Traders in Financial Futures - Futures Only Positions as of December 12, 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   149,275
Positions
    16,819     80,787      2,325     34,061     10,004      1,715     43,296     17,315      8,499      5,936      3,533        888     35,736     24,209
 
Changes from:       December 5, 2017                                 Total Change is:     2,176
     1,480       -573        940     -2,053        -38      1,295       -219     -5,063      3,548     -1,676      1,094       -191       -948      1,164
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       54.1        1.6       22.8        6.7        1.1       29.0       11.6        5.7        4.0        2.4        0.6       23.9       16.2
 
Number of Traders in Each Category                                    Total Traders:        86 
         4          8          .         16          7          5         26         15         17          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    95,115
Positions
    50,106      6,014      8,260      1,042      8,854        675     24,830     41,293      4,329          0      1,680          0      5,873     24,010
 
Changes from:       December 5, 2017                                 Total Change is:    14,337
     5,875        742      8,092          0      1,347        675     -2,661       -820      2,779          0          0          0       -423      1,522
 
Percent of Open Interest Represented by Each Category of Trader
      52.7        6.3        8.7        1.1        9.3        0.7       26.1       43.4        4.6        0.0        1.8        0.0        6.2       25.2
 
Number of Traders in Each Category                                    Total Traders:        52 
         6          6          4          .          7          .         14         15          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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   208,102
Positions
    41,437     26,684     17,426     27,362     69,576      5,529     67,120     40,032     10,895      2,194      8,375        518     35,621     29,067
 
Changes from:       December 5, 2017                                 Total Change is:     5,409
     4,076      4,841     13,556      1,776     -1,955        860    -11,113    -12,535     -3,149        189        443       -347       -439      3,695
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       12.8        8.4       13.1       33.4        2.7       32.3       19.2        5.2        1.1        4.0        0.2       17.1       14.0
 
Number of Traders in Each Category                                    Total Traders:       125 
         9          8         10         16         21          7         34         30         23          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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   250,581
Positions
   138,904     13,131      7,913     20,459     33,005     11,073     36,235    124,546     17,878      1,014      1,098         32     17,073     41,905
 
Changes from:       December 5, 2017                                 Total Change is:    12,504
     3,555     -1,106        714        371      1,697      3,290       -976     -3,913      6,646        799          0       -759     -1,136      5,935
 
Percent of Open Interest Represented by Each Category of Trader
      55.4        5.2        3.2        8.2       13.2        4.4       14.5       49.7        7.1        0.4        0.4        0.0        6.8       16.7
 
Number of Traders in Each Category                                    Total Traders:       121 
        12          7          4         14         21          9         21         41         20          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 12, 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 - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   505,744
Positions
    41,459    217,887      6,874    233,540    105,995     22,624     70,920     55,803     29,765     18,623      6,498      1,577     80,362     58,721
 
Changes from:       December 5, 2017                                 Total Change is:     6,620
     3,094     -4,145     -4,495     -1,675      6,045      2,353     -8,634    -16,200     12,213      2,596       -106        626        542     10,329
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       43.1        1.4       46.2       21.0        4.5       14.0       11.0        5.9        3.7        1.3        0.3       15.9       11.6
 
Number of Traders in Each Category                                    Total Traders:       246 
        16         20         13         70         32         38         40         33         31         22         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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    45,818
Positions
     1,652     25,103      5,326     21,414      4,161      1,473        617      3,390      1,084        538        922        357     13,357      4,002
 
Changes from:       December 5, 2017                                 Total Change is:     5,579
      -276          0      5,326       -342        580       -102        617       -562        177          0       -352        352       -173        160
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       54.8       11.6       46.7        9.1        3.2        1.3        7.4        2.4        1.2        2.0        0.8       29.2        8.7
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .         17          .          9          .          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   157,029
Positions
    37,859     37,739      4,842      6,233     41,407      2,931     78,116     32,074      5,428      1,046          0        505     20,069     32,103
 
Changes from:       December 5, 2017                                 Total Change is:    17,602
     7,716         -7      2,869        616      1,851      1,181      4,350      6,869      1,247        810          0        497     -1,684      3,095
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       24.0        3.1        4.0       26.4        1.9       49.7       20.4        3.5        0.7        0.0        0.3       12.8       20.4
 
Number of Traders in Each Category                                    Total Traders:        98 
         9          9          9          8         15          5         30         22         18          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    64,805
Positions
       151     38,967     13,932     26,171          0          8     22,309     10,509          0        384        150          0      1,850      1,239
 
Changes from:       December 5, 2017                                 Total Change is:    13,425
         0         46     12,933        308          0          8       -194        452       -123         14         24          0        479         85
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       60.1       21.5       40.4        0.0        0.0       34.4       16.2        0.0        0.6        0.2        0.0        2.9        1.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          6          6          .          0          .         10          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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   211,478
Positions
    20,759     93,102        178     66,780     11,499        476     86,891     65,144     28,190        948      9,174        284      6,972      3,431
 
Changes from:       December 5, 2017                                 Total Change is:    32,182
     3,838      1,334         11     14,079      1,854        279    -10,507      3,606     25,174       -378       -321        284       -598        -39
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       44.0        0.1       31.6        5.4        0.2       41.1       30.8       13.3        0.4        4.3        0.1        3.3        1.6
 
Number of Traders in Each Category                                    Total Traders:       132 
         7          6          .         13          9          .         43         36         19          4         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    18,765
Positions
         0      2,063      2,198      5,532      1,846          0      6,786      9,359      1,295      1,246      1,152         79      1,629        773
 
Changes from:       December 5, 2017                                 Total Change is:     1,485
         0       -483          0       -173        770          0      1,153      1,080        135        146        -79          0        224         62
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       11.0       11.7       29.5        9.8        0.0       36.2       49.9        6.9        6.6        6.1        0.4        8.7        4.1
 
Number of Traders in Each Category                                    Total Traders:        36 
         0          .          .          .          .          0         11          9          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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    74,192
Positions
    34,700      8,850      8,538      1,957      7,884          9     19,784     36,112      3,782          0        591         79      5,343      8,347
 
Changes from:       December 5, 2017                                 Total Change is:    12,806
     1,167       -313      8,342        141      2,551        -83       -387     -2,484      1,985       -461       -206         79      2,023      2,935
 
Percent of Open Interest Represented by Each Category of Trader
      46.8       11.9       11.5        2.6       10.6        0.0       26.7       48.7        5.1        0.0        0.8        0.1        7.2       11.3
 
Number of Traders in Each Category                                    Total Traders:        88 
         9          .          6          7         13          .         20         27         16          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    24,372
Positions
     7,346     15,113      5,280      6,247        241          0      2,996      1,295      1,382          0        155          0      1,121        906
 
Changes from:       December 5, 2017                                 Total Change is:     1,748
         4        -87      1,078        216       -101          0        -82        378        520       -100          0          0        112        -40
 
Percent of Open Interest Represented by Each Category of Trader
      30.1       62.0       21.7       25.6        1.0        0.0       12.3        5.3        5.7        0.0        0.6        0.0        4.6        3.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         4          .          .          .          .          0          7          6          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    86,632
Positions
    10,252     54,931      8,691     15,184      2,296        112     32,963      5,646      4,515      2,009      1,093        937     11,971      8,412
 
Changes from:       December 5, 2017                                 Total Change is:     8,176
       382        491      7,250        981         72       -139     -1,595       -694        187       -198        626        905        403       -522
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       63.4       10.0       17.5        2.7        0.1       38.0        6.5        5.2        2.3        1.3        1.1       13.8        9.7
 
Number of Traders in Each Category                                    Total Traders:       124 
        14         22         17         17          .          .         40         17         15          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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   173,263
Positions
    20,504    109,862     17,381     30,368      4,592        224     65,925     11,291      9,029      4,017      2,186      1,874     23,941     16,824
 
Changes from:       December 5, 2017                                 Total Change is:    16,351
       763        981     14,500      1,961        143       -277     -3,189     -1,388        374       -396      1,252      1,809        806     -1,043
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       63.4       10.0       17.5        2.7        0.1       38.0        6.5        5.2        2.3        1.3        1.1       13.8        9.7
 
Number of Traders in Each Category                                    Total Traders:       124 
        14         22         17         17          .          .         40         17         15          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   863,122
Positions
    77,745    166,284    113,300    300,830    160,804     95,370     89,150    124,302     50,947     24,435     42,768     13,504     97,840     95,842
 
Changes from:       December 5, 2017                                 Total Change is:    82,907
       -16     11,887     48,399      5,480        926     25,197    -17,086     -4,238      8,704        -93    -24,501      4,067      8,256     12,465
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       19.3       13.1       34.9       18.6       11.0       10.3       14.4        5.9        2.8        5.0        1.6       11.3       11.1
 
Number of Traders in Each Category                                    Total Traders:       617 
        34         49         43        136         92        109         90        118        102         55         42         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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    97,077
Positions
    42,466     31,371      1,941     11,672     18,245        764      9,801     12,996        871      7,305          0         25     22,232     30,864
 
Changes from:       December 5, 2017                                 Total Change is:    19,551
    10,555     11,809      1,441      2,018       -198        135      4,522       -859        671        860          0         25       -676      6,527
 
Percent of Open Interest Represented by Each Category of Trader
      43.7       32.3        2.0       12.0       18.8        0.8       10.1       13.4        0.9        7.5        0.0        0.0       22.9       31.8
 
Number of Traders in Each Category                                    Total Traders:        59 
         5         13          .          7          6          6         11         10          6          6          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    32,081
Positions
    20,570      8,239      9,502          0     11,180         66          0      2,256         78          0          0          0      1,865        760
 
Changes from:       December 5, 2017                                 Total Change is:     9,646
        71         -9      9,496          0         50          0          0          0          0          0          0          0         79        109
 
Percent of Open Interest Represented by Each Category of Trader
      64.1       25.7       29.6        0.0       34.8        0.2        0.0        7.0        0.2        0.0        0.0        0.0        5.8        2.4
 
Number of Traders in Each Category                                    Total Traders:        22 
        10          5          4          0          4          .          0          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    15,183
Positions
     3,891     11,841      2,489      2,966          0        206      4,084          0          0          0          0          0      1,547        647
 
Changes from:       December 5, 2017                                 Total Change is:     2,468
       481       -184      2,486       -599          0        -32         40          0          0          0          0          0         92        198
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       78.0       16.4       19.5        0.0        1.4       26.9        0.0        0.0        0.0        0.0        0.0       10.2        4.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         7          8          5          4          0          .          4          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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 3,830,224
Positions
   287,484    785,655    445,707  1,457,650    724,654    461,172    484,531    644,318    162,592    108,572    236,761     44,475    378,041    324,890
 
Changes from:       December 5, 2017                                 Total Change is:   316,780
    -8,520     44,729    190,453     21,375      9,688    121,242    -90,956        188     23,083       -400   -118,138     15,843     44,660     29,692
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       20.5       11.6       38.1       18.9       12.0       12.7       16.8        4.2        2.8        6.2        1.2        9.9        8.5
 
Number of Traders in Each Category                                    Total Traders:       610 
        34         49         42        135         91        106         91        116         93         52         42         26
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Traders in Financial Futures - Futures Only Positions as of December 12, 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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    45,198
Positions
     1,528     31,620     12,128     11,630        549        536     15,588          0          0        589          0          0      3,199        365
 
Changes from:       December 5, 2017                                 Total Change is:    12,820
       184        727     12,128        675         32          0          0          0          0        267          0          0       -434        -67
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       70.0       26.8       25.7        1.2        1.2       34.5        0.0        0.0        1.3        0.0        0.0        7.1        0.8
 
Number of Traders in Each Category                                    Total Traders:        30 
         .         10          4          7          .          .          8          0          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of December 12, 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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E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is    14,514
Positions
     2,891      6,856      4,024      4,780      1,236      1,675          0          0          0          0        311          0      1,144        412
 
Changes from:       December 5, 2017                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       47.2       27.7       32.9        8.5       11.5        0.0        0.0        0.0        0.0        2.1        0.0        7.9        2.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          8          5          5          .          .          0          0          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of December 12, 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    38,286
Positions
    15,228      6,994     16,710      2,542     12,397        309      1,654        460          0          0        280          0      1,843      1,136
 
Changes from:       December 5, 2017                                 Total Change is:    16,809
       305          0     16,709       -175       -100          0          0          0          0          0          0          0        -30        200
 
Percent of Open Interest Represented by Each Category of Trader
      39.8       18.3       43.6        6.6       32.4        0.8        4.3        1.2        0.0        0.0        0.7        0.0        4.8        3.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         8          .          4          4          5          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is   105,402
Positions
     4,093     45,070     11,590     44,376     36,042      3,354     27,333      3,867        452          0        260          0     14,204      4,767
 
Changes from:       December 5, 2017                                 Total Change is:    12,361
        48        488     11,151      2,339     -1,024        494     -1,720       -480       -123          0          0          0        172      1,855
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       42.8       11.0       42.1       34.2        3.2       25.9        3.7        0.4        0.0        0.2        0.0       13.5        4.5
 
Number of Traders in Each Category                                    Total Traders:        90 
         4         12         10         28         19         13         19          7          6          0          .          0
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Traders in Financial Futures - Futures Only Positions as of December 12, 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    72,410
Positions
    13,769     13,353      4,348     13,534     12,636      7,603     16,220     15,477      6,769      1,722      4,036        309      8,137      7,880
 
Changes from:       December 5, 2017                                 Total Change is:    11,554
     1,624       -419      1,553     -1,358        161      6,799     -2,354     -2,005      4,932         15       -230        157        185        606
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       18.4        6.0       18.7       17.5       10.5       22.4       21.4        9.3        2.4        5.6        0.4       11.2       10.9
 
Number of Traders in Each Category                                    Total Traders:       278 
        19         21         14         45         31         22         50         63         32         17         30          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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   362,049
Positions
    68,844     66,763     21,741     67,670     63,181     38,013     81,098     77,383     33,845      8,611     20,182      1,543     40,684     39,398
 
Changes from:       December 5, 2017                                 Total Change is:    57,768
     8,122     -2,096      7,766     -6,788        804     33,995    -11,770    -10,025     24,662         74     -1,151        783        924      3,030
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       18.4        6.0       18.7       17.5       10.5       22.4       21.4        9.3        2.4        5.6        0.4       11.2       10.9
 
Number of Traders in Each Category                                    Total Traders:       278 
        19         21         14         45         31         22         50         63         32         17         30          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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 RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   680,089
Positions
    40,432    196,082     50,361    256,452    221,517     45,511    207,527    112,633     22,716     19,605      1,160      1,297     36,188     28,812
 
Changes from:       December 5, 2017                                 Total Change is:    87,494
     3,352    -23,057     45,550     -3,382     30,255      8,620      5,804       -581     12,026      1,308     -1,712      1,087     13,129     15,306
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       28.8        7.4       37.7       32.6        6.7       30.5       16.6        3.3        2.9        0.2        0.2        5.3        4.2
 
Number of Traders in Each Category                                    Total Traders:       306 
        19         27         15         76         46         47         72         46         33         14          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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    73,717
Positions
    37,577     33,346      9,263      5,917     11,106        236      8,645     10,549        582      1,654      1,324        182      9,661      7,129
 
Changes from:       December 5, 2017                                 Total Change is:     5,182
     1,497     -1,162      5,922     -3,516        240         79       -437        152        573       -492       -231          0      1,556       -391
 
Percent of Open Interest Represented by Each Category of Trader
      51.0       45.2       12.6        8.0       15.1        0.3       11.7       14.3        0.8        2.2        1.8        0.2       13.1        9.7
 
Number of Traders in Each Category                                    Total Traders:        74 
        18         15         12         10          .          .          9         12          5          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    38,181
Positions
       840     21,723          8     19,823      1,324        390      7,571      3,244         82      1,791      7,428          0      7,676      3,982
 
Changes from:       December 5, 2017                                 Total Change is:   -18,452
      -968     -6,130     -3,254        -14       -180         80         55       -692     -4,074       -511      3,076     -3,117     -6,649     -4,161
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       56.9        0.0       51.9        3.5        1.0       19.8        8.5        0.2        4.7       19.5        0.0       20.1       10.4
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          .         14          .          4         10          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    49,573
Positions
     1,838     14,795        688     25,092      2,334      1,300      8,617      9,387        137      2,574      1,061          0      9,327     19,871
 
Changes from:       December 5, 2017                                 Total Change is:   -32,586
    -6,542     -7,987     -3,147        412       -905        476     -2,993    -10,471     -3,166        798        108        -15    -18,409     -7,479
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       29.8        1.4       50.6        4.7        2.6       17.4       18.9        0.3        5.2        2.1        0.0       18.8       40.1
 
Number of Traders in Each Category                                    Total Traders:        68 
         6         12          4         15          4          5         11         15          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   381,384
Positions
    18,617    185,414     85,381    170,959     66,719     19,498     37,256      4,480      7,052     23,098      1,294          0     19,523     11,546
 
Changes from:       December 5, 2017                                 Total Change is:    88,049
       635      2,436     74,517     15,193     -2,336      4,413    -19,170        645      1,940       -431         14          0     10,952      6,420
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       48.6       22.4       44.8       17.5        5.1        9.8        1.2        1.8        6.1        0.3        0.0        5.1        3.0
 
Number of Traders in Each Category                                    Total Traders:       150 
        12          9         17         56         26         22         32          6         12          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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 1,197,846
Positions
    82,170    680,146    185,005    560,830    147,645     65,468    189,019     36,384     16,943     45,561     14,490        624     52,226     51,141
 
Changes from:       December 5, 2017                                 Total Change is:   171,807
     9,170    -15,618    153,515     17,545     -3,910      3,947    -26,444      2,970     -8,689      1,068       -354        -75     21,770     40,021
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       56.8       15.4       46.8       12.3        5.5       15.8        3.0        1.4        3.8        1.2        0.1        4.4        4.3
 
Number of Traders in Each Category                                    Total Traders:       380 
        27         20         21        134         50         54         80         26         25         35          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   103,009
Positions
    14,949     32,752     69,602     11,637          0          5      5,984          0        618        170         30          0         44          2
 
Changes from:       December 5, 2017                                 Total Change is:     3,225
    -3,252     -2,764      5,969      1,068          0          0        420          0         20          0          0          0     -1,000          0
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       31.8       67.6       11.3        0.0        0.0        5.8        0.0        0.6        0.2        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        28 
         .         12          9          5          0          .          4          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is   776,848
Positions
     8,792     69,306      1,754    294,523    251,619    116,672    144,626    101,629     41,922     16,637     37,788         45    151,877    156,113
 
Changes from:       December 5, 2017                                 Total Change is:    -7,798
       746     10,619     -7,010       -815      8,061     -3,538     14,636     -1,694     -6,196      1,742     -6,668         37     -7,400     -1,409
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        8.9        0.2       37.9       32.4       15.0       18.6       13.1        5.4        2.1        4.9        0.0       19.6       20.1
 
Number of Traders in Each Category                                    Total Traders:       174 
         7         19          6         41         31         33         30         31         20          5          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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   899,268
Positions
     5,120    135,356      4,544    476,856     90,193    142,860     63,383    394,870     30,193     37,185      8,167      1,156    137,971     91,929
 
Changes from:       December 5, 2017                                 Total Change is:       672
       146      7,046      1,919        715     -1,430      3,129     -3,217      2,751    -13,539        245          0          4     11,270        792
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       15.1        0.5       53.0       10.0       15.9        7.0       43.9        3.4        4.1        0.9        0.1       15.3       10.2
 
Number of Traders in Each Category                                    Total Traders:       120 
         .         13          5         45         18         34         20         15         19          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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 1,755,965
Positions
    76,645    182,479      5,871    535,711    378,981    194,480    502,408    482,459     85,134    241,036    251,156      2,114    112,566    173,291
 
Changes from:       December 5, 2017                                 Total Change is:   -10,587
    -2,966     -1,310     -4,018     36,629    -17,368     -9,126    -10,073      5,404      1,102    -19,167      4,963       -274     -2,694     10,040
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       10.4        0.3       30.5       21.6       11.1       28.6       27.5        4.8       13.7       14.3        0.1        6.4        9.9
 
Number of Traders in Each Category                                    Total Traders:       298 
        17         22          8         71         40         54         51         58         36         21         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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 3,305,607
Positions
   133,754    167,323     30,863  1,219,272    876,752    506,376    508,366    869,848    156,008    406,822    148,619     22,400    321,746    527,418
 
Changes from:       December 5, 2017                                 Total Change is:    31,900
    -1,040     -9,325     -2,074    -53,400     -4,413     -2,334     75,882     54,000    -21,119     29,505     17,333        366      6,114       -534
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        5.1        0.9       36.9       26.5       15.3       15.4       26.3        4.7       12.3        4.5        0.7        9.7       16.0
 
Number of Traders in Each Category                                    Total Traders:       395 
        21         35         16         64         97         78         45         86         45         25         22         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   507,248
Positions
    27,903     19,334      5,697    120,018    171,040     45,933    182,841     78,891     17,071     18,848     17,006          0     88,937    152,276
 
Changes from:       December 5, 2017                                 Total Change is:   -22,827
    -1,302    -13,566        571         29        688      1,282    -18,273     -6,040     -5,823        255        -80          0        434        141
 
Percent of Open Interest Represented by Each Category of Trader
       5.5        3.8        1.1       23.7       33.7        9.1       36.0       15.6        3.4        3.7        3.4        0.0       17.5       30.0
 
Number of Traders in Each Category                                    Total Traders:        84 
         4          6          .         16         29         28         12         11         11          .          5          0
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Traders in Financial Futures - Futures Only Positions as of December 12, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,013,200
Positions
   120,373    264,077     50,548  1,483,617    645,892    414,029    360,607    806,089    139,706    198,358    253,290      8,569    237,393    431,000
 
Changes from:       December 5, 2017                                 Total Change is:   -58,828
      -965     60,521     -5,113    -25,157    -38,652    -10,956     21,624    -39,984    -20,441        512        375        254    -18,586     -4,832
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        8.8        1.7       49.2       21.4       13.7       12.0       26.8        4.6        6.6        8.4        0.3        7.9       14.3
 
Number of Traders in Each Category                                    Total Traders:       309 
        12         31          8         59         60         66         43         59         40         22         23          6
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Traders in Financial Futures - Futures Only Positions as of December 12, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,480,661
Positions
   446,913    214,807    481,196     38,154      2,815     70,123     44,217    303,901    249,598     44,266     27,773     72,629     33,565     57,819
 
Changes from:       December 5, 2017                                 Total Change is:    58,498
      -513      1,088     25,689     27,807     -3,252      1,921       -808     25,130      3,334    -12,985     -5,130     11,730      2,323     -2,012
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       14.5       32.5        2.6        0.2        4.7        3.0       20.5       16.9        3.0        1.9        4.9        2.3        3.9
 
Number of Traders in Each Category                                    Total Traders:       150 
        25         33         47          .          .          7         22         36         46          5         13         13
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Traders in Financial Futures - Futures Only Positions as of December 12, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is14,425,403
Positions
 6,419,505    568,012  2,572,600     63,396  2,481,293    974,848    605,167  3,198,569  2,155,258    241,933    283,448    897,300    495,396  1,294,075
 
Changes from:       December 5, 2017                                 Total Change is:   237,218
    78,352     67,919     21,172     30,541        357    -15,032     86,115    140,737     47,212      2,797    -19,593    -10,320     -3,619      4,766
 
Percent of Open Interest Represented by Each Category of Trader
      44.5        3.9       17.8        0.4       17.2        6.8        4.2       22.2       14.9        1.7        2.0        6.2        3.4        9.0
 
Number of Traders in Each Category                                    Total Traders:       314 
        39         38         74          4         38         36         46         93        111         13         21         24
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Traders in Financial Futures - Futures Only Positions as of December 12, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    26,541
Positions
     5,654      6,286        372        103      8,074        123      7,550      7,167         12     12,682      4,362         30         15        115
 
Changes from:       December 5, 2017                                 Total Change is:    -1,448
       224     -1,630        292        -39       -285        -26     -1,956        261         -3         35        -40         25          0        -42
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       23.7        1.4        0.4       30.4        0.5       28.4       27.0        0.0       47.8       16.4        0.1        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          5          .          .         12          .          6         11          .          5          5          .
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Traders in Financial Futures - Futures Only Positions as of December 12, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                         
CFTC Code #246606                                                    Open Interest is    22,799
Positions
       708      6,066        913         69      4,771        377     20,281      7,413          0        253      3,017        136         62        106
 
Changes from:       December 5, 2017                                 Total Change is:        83
      -642        276        877          0        -44         -6        409       -576       -176       -186        -48       -195          2        -25
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       26.6        4.0        0.3       20.9        1.7       89.0       32.5        0.0        1.1       13.2        0.6        0.3        0.5
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          5          .          .          7          .          4         11          0          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 12, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    43,885
Positions
       568      3,035      3,611     11,981      5,867      1,159      4,219     26,330      1,384     12,884        519          0      8,079      1,980
 
Changes from:       December 5, 2017                                 Total Change is:    -1,404
        16      1,270      2,994       -305     -1,821        343        297      1,185     -4,369        -47       -744         -4       -329       -258
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        6.9        8.2       27.3       13.4        2.6        9.6       60.0        3.2       29.4        1.2        0.0       18.4        4.5
 
Number of Traders in Each Category                                    Total Traders:       131 
         .          4          .         13          7          .         22         31         15         47          .          0
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Traders in Financial Futures - Futures Only Positions as of December 12, 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   651,180
Positions
   128,722     53,800     25,527     91,488     87,114    121,637    100,090    177,140    109,965     15,091     12,238     25,378     33,282     38,381
 
Changes from:       December 5, 2017                                 Total Change is:    28,408
    13,538     -1,435      5,051    -20,320      7,464      3,945     14,568      1,457      9,578      3,891      3,692     -2,530        687      1,186
 
Percent of Open Interest Represented by Each Category of Trader
      19.8        8.3        3.9       14.0       13.4       18.7       15.4       27.2       16.9        2.3        1.9        3.9        5.1        5.9
 
Number of Traders in Each Category                                    Total Traders:       272 
        20          8         18         23         35         26         52         79         65         22         20         32
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Traders in Financial Futures - Futures Only Positions as of December 12, 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    56,004
Positions
       946     21,776          0     38,932        177        166     10,372     31,322      2,394      3,102        128          0         92         41
 
Changes from:       December 5, 2017                                 Total Change is:   -11,216
         5          0          0      1,000          4          0    -12,654    -13,550      2,309     -1,849          0          0        -27         21
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       38.9        0.0       69.5        0.3        0.3       18.5       55.9        4.3        5.5        0.2        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          0          8          .          .         10          8          .         11          .          0
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Updated December 15, 2017