Traders in Financial Futures - Options and Futures Combined 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   165,499
Positions
    16,251     79,621      8,971     34,350     10,004      1,897     43,511     17,892     16,160      5,957      4,152        957     37,445     25,844
 
Changes from:       December 5, 2017                                 Total Change is:    -6,362
     4,005     -2,606     -1,537     -2,816      1,025        186       -131     -2,307     -2,787     -1,655      1,466       -141     -1,487        337
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       48.1        5.4       20.8        6.0        1.1       26.3       10.8        9.8        3.6        2.5        0.6       22.6       15.6
 
Number of Traders in Each Category                                    Total Traders:        90 
         5          7          6         16          7          6         27         15         21          6          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    95,428
Positions
    50,282      6,014      8,273      1,042      8,854        675     24,830     41,293      4,329          0      1,680          0      5,997     24,310
 
Changes from:       December 5, 2017                                 Total Change is:    11,872
     5,888        742      7,663          0      1,347        675     -2,602       -749        596          0          0          0       -347      1,599
 
Percent of Open Interest Represented by Each Category of Trader
      52.7        6.3        8.7        1.1        9.3        0.7       26.0       43.3        4.5        0.0        1.8        0.0        6.3       25.5
 
Number of Traders in Each Category                                    Total Traders:        52 
         6          6          4          .          7          .         14         15          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   246,338
Positions
    43,143     26,750     30,327     27,535     70,059      6,163     64,691     38,648     32,887      1,967      8,391      2,325     37,299     30,786
 
Changes from:       December 5, 2017                                 Total Change is:   -17,838
     1,106      6,683      5,777      4,237     -3,964       -981     -8,331     -8,703    -18,055        -96          2     -1,121       -374      2,524
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       10.9       12.3       11.2       28.4        2.5       26.3       15.7       13.4        0.8        3.4        0.9       15.1       12.5
 
Number of Traders in Each Category                                    Total Traders:       128 
         9          8         14         16         21          8         35         31         31          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   277,235
Positions
   137,454     13,518     18,990     21,629     32,576     12,035     34,922    122,472     31,459        429      1,314      1,550     18,767     43,320
 
Changes from:       December 5, 2017                                 Total Change is:    -3,056
    -2,241     -1,264     -3,997       -478      1,246      3,165      2,692     -6,369         46        408         41     -1,046     -1,604      5,122
 
Percent of Open Interest Represented by Each Category of Trader
      49.6        4.9        6.8        7.8       11.8        4.3       12.6       44.2       11.3        0.2        0.5        0.6        6.8       15.6
 
Number of Traders in Each Category                                    Total Traders:       125 
        11          8         10         14         21         11         21         42         24          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   580,674
Positions
    43,412    210,982     33,541    235,385    105,546     24,840     63,366     55,963     71,596     17,750      7,472      6,277     84,508     64,459
 
Changes from:       December 5, 2017                                 Total Change is:   -20,217
         1     -1,746    -12,413     -1,783      5,386      1,407      2,873    -10,279    -10,120      1,499       -914       -603     -1,076      9,066
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       36.3        5.8       40.5       18.2        4.3       10.9        9.6       12.3        3.1        1.3        1.1       14.6       11.1
 
Number of Traders in Each Category                                    Total Traders:       253 
        17         19         17         72         32         41         38         37         41         23         13         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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   170,811
Positions
    39,819     37,797      8,151      6,144     41,296      3,249     76,000     31,591     13,559        798          0      1,223     21,868     33,945
 
Changes from:       December 5, 2017                                 Total Change is:     8,634
     8,429       -210        404        396      3,011       -112      4,958      4,714     -2,713        604          0        420     -3,752      3,121
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       22.1        4.8        3.6       24.2        1.9       44.5       18.5        7.9        0.5        0.0        0.7       12.8       19.9
 
Number of Traders in Each Category                                    Total Traders:       100 
         9          9         12          9         14          6         30         23         19          4          0          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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   212,241
Positions
    20,789     93,102        479     66,780     11,513        476     86,917     65,142     28,493        990      9,224        284      7,034      3,528
 
Changes from:       December 5, 2017                                 Total Change is:    32,104
     3,693      1,334        102     14,112      1,868        246    -10,436      3,705     25,030       -266       -308        213       -591        -87
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       43.9        0.2       31.5        5.4        0.2       41.0       30.7       13.4        0.5        4.3        0.1        3.3        1.7
 
Number of Traders in Each Category                                    Total Traders:       135 
         7          6          .         13         10          .         43         36         20          5         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    88,826
Positions
    10,188     54,771      9,089     15,184      2,296        112     32,823      5,349      5,613      1,958      1,093      1,762     12,098      8,741
 
Changes from:       December 5, 2017                                 Total Change is:     8,112
       422        405      7,312        981         72       -139     -1,743       -639        166       -107        626        840        380       -531
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       61.7       10.2       17.1        2.6        0.1       37.0        6.0        6.3        2.2        1.2        2.0       13.6        9.8
 
Number of Traders in Each Category                                    Total Traders:       125 
        14         22         19         17          .          .         40         17         16          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   177,651
Positions
    20,376    109,542     18,177     30,368      4,592        224     65,646     10,699     11,225      3,916      2,186      3,524     24,196     17,482
 
Changes from:       December 5, 2017                                 Total Change is:    16,223
       845        810     14,625      1,961        143       -277     -3,487     -1,278        332       -214      1,252      1,679        760     -1,062
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       61.7       10.2       17.1        2.6        0.1       37.0        6.0        6.3        2.2        1.2        2.0       13.6        9.8
 
Number of Traders in Each Category                                    Total Traders:       125 
        14         22         19         17          .          .         40         17         16          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,146,709
Positions
    83,836    164,419    133,705    297,869    159,281    115,349     84,362    126,481    219,842     27,427     43,138     62,438    121,881    122,055
 
Changes from:       December 5, 2017                                 Total Change is:   115,347
     3,620     13,799     50,216      3,420        981     29,064    -16,599     -6,291     20,227        243    -22,902     16,021      9,135     14,232
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       14.3       11.7       26.0       13.9       10.1        7.4       11.0       19.2        2.4        3.8        5.4       10.6       10.6
 
Number of Traders in Each Category                                    Total Traders:       705 
        37         47         57        136         96        119         95        127        141         98         69        104
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   204,815
Positions
    48,938     30,214     12,987     11,672     20,196     12,940      9,135     20,333     52,682     10,217        341     10,510     35,733     44,612
 
Changes from:       December 5, 2017                                 Total Change is:    39,095
    11,864     11,045      4,817      1,190        244      2,718      3,358        -70      9,260      1,844        179      3,238        806      7,664
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       14.8        6.3        5.7        9.9        6.3        4.5        9.9       25.7        5.0        0.2        5.1       17.4       21.8
 
Number of Traders in Each Category                                    Total Traders:        74 
         5         13          7          7          7          6         11         16         24         10          5         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 4,709,472
Positions
   285,395    781,931    492,682  1,452,269    716,715    490,759    495,933    650,537    716,008    111,405    239,343    234,284    430,737    387,214
 
Changes from:       December 5, 2017                                 Total Change is:   381,259
   -10,514     44,474    196,292     17,101      9,635    125,776    -77,471     -8,787     32,522       -935   -108,336     56,845     41,642     32,837
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       16.6       10.5       30.8       15.2       10.4       10.5       13.8       15.2        2.4        5.1        5.0        9.1        8.2
 
Number of Traders in Each Category                                    Total Traders:       690 
        35         49         56        135         94        116         94        124        138         90         69         99
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    75,875
Positions
    13,769     13,287      4,628     13,469     12,687      7,669     16,302     15,814      8,098      1,820      3,603      1,556      8,564      8,533
 
Changes from:       December 5, 2017                                 Total Change is:    10,467
     1,624       -530      1,630     -1,358        148      6,769     -2,174     -2,548      4,726       -716       -488        204       -239        555
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       17.5        6.1       17.8       16.7       10.1       21.5       20.8       10.7        2.4        4.7        2.1       11.3       11.2
 
Number of Traders in Each Category                                    Total Traders:       291 
        19         22         15         44         33         24         50         63         36         27         31         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   379,376
Positions
    68,844     66,436     23,142     67,344     63,435     38,344     81,510     79,070     40,491      9,101     18,014      7,779     42,821     42,665
 
Changes from:       December 5, 2017                                 Total Change is:    52,333
     8,122     -2,650      8,152     -6,788        741     33,845    -10,869    -12,740     23,631     -3,582     -2,441      1,018     -1,197      2,777
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       17.5        6.1       17.8       16.7       10.1       21.5       20.8       10.7        2.4        4.7        2.1       11.3       11.2
 
Number of Traders in Each Category                                    Total Traders:       291 
        19         22         15         44         33         24         50         63         36         27         31         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   684,853
Positions
    40,253    196,082     50,959    256,452    221,517     45,511    207,681    111,959     25,865     19,606      1,838      2,080     36,446     29,041
 
Changes from:       December 5, 2017                                 Total Change is:    87,034
     3,418    -23,057     45,466     -3,382     30,255      8,620      5,954       -572     11,674      1,303     -1,565        918     13,062     15,295
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       28.6        7.4       37.4       32.3        6.6       30.3       16.3        3.8        2.9        0.3        0.3        5.3        4.2
 
Number of Traders in Each Category                                    Total Traders:       309 
        19         27         15         76         46         47         72         47         38         16          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    73,920
Positions
    37,577     33,346      9,263      5,917     11,106        236      8,644     10,549        670      1,654      1,340        246      9,712      7,164
 
Changes from:       December 5, 2017                                 Total Change is:     5,122
     1,497     -1,162      5,922     -3,516        240         79       -464        152        569       -492       -275         -9      1,536       -394
 
Percent of Open Interest Represented by Each Category of Trader
      50.8       45.1       12.5        8.0       15.0        0.3       11.7       14.3        0.9        2.2        1.8        0.3       13.1        9.7
 
Number of Traders in Each Category                                    Total Traders:        74 
        18         15         12         10          .          .          9         12          6          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 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 - Options and Futures Combined 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 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 - Options and Futures Combined 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 1,198,194
Positions
    82,170    680,251    185,127    560,830    147,645     65,468    189,019     36,384     16,943     45,657     14,481        755     52,226     51,141
 
Changes from:       December 5, 2017                                 Total Change is:   171,805
     9,170    -15,614    153,512     17,545     -3,910      3,947    -26,444      2,970     -8,689      1,072       -354        -78     21,770     40,021
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       56.8       15.5       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         36          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 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 - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is   887,589
Positions
    11,322     69,610     16,297    285,971    252,109    144,379    142,355     90,265    100,310     16,440     38,561      6,913    163,602    169,144
 
Changes from:       December 5, 2017                                 Total Change is:     2,122
     2,451     17,087    -10,438      1,176      9,625     -2,386     12,699     -4,792      4,081      1,725     -5,943        -46     -7,141     -5,066
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        7.8        1.8       32.2       28.4       16.3       16.0       10.2       11.3        1.9        4.3        0.8       18.4       19.1
 
Number of Traders in Each Category                                    Total Traders:       181 
         8         19         18         41         32         37         39         23         45          8         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   900,204
Positions
     5,120    135,356      4,544    476,865     90,193    142,865     63,220    394,924     30,544     37,185      8,167      1,156    138,705     92,456
 
Changes from:       December 5, 2017                                 Total Change is:       866
       146      7,046      1,919        714     -1,430      3,129     -3,230      3,117    -13,926        245          0          4     11,865      1,007
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       15.0        0.5       53.0       10.0       15.9        7.0       43.9        3.4        4.1        0.9        0.1       15.4       10.3
 
Number of Traders in Each Category                                    Total Traders:       120 
         .         13          5         45         18         35         19         16         21          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,821,307
Positions
    76,887    181,745      8,176    534,081    388,405    197,998    504,513    477,172    135,219    241,123    251,209      6,970    116,340    174,413
 
Changes from:       December 5, 2017                                 Total Change is:    -2,440
    -2,777       -404     -4,375     36,741    -17,770     -8,890    -11,120      4,108      9,811    -18,786      4,979        220     -3,264      9,880
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       10.0        0.4       29.3       21.3       10.9       27.7       26.2        7.4       13.2       13.8        0.4        6.4        9.6
 
Number of Traders in Each Category                                    Total Traders:       299 
        16         23         12         70         42         56         54         55         48         19         20          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,876,939
Positions
   138,833    160,370    174,741  1,233,563    927,677    583,456    520,510    846,781    409,490    401,903    148,752     68,078    346,365    557,595
 
Changes from:       December 5, 2017                                 Total Change is:    57,452
    -2,482     -9,450     10,806    -49,269     -1,742     -2,507     84,012     59,464    -19,199     29,157     18,216      4,426      2,509     -2,561
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        4.1        4.5       31.8       23.9       15.0       13.4       21.8       10.6       10.4        3.8        1.8        8.9       14.4
 
Number of Traders in Each Category                                    Total Traders:       405 
        23         33         40         63        100         87         53         80         83         26         27         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,209,234
Positions
   111,930    261,705     97,431  1,504,871    646,779    437,103    339,255    802,123    249,067    195,160    257,389     20,916    253,502    436,722
 
Changes from:       December 5, 2017                                 Total Change is:   -23,480
   -12,221     61,002      7,539    -19,003    -40,604     -4,603     14,668    -41,714     -1,524         83      1,354      1,070     -9,490     -6,001
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        8.2        3.0       46.9       20.2       13.6       10.6       25.0        7.8        6.1        8.0        0.7        7.9       13.6
 
Number of Traders in Each Category                                    Total Traders:       314 
        14         29         23         60         60         70         34         70         62         21         26         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,480,673
Positions
   446,913    214,807    481,196     38,154      2,815     70,123     44,217    303,913    249,598     44,266     27,773     72,629     33,577     57,819
 
Changes from:       December 5, 2017                                 Total Change is:    58,494
      -513      1,088     25,689     27,807     -3,252      1,921       -808     25,127      3,334    -12,985     -5,130     11,730      2,319     -2,013
 
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is27,255,494
Positions
 6,634,861    713,533  4,529,090    127,363  2,945,788  1,900,291    555,348  2,449,584 10,920,754     92,254    484,691  1,953,393    542,139  1,358,369
 
Changes from:       December 5, 2017                                 Total Change is:   382,958
    87,487    105,598     48,766     13,901     59,129    -16,325     28,874    -61,051    335,305    -26,854     -6,999    -80,660     -7,536       -806
 
Percent of Open Interest Represented by Each Category of Trader
      24.3        2.6       16.6        0.5       10.8        7.0        2.0        9.0       40.1        0.3        1.8        7.2        2.0        5.0
 
Number of Traders in Each Category                                    Total Traders:       344 
        37         41         75          8         42         44         50        110        129         17         28         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 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          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    43,929
Positions
       568      3,035      3,611     11,981      5,867      1,159      4,219     26,346      1,384     12,884        519          0      8,123      2,008
 
Changes from:       December 5, 2017                                 Total Change is:    -1,481
        16      1,270      2,994       -305     -1,821        343        297      1,213     -4,421         10       -744        -68       -348       -247
 
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       29.3        1.2        0.0       18.5        4.6
 
Number of Traders in Each Category                                    Total Traders:       131 
         .          4          .         13          7          .         22         31         15         47          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated December 15, 2017