    403,142    211,728    197,203    315,252    285,141     61,279    187,269    299,781     12,029    128,183    150,878
 
Changes from:       May 30, 2017                                     Total Change is:    49,667
     6,232     77,819    -20,375    -13,662     -7,464      6,656     93,004     -8,446    -10,691    -10,647     41,496      1,495     -2,346    -30,823
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       10.9        0.6       29.3       15.4       14.3       22.9       20.7        4.4       13.6       21.8        0.9        9.3       11.0
 
Number of Traders in Each Category                                    Total Traders:       276 
        18         24         12         59         31         41         50         44         42         21         29          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 3,830,585
Positions
   115,263    241,478    178,425  1,162,798    850,957    584,603    662,435    780,920    395,315    251,828    164,248     85,088    394,830    549,551
 
Changes from:       May 30, 2017                                     Total Change is:    78,966
    11,982      9,230      2,439      8,911      3,262     36,404      2,378    -16,699     48,894    -11,663     31,893     13,499    -33,878    -49,957
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        6.3        4.7       30.4       22.2       15.3       17.3       20.4       10.3        6.6        4.3        2.2       10.3       14.3
 
Number of Traders in Each Category                                    Total Traders:       408 
        21         35         41         67         79         89         70         63         88         25         48         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   364,722
Positions
     2,608     10,738      3,716     77,293    161,595     27,021    143,794     31,978     12,645      9,517      6,629          0     88,128    110,400
 
Changes from:       May 30, 2017                                     Total Change is:   -10,268
    -3,493      2,693        495     -9,336      4,468     -1,262     10,137        665     -6,125        252          0          0       -936    -11,202
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        2.9        1.0       21.2       44.3        7.4       39.4        8.8        3.5        2.6        1.8        0.0       24.2       30.3
 
Number of Traders in Each Category                                    Total Traders:        57 
         .          4          4         10         22         25         10          6          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 3,346,895
Positions
    42,625    398,168     53,723  1,668,247    673,256    412,503    417,199    959,361    209,701    207,050    238,722     29,930    305,918    371,533
 
Changes from:       May 30, 2017                                     Total Change is:   -69,666
    18,044    -72,239    -28,143     -9,306     55,505     23,406     -7,095     30,262    -30,055         12      3,143      1,409    -37,938    -52,954
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       11.9        1.6       49.8       20.1       12.3       12.5       28.7        6.3        6.2        7.1        0.9        9.1       11.1
 
Number of Traders in Each Category                                    Total Traders:       301 
        11         34         23         60         47         68         49         55         62         13         32         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 1,608,438
Positions
   315,459    157,510    515,267      4,432      9,354     25,008    273,983    363,186    292,938     57,980    111,621     76,709     46,661     56,845
 
Changes from:       May 30, 2017                                     Total Change is:  -112,006
   -68,960    -13,334    -19,300        932     -5,607     11,911     38,114    -38,884    -35,839    -17,694     19,871    -20,893       -277     -9,930
 
Percent of Open Interest Represented by Each Category of Trader
      19.6        9.8       32.0        0.3        0.6        1.6       17.0       22.6       18.2        3.6        6.9        4.8        2.9        3.5
 
Number of Traders in Each Category                                    Total Traders:       147 
        20         34         50          .          4          .         24         34         42         10          9         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 is24,132,015
Positions
 4,776,240  1,184,179  4,146,186    179,308  1,763,234  1,169,753    506,602  2,230,746  9,741,755    991,870    792,275  1,947,692    672,610  1,156,195
 
Changes from:       May 30, 2017                                     Total Change is:   275,888
  -175,876     -9,278    155,447     48,792    -33,053    -35,900     21,164    -52,796    138,039    126,497     69,487     96,249    -98,524    -52,307
 
Percent of Open Interest Represented by Each Category of Trader
      19.8        4.9       17.2        0.7        7.3        4.8        2.1        9.2       40.4        4.1        3.3        8.1        2.8        4.8
 
Number of Traders in Each Category                                    Total Traders:       358 
        24         62         80          8         37         33         48        111        123         17         39         50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 2017                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    30,084
Positions
    18,178      2,827          0        337     11,871         83      2,244     10,896        503      8,587      3,716         92         60         96
 
Changes from:       May 30, 2017                                     Total Change is:       450
      -626        138        -13         78       -516          0       -158        504        478        658       -131          0         33        -10
 
Percent of Open Interest Represented by Each Category of Trader
      60.4        9.4        0.0        1.1       39.5        0.3        7.5       36.2        1.7       28.5       12.4        0.3        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        51 
         4          5          0          .         12          .          7         10          4          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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    26,230
Positions
    16,153        782          0        764     10,581        171      8,983     10,206         27        100      4,396          0         32         67
 
Changes from:       May 30, 2017                                     Total Change is:     1,616
     1,785         70          0        114        379          0       -164      1,180       -103          0        133          0        -16        -43
 
Percent of Open Interest Represented by Each Category of Trader
      61.6        3.0        0.0        2.9       40.3        0.7       34.2       38.9        0.1        0.4       16.8        0.0        0.1        0.3
 
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 June 6, 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    87,469
Positions
       101     50,912         50     11,687      5,083        547     40,864     20,015      3,290     18,233        993        349     12,349      6,231
 
Changes from:       May 30, 2017                                     Total Change is:     2,431
        50        569          0        -97        750          7        -38      1,765       -237      2,516       -600         22        208        156
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       58.2        0.1       13.4        5.8        0.6       46.7       22.9        3.8       20.8        1.1        0.4       14.1        7.1
 
Number of Traders in Each Category                                    Total Traders:       143 
         .          .          .         15          5          .         26         40         18         41          9          4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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   614,761
Positions
   132,267     42,449     25,216     64,566     44,799     68,522    101,851    232,211    138,764     25,520      6,974     22,576     35,479     33,250
 
Changes from:       May 30, 2017                                     Total Change is:    37,074
     6,678       -132      6,127     12,312         -5     -2,260     -9,253     14,492     18,296      3,540        926        308      1,326       -678
 
Percent of Open Interest Represented by Each Category of Trader
      21.5        6.9        4.1       10.5        7.3       11.1       16.6       37.8       22.6        4.2        1.1        3.7        5.8        5.4
 
Number of Traders in Each Category                                    Total Traders:       257 
        26          .         19         23         23         15         50         73         58         27         17         30
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Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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    47,054
Positions
       826      7,734          0     29,369      1,503          0     10,595     37,133        404      5,800        174          0         60        106
 
Changes from:       May 30, 2017                                     Total Change is:     6,203
      -229          0          0        849       -638          0      5,376      6,694        147         59          3          0          1         -3
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       16.4        0.0       62.4        3.2        0.0       22.5       78.9        0.9       12.3        0.4        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0          9          .          0          9          8          .          7          .          0
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Updated June 9, 2017