Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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   171,861
Positions
    12,245     82,228     10,508     37,166      8,979      1,711     43,642     20,199     18,947      7,612      2,686      1,098     38,933     25,507
 
Changes from:       November 28, 2017                                Total Change is:     1,497
     5,196     -2,303        140     -5,439        355       -364        -24        -10        953      1,486       -113        462       -914      2,378
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       47.8        6.1       21.6        5.2        1.0       25.4       11.8       11.0        4.4        1.6        0.6       22.7       14.8
 
Number of Traders in Each Category                                    Total Traders:        92 
         5          8          8         14          7          5         29         14         20          7          7          5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    83,556
Positions
    44,394      5,272        610      1,042      7,507          0     27,432     42,042      3,733          0      1,680          0      6,345     22,711
 
Changes from:       November 28, 2017                                Total Change is:     1,519
       -15      1,211         46         35        629          0        365       -412        871          0          0          0        216       -826
 
Percent of Open Interest Represented by Each Category of Trader
      53.1        6.3        0.7        1.2        9.0        0.0       32.8       50.3        4.5        0.0        2.0        0.0        7.6       27.2
 
Number of Traders in Each Category                                    Total Traders:        49 
         6          5          .          .          6          0         12         17          7          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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   264,176
Positions
    42,037     20,067     24,550     23,298     74,023      7,144     73,022     47,351     50,943      2,063      8,389      3,446     37,673     28,262
 
Changes from:       November 28, 2017                                Total Change is:    32,344
    -4,741      4,043        -27      5,243      1,876      1,023     12,849     10,265     12,874        720       -300        143      4,260      2,447
 
Percent of Open Interest Represented by Each Category of Trader
      15.9        7.6        9.3        8.8       28.0        2.7       27.6       17.9       19.3        0.8        3.2        1.3       14.3       10.7
 
Number of Traders in Each Category                                    Total Traders:       132 
         9          8         12         15         23          8         36         32         31          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   280,291
Positions
   139,695     14,782     22,987     22,107     31,330      8,870     32,230    128,841     31,413         21      1,273      2,596     20,371     38,198
 
Changes from:       November 28, 2017                                Total Change is:    -7,154
    -8,340     -3,931      1,134        374     -4,341     -1,309         25      3,368      1,719         21       -264        -14       -765     -3,517
 
Percent of Open Interest Represented by Each Category of Trader
      49.8        5.3        8.2        7.9       11.2        3.2       11.5       46.0       11.2        0.0        0.5        0.9        7.3       13.6
 
Number of Traders in Each Category                                    Total Traders:       124 
        11          8         13         13         19         10         19         47         23          .          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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   600,891
Positions
    43,411    212,729     45,954    237,168    100,160     23,434     60,493     66,242     81,716     16,251      8,385      6,880     85,585     55,392
 
Changes from:       November 28, 2017                                Total Change is:     4,277
     2,191     -1,763      5,504     -2,899      1,871       -423        592     -1,485      1,715     -2,175     -1,287        220       -447        -74
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       35.4        7.6       39.5       16.7        3.9       10.1       11.0       13.6        2.7        1.4        1.1       14.2        9.2
 
Number of Traders in Each Category                                    Total Traders:       261 
        18         18         17         73         34         40         41         38         37         23         15         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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    40,239
Positions
     1,928     25,103          0     21,756      3,581      1,575          0      3,952        907        538      1,274          5     13,530      3,842
 
Changes from:       November 28, 2017                                Total Change is:     1,551
         0        201          0      1,410      2,284       -385       -560     -1,276        174        118          0          0        794        553
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       62.4        0.0       54.1        8.9        3.9        0.0        9.8        2.3        1.3        3.2        0.0       33.6        9.5
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          0         17          .          8          0          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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   162,177
Positions
    31,390     38,007      7,747      5,748     38,285      3,361     71,041     26,877     16,272        194          0        803     25,620     30,824
 
Changes from:       November 28, 2017                                Total Change is:     5,296
     6,211     -2,424         29     -1,124      1,620        -87        930      3,074      1,818       -377          0        149     -2,254      1,118
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       23.4        4.8        3.5       23.6        2.1       43.8       16.6       10.0        0.1        0.0        0.5       15.8       19.0
 
Number of Traders in Each Category                                    Total Traders:        94 
         7          8         10          6         16          7         32         21         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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    51,380
Positions
       151     38,921        999     25,863          0          0     22,503     10,057        123        370        126          0      1,371      1,154
 
Changes from:       November 28, 2017                                Total Change is:     2,368
         0        409        742      1,436          0          0        103      1,051        -29        243        126          0       -127         69
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       75.8        1.9       50.3        0.0        0.0       43.8       19.6        0.2        0.7        0.2        0.0        2.7        2.2
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          6          .          4          0          0         11          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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   180,137
Positions
    17,096     91,768        377     52,668      9,645        230     97,352     61,438      3,463      1,255      9,531         71      7,624      3,614
 
Changes from:       November 28, 2017                                Total Change is:     7,866
    -1,741      2,558       -313      3,661        506         33      4,306      2,998      1,338       -163        233        -40        785        552
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       50.9        0.2       29.2        5.4        0.1       54.0       34.1        1.9        0.7        5.3        0.0        4.2        2.0
 
Number of Traders in Each Category                                    Total Traders:       141 
         6          7          .         14         11          .         50         35         10          7         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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    17,280
Positions
         0      2,546      2,198      5,705      1,076          0      5,633      8,279      1,160      1,100      1,231         79      1,405        711
 
Changes from:       November 28, 2017                                Total Change is:    -8,997
       -70    -11,426        914        259       -671       -138     -6,111      6,047     -3,795        134        155          0       -190        -83
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       14.7       12.7       33.0        6.2        0.0       32.6       47.9        6.7        6.4        7.1        0.5        8.1        4.1
 
Number of Traders in Each Category                                    Total Traders:        37 
         0          .          .          4          .          0         11          9          .          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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    61,386
Positions
    33,533      9,163        196      1,816      5,333         92     20,171     38,596      1,797        461        797          0      3,320      5,412
 
Changes from:       November 28, 2017                                Total Change is:       126
      -228         27        173        -48        388         85       -487     -1,109        647         86        104          0       -102       -189
 
Percent of Open Interest Represented by Each Category of Trader
      54.6       14.9        0.3        3.0        8.7        0.1       32.9       62.9        2.9        0.8        1.3        0.0        5.4        8.8
 
Number of Traders in Each Category                                    Total Traders:        93 
         9          .          .          7         13          .         21         32         13          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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    22,624
Positions
     7,342     15,200      4,202      6,031        342          0      3,078        917        862        100        155          0      1,009        946
 
Changes from:       November 28, 2017                                Total Change is:       734
      -361          0        452      2,340       -418          0     -2,399        165        721          0          0          0        -19       -186
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       67.2       18.6       26.7        1.5        0.0       13.6        4.1        3.8        0.4        0.7        0.0        4.5        4.2
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          .          .          4          .          0          7          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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    80,714
Positions
     9,766     54,366      1,776     14,204      2,225        251     34,566      5,989      5,447      2,065        467        922     11,718      9,272
 
Changes from:       November 28, 2017                                Total Change is:     3,144
       726      4,357        -88       -826       -750         -3      2,727       -146        -43        363       -673        348        -61        140
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       67.4        2.2       17.6        2.8        0.3       42.8        7.4        6.7        2.6        0.6        1.1       14.5       11.5
 
Number of Traders in Each Category                                    Total Traders:       122 
        12         22         11         19          .          4         39         17         11          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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   161,428
Positions
    19,531    108,732      3,553     28,407      4,449        501     69,132     11,977     10,893      4,130        934      1,845     23,436     18,544
 
Changes from:       November 28, 2017                                Total Change is:     6,288
     1,451      8,714       -175     -1,652     -1,499         -5      5,454       -292        -85        726     -1,346        697       -122        280
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       67.4        2.2       17.6        2.8        0.3       42.8        7.4        6.7        2.6        0.6        1.1       14.5       11.5
 
Number of Traders in Each Category                                    Total Traders:       122 
        12         22         11         19          .          4         39         17         11          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 1,031,363
Positions
    80,216    150,620     83,489    294,448    158,301     86,285    100,961    132,772    199,615     27,184     66,040     46,417    112,746    107,823
 
Changes from:       November 28, 2017                                Total Change is:    18,116
     2,558      6,607     15,080    -13,821     -6,865        596      1,244        598     10,992        916         87         15        534     -8,995
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       14.6        8.1       28.5       15.3        8.4        9.8       12.9       19.4        2.6        6.4        4.5       10.9       10.5
 
Number of Traders in Each Category                                    Total Traders:       714 
        37         45         57        139        101        118        103        128        139         97         64        100
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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   165,720
Positions
    37,075     19,169      8,171     10,482     19,951     10,222      5,776     20,403     43,422      8,373        162      7,272     34,927     36,948
 
Changes from:       November 28, 2017                                Total Change is:   -12,623
      -675      1,175     -1,911        694     -1,852     -5,405       -821      4,444     -4,359       -239       -403       -609        702     -3,703
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       11.6        4.9        6.3       12.0        6.2        3.5       12.3       26.2        5.1        0.1        4.4       21.1       22.3
 
Number of Traders in Each Category                                    Total Traders:        65 
         4         10          7          7          6          5          8         18         23          9          .          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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    22,435
Positions
    20,499      8,248          6          0     11,130         66          0      2,256         78          0          0          0      1,786        651
 
Changes from:       November 28, 2017                                Total Change is:       196
       -13        146          6          0         48          0          0         19          0          0          0          0        203        -23
 
Percent of Open Interest Represented by Each Category of Trader
      91.4       36.8        0.0        0.0       49.6        0.3        0.0       10.1        0.3        0.0        0.0        0.0        8.0        2.9
 
Number of Traders in Each Category                                    Total Traders:        22 
        10          5          .          0          4          .          0          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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    12,715
Positions
     3,410     12,025          3      3,565          0        238      4,044          0          0          0          0          0      1,455        449
 
Changes from:       November 28, 2017                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       94.6        0.0       28.0        0.0        1.9       31.8        0.0        0.0        0.0        0.0        0.0       11.4        3.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          8          .          4          0          .          4          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 4,328,213
Positions
   295,909    737,457    296,390  1,435,167    707,079    364,982    573,404    659,324    683,486    112,340    347,679    177,439    389,096    354,377
 
Changes from:       November 28, 2017                                Total Change is:   153,693
    28,983     39,973     72,136    -68,068    -20,561     25,505     22,102     -7,454     64,976        975     -2,346      7,923       -839    -26,459
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       17.0        6.8       33.2       16.3        8.4       13.2       15.2       15.8        2.6        8.0        4.1        9.0        8.2
 
Number of Traders in Each Category                                    Total Traders:       699 
        37         45         57        137         99        116        101        125        135         90         65         96
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    32,378
Positions
     1,344     30,893          0     10,955        517        536     15,588          0          0        322          0          0      3,633        432
 
Changes from:       November 28, 2017                                Total Change is:       798
       -77        749          0       -883        293          0        793          0          0        322       -330          0        643         86
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       95.4        0.0       33.8        1.6        1.7       48.1        0.0        0.0        1.0        0.0        0.0       11.2        1.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         .         10          0          7          .          .          8          0          0          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    21,477
Positions
    14,923      6,994          1      2,717     12,497        309      1,654        460          0          0        280          0      1,873        936
 
Changes from:       November 28, 2017                                Total Change is:      -731
      -647      1,032          0        -61     -1,846         18          5        -61          0          0          0          0        -46        126
 
Percent of Open Interest Represented by Each Category of Trader
      69.5       32.6        0.0       12.7       58.2        1.4        7.7        2.1        0.0        0.0        1.3        0.0        8.7        4.4
 
Number of Traders in Each Category                                    Total Traders:        23 
         8          .          .          4          5          .          .          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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    93,041
Positions
     4,045     44,582        439     42,037     37,066      2,860     29,053      4,347        575          0        260          0     14,032      2,912
 
Changes from:       November 28, 2017                                Total Change is:      -621
       -38        582         -8       -341        464       -260       -428       -580       -388          0          0          0        842       -431
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       47.9        0.5       45.2       39.8        3.1       31.2        4.7        0.6        0.0        0.3        0.0       15.1        3.1
 
Number of Traders in Each Category                                    Total Traders:        91 
         .         12          .         29         19         13         20          7          6          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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    65,409
Positions
    12,144     13,817      2,998     14,826     12,539        900     18,476     18,362      3,372      2,536      4,091      1,352      8,804      7,978
 
Changes from:       November 28, 2017                                Total Change is:     2,561
      -847     -1,102       -368        543        767        119        791      3,974        215        936       -509        -83      1,255       -452
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       21.1        4.6       22.7       19.2        1.4       28.2       28.1        5.2        3.9        6.3        2.1       13.5       12.2
 
Number of Traders in Each Category                                    Total Traders:       301 
        17         24          8         46         31         22         57         70         30         28         28         17
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   327,043
Positions
    60,722     69,086     14,989     74,132     62,694      4,499     92,379     91,810     16,860     12,682     20,455      6,761     44,018     39,889
 
Changes from:       November 28, 2017                                Total Change is:    12,807
    -4,234     -5,512     -1,839      2,716      3,834        597      3,954     19,869      1,076      4,678     -2,543       -416      6,274     -2,261
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       21.1        4.6       22.7       19.2        1.4       28.2       28.1        5.2        3.9        6.3        2.1       13.5       12.2
 
Number of Traders in Each Category                                    Total Traders:       301 
        17         24          8         46         31         22         57         70         30         28         28         17
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   597,819
Positions
    36,834    219,139      5,493    259,834    191,262     36,891    201,727    112,531     14,191     18,303      3,403      1,162     23,384     13,747
 
Changes from:       November 28, 2017                                Total Change is:    24,194
     2,479      4,687        387      2,695     38,375        809     16,528    -15,075      1,532       -977     -5,961        139        602       -698
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       36.7        0.9       43.5       32.0        6.2       33.7       18.8        2.4        3.1        0.6        0.2        3.9        2.3
 
Number of Traders in Each Category                                    Total Traders:       303 
        17         28         12         74         45         34         69         49         29         13          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                                                                             
CFTC Code #23977A                                                    Open Interest is    68,798
Positions
    36,080     34,508      3,341      9,433     10,866        157      9,108     10,397        101      2,146      1,614        255      8,176      7,559
 
Changes from:       November 28, 2017                                Total Change is:    -1,340
    -1,237         49        374      2,133       -156         -9     -2,675     -1,593       -107        206        480          6        -31       -383
 
Percent of Open Interest Represented by Each Category of Trader
      52.4       50.2        4.9       13.7       15.8        0.2       13.2       15.1        0.1        3.1        2.3        0.4       11.9       11.0
 
Number of Traders in Each Category                                    Total Traders:        79 
        17         14          .         13          4          .          9         12          .          5          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    56,633
Positions
     1,808     27,853      3,262     19,837      1,504        310      7,516      3,936      4,156      2,302      4,352      3,117     14,325      8,143
 
Changes from:       November 28, 2017                                Total Change is:    14,534
      -413         -3      3,254       -521       -650       -156        796      1,090      4,000       -751       -390      3,117      5,208      4,272
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       49.2        5.8       35.0        2.7        0.5       13.3        7.0        7.3        4.1        7.7        5.5       25.3       14.4
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          8          .         14          .          4          9          7          6          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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    82,159
Positions
     8,380     22,782      3,835     24,680      3,239        824     11,610     19,858      3,303      1,776        953         15     27,736     27,350
 
Changes from:       November 28, 2017                                Total Change is:    19,415
    -1,143      1,252      2,502       -925        595        246        394        727      2,276       -417     -1,079         15     16,467     12,881
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       27.7        4.7       30.0        3.9        1.0       14.1       24.2        4.0        2.2        1.2        0.0       33.8       33.3
 
Number of Traders in Each Category                                    Total Traders:        90 
        13         13          7         15          5          6         19         22         14          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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   293,335
Positions
    17,982    182,978     10,864    155,766     69,055     15,085     56,426      3,835      5,112     23,529      1,280          0      8,571      5,126
 
Changes from:       November 28, 2017                                Total Change is:     4,486
       865       -817      7,096    -22,915       -509        470      2,286     -3,018      1,720     15,727          8          0       -763       -464
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       62.4        3.7       53.1       23.5        5.1       19.2        1.3        1.7        8.0        0.4        0.0        2.9        1.7
 
Number of Traders in Each Category                                    Total Traders:       154 
        13          7          9         55         28         20         37          6         11          4          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,026,389
Positions
    73,000    695,865     31,615    543,285    151,555     61,521    215,463     33,414     25,632     44,585     14,835        833     30,456     11,120
 
Changes from:       November 28, 2017                                Total Change is:       862
    15,754       -118     12,743    -21,245    -15,929     -3,168     -3,723      2,990      4,875     -4,801     -1,406         13        414        862
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       67.8        3.1       52.9       14.8        6.0       21.0        3.3        2.5        4.3        1.4        0.1        3.0        1.1
 
Number of Traders in Each Category                                    Total Traders:       379 
        28         22         15        137         49         44         76         23         25         36          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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    99,784
Positions
    18,201     35,516     63,633     10,569          0          5      5,564          0        598        170         30          0      1,044          2
 
Changes from:       November 28, 2017                                Total Change is:       720
      -180       -145        865         -5          0          0       -960          0          0          0          0          0      1,000          0
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       35.6       63.8       10.6        0.0        0.0        5.6        0.0        0.6        0.2        0.0        0.0        1.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        28 
         .         12          8          5          0          .          4          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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   885,467
Positions
     8,871     52,523     26,735    284,795    242,484    146,765    129,656     95,057     96,229     14,715     44,504      6,959    170,743    174,210
 
Changes from:       November 28, 2017                                Total Change is:   -14,480
    -2,825    -13,689     10,557      7,553     26,483      4,887     14,049      8,472    -23,048      1,381     -9,544      1,185    -28,218    -19,783
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        5.9        3.0       32.2       27.4       16.6       14.6       10.7       10.9        1.7        5.0        0.8       19.3       19.7
 
Number of Traders in Each Category                                    Total Traders:       177 
         6         20         18         39         33         37         32         30         44          6         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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   899,338
Positions
     4,974    128,310      2,625    476,151     91,623    139,736     66,450    391,806     44,470     36,940      8,167      1,152    126,840     91,449
 
Changes from:       November 28, 2017                                Total Change is:   -55,525
       -13        168     -6,937     17,941      7,634    -10,469      3,604      2,566    -25,190        882      1,522     -1,900    -33,443    -22,919
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       14.3        0.3       52.9       10.2       15.5        7.4       43.6        4.9        4.1        0.9        0.1       14.1       10.2
 
Number of Traders in Each Category                                    Total Traders:       121 
         .         12          6         46         18         37         19         17         23          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 1,823,747
Positions
    79,664    182,149     12,551    497,340    406,174    206,888    515,634    473,064    125,408    259,908    246,230      6,750    119,604    164,533
 
Changes from:       November 28, 2017                                Total Change is:   -44,556
     5,508     20,919    -16,857     37,454      6,700    -16,575    -68,173     -6,393     -6,934     58,806     -4,210    -13,152    -24,635     -8,054
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       10.0        0.7       27.3       22.3       11.3       28.3       25.9        6.9       14.3       13.5        0.4        6.6        9.0
 
Number of Traders in Each Category                                    Total Traders:       303 
        18         25         15         69         41         54         60         51         50         20         19          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,819,487
Positions
   141,315    169,820    163,935  1,282,833    929,419    585,964    436,498    787,317    428,689    372,746    130,536     63,652    343,856    560,156
 
Changes from:       November 28, 2017                                Total Change is:  -285,073
    19,543    -41,858    -37,498     38,743     19,231      6,371   -131,943    -24,162    -34,819     27,384      1,103     -5,844   -167,010   -167,596
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        4.4        4.3       33.6       24.3       15.3       11.4       20.6       11.2        9.8        3.4        1.7        9.0       14.7
 
Number of Traders in Each Category                                    Total Traders:       400 
        22         33         38         64         98         84         50         84         83         21         28         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   530,075
Positions
    29,205     32,900      5,126    119,989    170,352     44,651    201,114     84,931     22,894     18,593     17,086          0     88,503    152,135
 
Changes from:       November 28, 2017                                Total Change is:    44,330
     8,426     21,804        -99     -2,883      7,062      4,103     43,499     35,201     -4,086      5,484     -2,928       -476     -9,638    -16,251
 
Percent of Open Interest Represented by Each Category of Trader
       5.5        6.2        1.0       22.6       32.1        8.4       37.9       16.0        4.3        3.5        3.2        0.0       16.7       28.7
 
Number of Traders in Each Category                                    Total Traders:        85 
         4          8          .         16         27         28         14         10          9          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,232,714
Positions
   124,150    200,703     89,891  1,523,874    687,382    441,706    324,587    843,837    250,591    195,076    256,035     19,846    262,992    442,723
 
Changes from:       November 28, 2017                                Total Change is:  -289,383
    39,367    -76,420    -12,350     37,271     92,389    -47,707    -72,483     -4,792   -144,371     11,041    -12,128    -13,518    -86,633    -70,486
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        6.2        2.8       47.1       21.3       13.7       10.0       26.1        7.8        6.0        7.9        0.6        8.1       13.7
 
Number of Traders in Each Category                                    Total Traders:       313 
        15         27         24         59         60         70         42         65         62         23         22         11
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 1,422,179
Positions
   447,426    213,719    455,507     10,347      6,067     68,202     45,025    278,786    246,264     57,251     32,903     60,899     31,258     59,832
 
Changes from:       November 28, 2017                                Total Change is:   -98,127
   -10,854    -45,098    -62,237     -1,943       -603     -4,900     -6,978     34,569    -25,727     17,936      5,993        488     -3,912       -612
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       15.0       32.0        0.7        0.4        4.8        3.2       19.6       17.3        4.0        2.3        4.3        2.2        4.2
 
Number of Traders in Each Category                                    Total Traders:       153 
        24         34         47          .          4          7         21         39         44          7         13         12
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 is26,872,536
Positions
 6,547,374    607,934  4,480,324    113,462  2,886,659  1,916,616    526,474  2,510,634 10,585,450    119,108    491,690  2,034,053    549,675  1,359,175
 
Changes from:       November 28, 2017                                Total Change is: 1,686,260
   -16,065     32,625    118,576     69,147   -142,443    183,471   -102,785    -36,224  1,217,180   -102,788    -88,884    367,469    -47,945     34,491
 
Percent of Open Interest Represented by Each Category of Trader
      24.4        2.3       16.7        0.4       10.7        7.1        2.0        9.3       39.4        0.4        1.8        7.6        2.0        5.1
 
Number of Traders in Each Category                                    Total Traders:       339 
        38         35         71         10         39         44         56        105        124         18         29         33
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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    27,989
Positions
     5,430      7,916         80        142      8,359        149      9,506      6,906         15     12,647      4,402          5         15        157
 
Changes from:       November 28, 2017                                Total Change is:       346
         0        609         80       -222       -117          0        178       -322         15        302         11          0         -7         70
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       28.3        0.3        0.5       29.9        0.5       34.0       24.7        0.1       45.2       15.7        0.0        0.1        0.6
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          6          .          .         12          .          9          9          .          5          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                         
CFTC Code #246606                                                    Open Interest is    22,716
Positions
     1,350      5,790         36         69      4,815        383     19,872      7,989        176        439      3,065        331         60        131
 
Changes from:       November 28, 2017                                Total Change is:    -1,606
      -834        339         36          0     -1,222        -18     -1,233       -745        147        300        -77        -26         22        -40
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       25.5        0.2        0.3       21.2        1.7       87.5       35.2        0.8        1.9       13.5        1.5        0.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          5          .          .          8          .          .         10          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    45,410
Positions
       552      1,765        617     12,286      7,688        816      3,922     25,133      5,805     12,874      1,263         68      8,471      2,255
 
Changes from:       November 28, 2017                                Total Change is:     1,764
        -3        176        617       -218        135          1     -5,992      1,310      2,767      4,046     -3,033       -102        647       -108
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        3.9        1.4       27.1       16.9        1.8        8.6       55.3       12.8       28.4        2.8        0.1       18.7        5.0
 
Number of Traders in Each Category                                    Total Traders:       142 
         .          4          .         12          8          .         17         44         17         47          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   622,772
Positions
   115,184     55,235     20,476    111,808     79,650    117,692     85,522    175,683    100,387     11,200      8,546     27,908     32,595     37,195
 
Changes from:       November 28, 2017                                Total Change is:    -9,344
       804     -1,564     -7,730      3,097    -12,107      4,903    -17,173     -2,658      2,816     -8,124        699      8,405      3,658     -2,108
 
Percent of Open Interest Represented by Each Category of Trader
      18.5        8.9        3.3       18.0       12.8       18.9       13.7       28.2       16.1        1.8        1.4        4.5        5.2        6.0
 
Number of Traders in Each Category                                    Total Traders:       259 
        18         10         18         22         36         26         47         77         63         17         18         23
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Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    67,220
Positions
       941     21,776          0     37,932        173        166     23,026     44,872         85      4,951        128          0        119         20
 
Changes from:       November 28, 2017                                Total Change is:   -15,056
        20          0          0       -310          3          0    -13,304    -15,078          0     -1,457          0          0         -5         19
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       32.4        0.0       56.4        0.3        0.2       34.3       66.8        0.1        7.4        0.2        0.0        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0          7          .          .         10          6          .         11          .          0
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Updated December 8, 2017