Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   172,676
Positions
    15,819     81,942     14,595     32,502      9,776      2,166     50,423     20,525     16,110      6,522      2,719        523     34,016     24,320
 
Changes from:       December 12, 2017                                Total Change is:     7,177
      -432      2,321      5,623     -1,848       -228        270      6,913      2,633        -50        565     -1,433       -435     -3,429     -1,524
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       47.5        8.5       18.8        5.7        1.3       29.2       11.9        9.3        3.8        1.6        0.3       19.7       14.1
 
Number of Traders in Each Category                                    Total Traders:        92 
         .         10          8         14          7          6         30         17         21          8          4          5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    79,215
Positions
    33,310      3,541         42        621      9,547        675     37,724     40,902        327          0      1,680          0      6,516     22,501
 
Changes from:       December 12, 2017                                Total Change is:   -16,213
   -16,972     -2,473     -8,231       -421        693          0     12,894       -391     -4,002          0          0          0        519     -1,809
 
Percent of Open Interest Represented by Each Category of Trader
      42.1        4.5        0.1        0.8       12.1        0.9       47.6       51.6        0.4        0.0        2.1        0.0        8.2       28.4
 
Number of Traders in Each Category                                    Total Traders:        48 
         5          4          .          .          8          .         13         16          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   222,564
Positions
    48,734     33,583     13,699     29,690     71,752      6,364     60,095     33,181     27,962      1,866      8,039      1,602     32,551     26,382
 
Changes from:       December 12, 2017                                Total Change is:   -23,774
     5,591      6,833    -16,628      2,155      1,693        200     -4,595     -5,467     -4,925       -101       -353       -724     -4,748     -4,404
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       15.1        6.2       13.3       32.2        2.9       27.0       14.9       12.6        0.8        3.6        0.7       14.6       11.9
 
Number of Traders in Each Category                                    Total Traders:       124 
         9          7         10         19         20          8         32         30         26          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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   248,493
Positions
   121,237     12,755      9,352     22,394     30,798     12,091     46,205    123,173     17,528         18      1,161      1,518     18,149     40,116
 
Changes from:       December 12, 2017                                Total Change is:   -28,742
   -16,217       -763     -9,638        765     -1,778         57     11,283        701    -13,932       -411       -153        -32       -618     -3,205
 
Percent of Open Interest Represented by Each Category of Trader
      48.8        5.1        3.8        9.0       12.4        4.9       18.6       49.6        7.1        0.0        0.5        0.6        7.3       16.1
 
Number of Traders in Each Category                                    Total Traders:       117 
         8          8         11         15         21         11         24         36         22          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   561,933
Positions
    48,645    210,940     29,440    234,936    105,474     25,516     59,950     67,850     56,647     18,455      8,123      5,453     82,891     52,491
 
Changes from:       December 12, 2017                                Total Change is:   -18,741
     5,234        -42     -4,100       -449        -72        675     -3,415     11,888    -14,949        704        651       -824     -1,617    -11,967
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       37.5        5.2       41.8       18.8        4.5       10.7       12.1       10.1        3.3        1.4        1.0       14.8        9.3
 
Number of Traders in Each Category                                    Total Traders:       262 
        20         16         16         74         30         40         46         36         36         23         17         10
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    37,775
Positions
       626     23,689         10     21,494      4,071      1,517        448      3,527        664        538        922         10     12,468      3,365
 
Changes from:       December 12, 2017                                Total Change is:    -8,043
    -1,026     -1,414     -5,316         80        -90         44       -169        137       -420          0          0       -347       -889       -637
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       62.7        0.0       56.9       10.8        4.0        1.2        9.3        1.8        1.4        2.4        0.0       33.0        8.9
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .         17          .          9          .          4          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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   120,783
Positions
    36,671      5,554      4,419      5,596     39,276      3,018     39,690     28,380      9,326        245        363        893     20,927     29,555
 
Changes from:       December 12, 2017                                Total Change is:   -50,028
    -3,148    -32,243     -3,733       -548     -2,020       -231    -36,310     -3,211     -4,234       -553        363       -330       -941     -4,390
 
Percent of Open Interest Represented by Each Category of Trader
      30.4        4.6        3.7        4.6       32.5        2.5       32.9       23.5        7.7        0.2        0.3        0.7       17.3       24.5
 
Number of Traders in Each Category                                    Total Traders:        90 
        10          6          8          6         17          5         25         22         12          .          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    54,240
Positions
       151     45,050        227     27,824          0          0     23,940      7,696         44        400        100          0      1,654      1,123
 
Changes from:       December 12, 2017                                Total Change is:   -10,565
         0      6,083    -13,705      1,653          0         -8      1,631     -2,813         44         16        -50          0       -196       -116
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       83.1        0.4       51.3        0.0        0.0       44.1       14.2        0.1        0.7        0.2        0.0        3.0        2.1
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          6          .          4          0          0         12          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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   182,645
Positions
    19,977     76,433        863     70,470      9,100        145     81,159     79,806      3,555      1,513      8,858          0      4,964      3,886
 
Changes from:       December 12, 2017                                Total Change is:   -29,596
      -812    -16,669        384      3,690     -2,413       -331     -5,758     14,664    -24,939        523       -366       -284     -2,070        358
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       41.8        0.5       38.6        5.0        0.1       44.4       43.7        1.9        0.8        4.8        0.0        2.7        2.1
 
Number of Traders in Each Category                                    Total Traders:       129 
         5          6          4         12         10          .         33         45         10          7         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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    20,142
Positions
       252      1,749      2,814      5,497      3,892          0      7,503      8,511      1,167      1,261      1,071         79      1,569        859
 
Changes from:       December 12, 2017                                Total Change is:     1,377
       252       -314        616        -35      2,046          0        717       -848       -128         15        -81          0        -60         86
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        8.7       14.0       27.3       19.3        0.0       37.3       42.3        5.8        6.3        5.3        0.4        7.8        4.3
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          .          .          .          0         13          8          .          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    48,385
Positions
    31,978        156          0      1,709      6,745          8     11,573     35,738        447        110        611          0      2,560      4,680
 
Changes from:       December 12, 2017                                Total Change is:   -25,807
    -2,722     -8,694     -8,538       -248     -1,139         -1     -8,211       -374     -3,335        110         20        -79     -2,783     -3,667
 
Percent of Open Interest Represented by Each Category of Trader
      66.1        0.3        0.0        3.5       13.9        0.0       23.9       73.9        0.9        0.2        1.3        0.0        5.3        9.7
 
Number of Traders in Each Category                                    Total Traders:        79 
         8          .          0          7         11          .         20         28          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    13,093
Positions
     3,299      5,981          0      7,086        213          0      1,394      5,820        294          0          0          0      1,020        785
 
Changes from:       December 12, 2017                                Total Change is:   -11,279
    -4,047     -9,132     -5,280        839        -28          0     -1,602      4,525     -1,088          0       -155          0       -101       -121
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       45.7        0.0       54.1        1.6        0.0       10.6       44.5        2.2        0.0        0.0        0.0        7.8        6.0
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          .          .          0          5          9          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    73,632
Positions
     6,712     51,826      1,540     15,255      3,421        156     30,814      4,876      3,985      2,270        450        651     12,250      6,727
 
Changes from:       December 12, 2017                                Total Change is:   -15,194
    -3,476     -2,945     -7,549         71      1,125         44     -2,009       -474     -1,628        312       -643     -1,110        152     -2,014
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       70.4        2.1       20.7        4.6        0.2       41.8        6.6        5.4        3.1        0.6        0.9       16.6        9.1
 
Number of Traders in Each Category                                    Total Traders:       115 
        13         21          6         19          4          4         34         14         11          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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   147,263
Positions
    13,424    103,652      3,080     30,509      6,841        312     61,628      9,751      7,969      4,539        900      1,303     24,499     13,455
 
Changes from:       December 12, 2017                                Total Change is:   -30,388
    -6,952     -5,890    -15,097        141      2,249         88     -4,018       -948     -3,256        624     -1,286     -2,221        303     -4,027
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       70.4        2.1       20.7        4.6        0.2       41.8        6.6        5.4        3.1        0.6        0.9       16.6        9.1
 
Number of Traders in Each Category                                    Total Traders:       115 
        13         21          6         19          4          4         34         14         11          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   858,577
Positions
    43,008    150,468     34,657    317,372    160,461     72,282     75,185    115,736    147,633     25,712     38,675     44,949     97,779     93,716
 
Changes from:       December 12, 2017                                Total Change is:  -288,132
   -40,828    -13,950    -99,048     19,504      1,180    -43,067     -9,177    -10,745    -72,209     -1,716     -4,463    -17,489    -24,101    -28,339
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       17.5        4.0       37.0       18.7        8.4        8.8       13.5       17.2        3.0        4.5        5.2       11.4       10.9
 
Number of Traders in Each Category                                    Total Traders:       691 
        30         46         39        146        101        110         90        123        119         95         60         97
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is   116,954
Positions
    13,499      9,211      6,716      9,638     16,085      8,911      1,536      8,488     33,722      4,797        531      8,479     29,655     24,811
 
Changes from:       December 12, 2017                                Total Change is:   -87,861
   -35,439    -21,003     -6,271     -2,034     -4,111     -4,029     -7,598    -11,845    -18,959     -5,420        190     -2,032     -6,078    -19,801
 
Percent of Open Interest Represented by Each Category of Trader
      11.5        7.9        5.7        8.2       13.8        7.6        1.3        7.3       28.8        4.1        0.5        7.2       25.4       21.2
 
Number of Traders in Each Category                                    Total Traders:        59 
         5          4          4          6          7          5          6         16         19          8          7         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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    10,429
Positions
       635      9,650          2      4,167          0        238      4,104          0          0          0          0          0      1,283        539
 
Changes from:       December 12, 2017                                Total Change is:    -4,754
    -3,256     -2,191     -2,487      1,201          0         32         20          0          0          0          0          0       -264       -108
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       92.5        0.0       40.0        0.0        2.3       39.4        0.0        0.0        0.0        0.0        0.0       12.3        5.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          9          .          6          0          .          4          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 3,708,115
Positions
   196,282    755,026     90,964  1,540,844    724,052    314,681    390,291    558,290    547,506    107,931    194,079    178,994    340,622    344,522
 
Changes from:       December 12, 2017                                Total Change is:-1,001,357
   -89,113    -26,905   -401,718     88,575      7,337   -176,077   -105,642    -92,247   -168,502     -3,474    -45,264    -55,290    -90,115    -42,692
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       20.4        2.5       41.6       19.5        8.5       10.5       15.1       14.8        2.9        5.2        4.8        9.2        9.3
 
Number of Traders in Each Category                                    Total Traders:       675 
        30         46         38        145         99        108         93        115        116         89         58         91
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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    34,348
Positions
     2,733     33,141          0     11,417        279        344     15,769          0          0        589          0          0      3,496        584
 
Changes from:       December 12, 2017                                Total Change is:   -10,850
     1,205      1,521    -12,128       -213       -270       -192        181          0          0          0          0          0        297        219
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       96.5        0.0       33.2        0.8        1.0       45.9        0.0        0.0        1.7        0.0        0.0       10.2        1.7
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          9          0          7          .          .          8          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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    23,734
Positions
    17,469      9,597          0      2,546     12,257        309      1,886        460          0          0        280          0      1,524        831
 
Changes from:       December 12, 2017                                Total Change is:   -14,552
     2,241      2,603    -16,710          4       -140          0        232          0          0          0          0          0       -319       -305
 
Percent of Open Interest Represented by Each Category of Trader
      73.6       40.4        0.0       10.7       51.6        1.3        7.9        1.9        0.0        0.0        1.2        0.0        6.4        3.5
 
Number of Traders in Each Category                                    Total Traders:        21 
         6          .          0          4          6          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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    92,665
Positions
     4,105     46,421        441     42,133     34,048      4,249     27,980      3,616        377          0        260          0     13,380      3,253
 
Changes from:       December 12, 2017                                Total Change is:   -12,737
        12      1,351    -11,149     -2,243     -1,994        895        647       -251        -75          0          0          0       -824     -1,514
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       50.1        0.5       45.5       36.7        4.6       30.2        3.9        0.4        0.0        0.3        0.0       14.4        3.5
 
Number of Traders in Each Category                                    Total Traders:        91 
         4         10          .         31         18         14         20          7          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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    56,900
Positions
     7,907     10,430        607     20,573     12,018        661     15,809     20,512      1,925      1,626      3,529        679      7,112      6,539
 
Changes from:       December 12, 2017                                Total Change is:   -18,976
    -5,862     -2,858     -4,022      7,104       -669     -7,007       -493      4,698     -6,173       -194        -74       -877     -1,452     -1,994
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       18.3        1.1       36.2       21.1        1.2       27.8       36.0        3.4        2.9        6.2        1.2       12.5       11.5
 
Number of Traders in Each Category                                    Total Traders:       284 
        15         19          5         44         33         22         53         59         26         20         40         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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   284,498
Positions
    39,535     52,148      3,034    102,864     60,089      3,307     79,043    102,558      9,624      8,131     17,646      3,396     35,562     32,695
 
Changes from:       December 12, 2017                                Total Change is:   -94,878
   -29,309    -14,288    -20,108     35,520     -3,346    -35,037     -2,467     23,488    -30,867       -969       -368     -4,383     -7,259     -9,970
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       18.3        1.1       36.2       21.1        1.2       27.8       36.0        3.4        2.9        6.2        1.2       12.5       11.5
 
Number of Traders in Each Category                                    Total Traders:       284 
        15         19          5         44         33         22         53         59         26         20         40         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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   590,117
Positions
    34,536    177,154      1,647    255,088    217,285     43,907    201,566    124,676      8,919     19,686      2,379        968     23,801     13,183
 
Changes from:       December 12, 2017                                Total Change is:   -94,736
    -5,717    -18,928    -49,312     -1,364     -4,232     -1,604     -6,115     12,717    -16,947         80        541     -1,112    -12,644    -15,859
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       30.0        0.3       43.2       36.8        7.4       34.2       21.1        1.5        3.3        0.4        0.2        4.0        2.2
 
Number of Traders in Each Category                                    Total Traders:       314 
        18         25          5         83         43         39         75         48         25         15          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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    23,389
Positions
    12,153     11,529        455      1,232        973          0        798      3,680         69      1,195        997        180      7,307      5,506
 
Changes from:       December 12, 2017                                Total Change is:   -50,531
   -25,424    -21,817     -8,808     -4,685    -10,133       -236     -7,846     -6,869       -601       -459       -343        -66     -2,405     -1,658
 
Percent of Open Interest Represented by Each Category of Trader
      52.0       49.3        1.9        5.3        4.2        0.0        3.4       15.7        0.3        5.1        4.3        0.8       31.2       23.5
 
Number of Traders in Each Category                                    Total Traders:        37 
         9          7          .          4          .          0          .          8          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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    38,668
Positions
       960     22,273          6     20,551      1,324        398      6,843      3,610         82      1,646      7,419          0      8,182      3,556
 
Changes from:       December 12, 2017                                Total Change is:       487
       120        550         -2        728          0          8       -728        366          0       -145         -9          0        506       -426
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       57.6        0.0       53.1        3.4        1.0       17.7        9.3        0.2        4.3       19.2        0.0       21.2        9.2
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          4          .         15          .          5          8          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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    52,751
Positions
     1,768     12,620      1,263     25,335      2,086      1,584      9,988     10,650         46      2,553      1,146          0     10,214     23,356
 
Changes from:       December 12, 2017                                Total Change is:     3,178
       -70     -2,175        575        243       -248        284      1,371      1,263        -91        -21         85          0        887      3,485
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       23.9        2.4       48.0        4.0        3.0       18.9       20.2        0.1        4.8        2.2        0.0       19.4       44.3
 
Number of Traders in Each Category                                    Total Traders:        69 
         6         11          5         15          5          6         15         12          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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   287,035
Positions
    21,836    182,262      6,014    170,998     65,022     16,952     36,495      8,404      2,015     23,108      1,284          0      9,617      5,082
 
Changes from:       December 12, 2017                                Total Change is:   -94,349
     3,219     -3,152    -79,367         39     -1,697     -2,546       -761      3,924     -5,037         10        -10          0     -9,906     -6,464
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       63.5        2.1       59.6       22.7        5.9       12.7        2.9        0.7        8.1        0.4        0.0        3.4        1.8
 
Number of Traders in Each Category                                    Total Traders:       151 
         5         14          7         58         26         20         31          9          7          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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   979,945
Positions
    45,542    673,357      5,867    585,848    150,895     63,923    184,148     39,711     20,584     45,470     14,642        957     27,606     10,009
 
Changes from:       December 12, 2017                                Total Change is:  -218,249
   -36,628     -6,894   -179,260     25,018      3,250     -1,545     -4,871      3,327      3,641       -187        161        202    -24,620    -41,132
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       68.7        0.6       59.8       15.4        6.5       18.8        4.1        2.1        4.6        1.5        0.1        2.8        1.0
 
Number of Traders in Each Category                                    Total Traders:       376 
        25         20          9        141         48         46         72         26         18         37          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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    95,928
Positions
    14,473     30,066     65,209      9,637          0          5      5,822          0        618        120         30          0         44          0
 
Changes from:       December 12, 2017                                Total Change is:    -7,081
      -476     -2,686     -4,393     -2,000          0          0       -162          0          0        -50          0          0          0         -2
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       31.3       68.0       10.0        0.0        0.0        6.1        0.0        0.6        0.1        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        28 
         4         12          8          5          0          .          4          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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   929,073
Positions
    12,545     70,133     32,111    275,061    260,961    158,092    145,996     89,446    113,691     18,720     22,014      8,513    164,343    174,112
 
Changes from:       December 12, 2017                                Total Change is:    41,484
     1,223        523     15,814    -10,910      8,852     13,713      3,641       -819     13,381      2,280    -16,548      1,600        741      4,968
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        7.5        3.5       29.6       28.1       17.0       15.7        9.6       12.2        2.0        2.4        0.9       17.7       18.7
 
Number of Traders in Each Category                                    Total Traders:       187 
         8         19         19         42         33         39         34         32         48          9         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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   889,850
Positions
     5,136    130,827        359    477,552     90,229    147,528     67,919    391,707     24,638     39,384      8,919      1,156    126,179     94,487
 
Changes from:       December 12, 2017                                Total Change is:   -10,354
        16     -4,529     -4,185        686         36      4,663      4,699     -3,217     -5,906      2,199        752          0    -12,526      2,031
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       14.7        0.0       53.7       10.1       16.6        7.6       44.0        2.8        4.4        1.0        0.1       14.2       10.6
 
Number of Traders in Each Category                                    Total Traders:       117 
         .         12          .         46         17         37         19         15         20          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 1,842,711
Positions
    71,712    176,296     13,714    543,068    377,951    215,241    502,181    472,652    141,308    228,914    269,109      7,109    119,464    169,330
 
Changes from:       December 12, 2017                                Total Change is:    21,404
    -5,175     -5,449      5,538      8,987    -10,454     17,243     -2,333     -4,520      6,089    -12,209     17,899        140      3,124     -5,083
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        9.6        0.7       29.5       20.5       11.7       27.3       25.6        7.7       12.4       14.6        0.4        6.5        9.2
 
Number of Traders in Each Category                                    Total Traders:       301 
        12         29         14         66         43         56         56         52         44         21         22          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 3,941,936
Positions
   193,539    155,935    184,691  1,266,319    947,330    582,005    520,048    870,798    433,344    332,669    137,086     76,192    353,130    554,555
 
Changes from:       December 12, 2017                                Total Change is:    64,997
    54,706     -4,436      9,950     32,755     19,654     -1,451       -462     24,017     23,854    -69,234    -11,666      8,114      6,765     -3,039
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        4.0        4.7       32.1       24.0       14.8       13.2       22.1       11.0        8.4        3.5        1.9        9.0       14.1
 
Number of Traders in Each Category                                    Total Traders:       407 
        26         31         40         67        103         95         59         72         83         25         24         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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   512,438
Positions
    29,485     13,439      3,967    122,256    189,934     50,496    185,485     76,031     14,123     18,916     16,735          0     87,710    147,713
 
Changes from:       December 12, 2017                                Total Change is:     5,190
     1,582     -5,895     -1,730      2,238     18,894      4,563      2,644     -2,860     -2,948         68       -271          0     -1,227     -4,563
 
Percent of Open Interest Represented by Each Category of Trader
       5.8        2.6        0.8       23.9       37.1        9.9       36.2       14.8        2.8        3.7        3.3        0.0       17.1       28.8
 
Number of Traders in Each Category                                    Total Traders:        86 
         6          4          .         16         32         30         11         11         10          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 3,249,773
Positions
   120,765    236,581     91,173  1,536,594    607,447    437,605    333,012    897,773    256,789    199,950    253,031     22,086    251,799    447,289
 
Changes from:       December 12, 2017                                Total Change is:    40,539
     8,836    -25,124     -6,258     31,723    -39,332        503     -6,243     95,650      7,722      4,791     -4,358      1,169     -1,704     10,567
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        7.3        2.8       47.3       18.7       13.5       10.2       27.6        7.9        6.2        7.8        0.7        7.7       13.8
 
Number of Traders in Each Category                                    Total Traders:       315 
        16         27         23         63         60         73         34         70         61         19         26         11
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,458,430
Positions
   407,744    185,469    524,774     55,857      2,517     63,086     33,807    294,452    227,167     46,633     35,497     71,292     28,070     54,176
 
Changes from:       December 12, 2017                                Total Change is:   -22,243
   -39,169    -29,338     43,578     17,703       -298     -7,037    -10,410     -9,461    -22,431      2,367      7,724     -1,337     -5,507     -3,643
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       12.7       36.0        3.8        0.2        4.3        2.3       20.2       15.6        3.2        2.4        4.9        1.9        3.7
 
Number of Traders in Each Category                                    Total Traders:       151 
        27         28         48          .          .          7         17         40         49          9         12         14
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is22,242,586
Positions
 6,062,476    553,597  3,510,869     91,552  2,637,719  1,674,158    418,753  2,129,036  8,390,918    152,602    617,082  1,395,276    545,982  1,333,931
 
Changes from:       December 12, 2017                                Total Change is:-5,012,908
  -572,385   -159,936 -1,018,221    -35,811   -308,069   -226,134   -136,595   -320,547 -2,529,837     60,348    132,390   -558,117      3,843    -24,438
 
Percent of Open Interest Represented by Each Category of Trader
      27.3        2.5       15.8        0.4       11.9        7.5        1.9        9.6       37.7        0.7        2.8        6.3        2.5        6.0
 
Number of Traders in Each Category                                    Total Traders:       307 
        35         35         67          5         39         37         50         92        108         17         23         27
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    24,457
Positions
     4,673      3,976          0         57      8,181        123      6,970      7,725          0     12,622      4,350          0         12        102
 
Changes from:       December 12, 2017                                Total Change is:    -2,084
      -981     -2,310       -372        -46        107          0       -580        558        -12        -60        -12        -30         -3        -13
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       16.3        0.0        0.2       33.5        0.5       28.5       31.6        0.0       51.6       17.8        0.0        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          6          0          .         13          .          7         10          0          5          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                         
CFTC Code #246606                                                    Open Interest is    20,248
Positions
     1,795      4,489          0         69      5,049        397     17,587      7,169          0        383      3,066          1         16         77
 
Changes from:       December 12, 2017                                Total Change is:    -2,551
     1,087     -1,577       -913          0        278         20     -2,694       -244          0        130         49       -135        -46        -29
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       22.2        0.0        0.3       24.9        2.0       86.9       35.4        0.0        1.9       15.1        0.0        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          4          0          .          8          .          4         11          0          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     2,821
Positions
       106          0         62          0          0          0        255        353         26        467      1,846         48      1,857        486
 
Changes from:       December 12, 2017                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        0.0        2.2        0.0        0.0        0.0        9.0       12.5        0.9       16.6       65.4        1.7       65.8       17.2
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          0          .          0          0          0          4          .          .         12          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    41,028
Positions
       542     13,350          0     11,434      6,083      1,313      4,419     15,726      1,456     14,278        756         25      7,561      2,319
 
Changes from:       December 12, 2017                                Total Change is:    -2,901
       -26     10,315     -3,611       -547        216        154        200    -10,620         72      1,394        237         25       -562        311
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       32.5        0.0       27.9       14.8        3.2       10.8       38.3        3.5       34.8        1.8        0.1       18.4        5.7
 
Number of Traders in Each Category                                    Total Traders:       132 
         .          .          0         12          8          .         22         31          9         48          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   646,026
Positions
   130,701     54,515     34,444     70,911     88,419    116,340    136,742    197,048     89,278     16,166     13,001     17,187     34,257     35,794
 
Changes from:       December 12, 2017                                Total Change is:    -5,154
     1,979        715      8,917    -20,577      1,305     -5,297     36,652     19,908    -20,687      1,075        763     -8,191        975     -2,587
 
Percent of Open Interest Represented by Each Category of Trader
      20.2        8.4        5.3       11.0       13.7       18.0       21.2       30.5       13.8        2.5        2.0        2.7        5.3        5.5
 
Number of Traders in Each Category                                    Total Traders:       271 
        23          8         22         22         34         23         53         81         60         21         16         24
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    72,726
Positions
       835     21,776          0     39,237        171        166      9,785     28,651     21,813        781        128          0        109         21
 
Changes from:       December 12, 2017                                Total Change is:    16,722
      -111          0          0        305         -6          0       -587     -2,671     19,419     -2,321          0          0         17        -20
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       29.9        0.0       54.0        0.2        0.2       13.5       39.4       30.0        1.1        0.2        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          0          8          .          .          9          7          4          9          .          0
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Updated December 22, 2017