Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   180,240
Positions
     6,803     49,950     17,484     26,979     22,867      3,125     76,198     43,526      7,198     10,839      1,660        400     31,214     34,030
 
Changes from:       March 13, 2018                                   Total Change is:    25,762
     1,809     -2,513     11,328     -1,284      5,093         58     18,510     10,845     -2,731      1,584        646          5     -3,517      3,031
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       27.7        9.7       15.0       12.7        1.7       42.3       24.1        4.0        6.0        0.9        0.2       17.3       18.9
 
Number of Traders in Each Category                                    Total Traders:        97 
         4         11         11         11         12          5         16         30         13         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    44,305
Positions
    10,360        428          0      2,086      5,453        373     19,564     22,360        145        480      1,618          0     11,297     13,928
 
Changes from:       March 13, 2018                                   Total Change is:   -18,916
   -16,102    -16,098     -2,037       -171        695          0      4,765      1,913     -2,684          0          0          0     -2,687       -705
 
Percent of Open Interest Represented by Each Category of Trader
      23.4        1.0        0.0        4.7       12.3        0.8       44.2       50.5        0.3        1.1        3.7        0.0       25.5       31.4
 
Number of Traders in Each Category                                    Total Traders:        45 
         5          .          0          4          7          .         13         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   159,183
Positions
    10,251     36,762        238     27,152     58,277      4,104     78,076     27,455      2,100      1,925      8,753         12     35,325     21,482
 
Changes from:       March 13, 2018                                   Total Change is:   -46,968
   -28,333    -19,422    -15,742        930        908         71      2,972     -6,678     -4,835       -635        463          0     -1,396     -1,733
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       23.1        0.1       17.1       36.6        2.6       49.0       17.2        1.3        1.2        5.5        0.0       22.2       13.5
 
Number of Traders in Each Category                                    Total Traders:       122 
         5         12          .         20         18          7         41         19         17          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   160,250
Positions
    10,188     41,090        680     31,990     17,772      7,986     70,286     59,427      4,157      2,204        975          0     32,759     28,163
 
Changes from:       March 13, 2018                                   Total Change is:  -119,421
  -107,122    -99,216     -6,278      1,151       -954        404     -2,494    -12,003     -1,690        564         75         -3     -3,953        244
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       25.6        0.4       20.0       11.1        5.0       43.9       37.1        2.6        1.4        0.6        0.0       20.4       17.6
 
Number of Traders in Each Category                                    Total Traders:       118 
         8          8          7         21         16         12         35         23         15          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   496,964
Positions
    38,865    261,561      2,276    236,044     89,973     25,996     75,540     49,876     12,036     22,779      7,619        761     82,667     46,866
 
Changes from:       March 13, 2018                                   Total Change is:   -87,795
   -38,408    -45,334     -3,815    -10,988    -10,058      2,613     -7,164      4,909    -14,414      2,328        369       -967    -16,980    -21,098
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       52.6        0.5       47.5       18.1        5.2       15.2       10.0        2.4        4.6        1.5        0.2       16.6        9.4
 
Number of Traders in Each Category                                    Total Traders:       266 
        18         13         13         81         31         39         50         38         24         23         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    34,511
Positions
         0     23,987          0     17,684      1,310      1,281        439      3,690        225          0        771          5     14,877      3,242
 
Changes from:       March 13, 2018                                   Total Change is:    -5,184
         0      2,339          0     -1,120          0       -517          4     -4,172     -1,216          0          0          0     -2,335     -1,618
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       69.5        0.0       51.2        3.8        3.7        1.3       10.7        0.7        0.0        2.2        0.0       43.1        9.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          .          0         15          .          6          .          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    97,255
Positions
     7,520     18,471        727      8,470     20,914      1,962     53,296     25,141      3,335        506      1,291          0     21,439     25,414
 
Changes from:       March 13, 2018                                   Total Change is:    -9,218
    -8,520    -11,279     -5,094     -2,323      4,188         21     15,077      2,860     -2,332          4        564        -31     -6,020      1,885
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       19.0        0.7        8.7       21.5        2.0       54.8       25.9        3.4        0.5        1.3        0.0       22.0       26.1
 
Number of Traders in Each Category                                    Total Traders:        88 
         8          6          4         10          9          6         29         22         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    28,873
Positions
     2,000     26,229          0     18,049          0          0      6,699      1,567         48        154        150          0      1,923        879
 
Changes from:       March 13, 2018                                   Total Change is:   -18,524
     1,197     -1,933    -15,773     -1,003          0          0     -1,190        270       -828       -581          0          0       -346       -260
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       90.8        0.0       62.5        0.0        0.0       23.2        5.4        0.2        0.5        0.5        0.0        6.7        3.0
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          4          0          .          0          0         13          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   182,537
Positions
    14,473     58,584          0     79,341     11,151          3     77,775     96,542      1,848      2,188     10,421          0      6,909      3,988
 
Changes from:       March 13, 2018                                   Total Change is:   -13,686
       291    -27,108          0      2,035      1,105       -579     -9,372     17,382     -4,252       -220        587       -734       -855        -87
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       32.1        0.0       43.5        6.1        0.0       42.6       52.9        1.0        1.2        5.7        0.0        3.8        2.2
 
Number of Traders in Each Category                                    Total Traders:       148 
         4          6          0         22          8          .         56         30          7          9         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    22,821
Positions
     7,276      2,123          0      5,947     15,476          0      6,726      2,830        594          0        780          0      2,278      1,018
 
Changes from:       March 13, 2018                                   Total Change is:       171
    -1,000          0          0         37      2,193          0      1,298     -2,378        236       -385        -25          0        -15        145
 
Percent of Open Interest Represented by Each Category of Trader
      31.9        9.3        0.0       26.1       67.8        0.0       29.5       12.4        2.6        0.0        3.4        0.0       10.0        4.5
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          4          .          0         11          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    44,482
Positions
     1,942     23,397          0      7,258      5,056         28     28,679     10,206        959        282        653          0      5,334      4,183
 
Changes from:       March 13, 2018                                   Total Change is:   -22,390
   -16,508      1,302     -4,127       -150      1,450          0       -934    -20,789       -128        -13         -7          0       -530        -91
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       52.6        0.0       16.3       11.4        0.1       64.5       22.9        2.2        0.6        1.5        0.0       12.0        9.4
 
Number of Traders in Each Category                                    Total Traders:        82 
         .          5          0         12          6          .         33         16          6          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    11,272
Positions
         0      7,413          0      7,977        105          0      1,354      2,334        482          0        163          0      1,459        775
 
Changes from:       March 13, 2018                                   Total Change is:      -400
         0       -563          0       -261          0          0        -50        254        -10          0         -1          0        -79        -80
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       65.8        0.0       70.8        0.9        0.0       12.0       20.7        4.3        0.0        1.4        0.0       12.9        6.9
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0          .          .          0          6          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    53,163
Positions
    16,561     32,708      1,284     11,680      2,150        286     12,606      8,191      1,317      1,282        820         13      8,137      6,395
 
Changes from:       March 13, 2018                                   Total Change is:   -19,839
    -2,383     -3,627    -13,568       -473      1,229       -402       -717     -1,351       -734       -552     -1,333       -149       -864         95
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       61.5        2.4       22.0        4.0        0.5       23.7       15.4        2.5        2.4        1.5        0.0       15.3       12.0
 
Number of Traders in Each Category                                    Total Traders:        95 
        15         16          .         14          .          5         28         11          8          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   106,325
Positions
    33,121     65,416      2,567     23,359      4,300        571     25,211     16,382      2,633      2,564      1,640         26     16,273     12,790
 
Changes from:       March 13, 2018                                   Total Change is:   -39,678
    -4,765     -7,254    -27,136       -945      2,457       -803     -1,433     -2,702     -1,467     -1,104     -2,666       -297     -1,728        190
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       61.5        2.4       22.0        4.0        0.5       23.7       15.4        2.5        2.4        1.5        0.0       15.3       12.0
 
Number of Traders in Each Category                                    Total Traders:        95 
        15         16          .         14          .          5         28         11          8          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   584,448
Positions
    28,963    162,095     12,138    285,701    135,265     67,173     66,779     88,532     19,391     27,069     34,721      3,121     74,113     62,011
 
Changes from:       March 13, 2018                                   Total Change is:  -256,945
   -34,750    -26,343   -113,929    -23,197     -8,373    -13,316    -11,686    -19,675    -38,095     -2,558     -9,627     -4,591    -14,824    -22,996
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       27.7        2.1       48.9       23.1       11.5       11.4       15.1        3.3        4.6        5.9        0.5       12.7       10.6
 
Number of Traders in Each Category                                    Total Traders:       567 
        30         42         24        149         93         92         77        106         73         38         32         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    32,950
Positions
     4,581      8,421        300      6,202      5,210        111      3,083      2,652          0      3,515        139          0     15,158     16,117
 
Changes from:       March 13, 2018                                   Total Change is:   -55,749
   -35,199    -16,448     -6,985     -2,444     -4,684     -1,000     -4,444    -17,875     -1,257        547     -2,022       -208     -4,759     -5,270
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       25.6        0.9       18.8       15.8        0.3        9.4        8.0        0.0       10.7        0.4        0.0       46.0       48.9
 
Number of Traders in Each Category                                    Total Traders:        38 
         4          6          .          4          .          .          5         12          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    25,085
Positions
    23,456      6,144          0          0     14,475        312          0      1,995         36          0      1,624          0      1,281        499
 
Changes from:       March 13, 2018                                   Total Change is:    -7,987
        13        -63     -7,888          0          0          0          0         41        -41          0          0          0        -71        -36
 
Percent of Open Interest Represented by Each Category of Trader
      93.5       24.5        0.0        0.0       57.7        1.2        0.0        8.0        0.1        0.0        6.5        0.0        5.1        2.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         7          .          0          0          7          .          0          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    11,184
Positions
     2,236      8,923          0      3,525        992        768      2,113          0          2        738          0          0      1,802        499
 
Changes from:       March 13, 2018                                   Total Change is:    -4,448
      -893     -2,339       -922        560          0     -1,127     -1,619          0          0          0          0          0       -447        -60
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       79.8        0.0       31.5        8.9        6.9       18.9        0.0        0.0        6.6        0.0        0.0       16.1        4.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          7          0          6          .          .          .          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,757,489
Positions
   145,689    792,152     35,409  1,405,269    658,049    327,538    333,829    444,749     81,606    117,822    172,963     15,553    294,774    229,470
 
Changes from:       March 13, 2018                                   Total Change is:-1,005,980
  -183,088   -234,812   -349,387   -101,620    -16,300    -63,723   -126,499    -99,290    -93,898    -15,974    -38,474    -21,464    -50,327    -88,632
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       28.7        1.3       51.0       23.9       11.9       12.1       16.1        3.0        4.3        6.3        0.6       10.7        8.3
 
Number of Traders in Each Category                                    Total Traders:       565 
        28         44         19        150         92         92         77        105         66         38         31         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    28,224
Positions
     3,822     26,514          0      7,474          0      1,249     12,070          0          0        816          0          0      2,793        461
 
Changes from:       March 13, 2018                                   Total Change is:    -5,755
    -3,138     -2,796     -2,464        242          0       -151        158          0          0          0          0          0       -402       -344
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       93.9        0.0       26.5        0.0        4.4       42.8        0.0        0.0        2.9        0.0        0.0        9.9        1.6
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          9          0          9          0          .          5          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is    10,650
Positions
     2,403      7,090          0      5,696      1,108        795          0      1,202         40        317          0          0      1,399        415
 
Changes from:       March 13, 2018                                   Total Change is:    -7,893
    -4,750     -4,801     -2,163       -782          0        -50          0        -27         21          0          0          0       -169       -873
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       66.6        0.0       53.5       10.4        7.5        0.0       11.3        0.4        3.0        0.0        0.0       13.1        3.9
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          9          0          6          .          .          0          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    21,193
Positions
    13,057     11,891          0      2,543      5,841        321      4,318        576          0          0      1,785          0        954        779
 
Changes from:       March 13, 2018                                   Total Change is:   -10,892
    -9,864     -9,896       -480       -119          0       -304      4,100          0          0          0          0          0     -4,225       -212
 
Percent of Open Interest Represented by Each Category of Trader
      61.6       56.1        0.0       12.0       27.6        1.5       20.4        2.7        0.0        0.0        8.4        0.0        4.5        3.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          5          0          .          4          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    79,891
Positions
     3,593     31,546        538     42,551     33,980      3,873     16,985      3,171      1,386          0      1,107          0     10,965      4,290
 
Changes from:       March 13, 2018                                   Total Change is:    -9,925
      -133      1,750    -10,404      1,997        147       -262       -444       -880         -5          0          0          0       -674       -271
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       39.5        0.7       53.3       42.5        4.8       21.3        4.0        1.7        0.0        1.4        0.0       13.7        5.4
 
Number of Traders in Each Category                                    Total Traders:        81 
         4          8          .         31         15         13         15          6          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    46,328
Positions
     9,180     12,224        526     15,166     10,848        746     10,925     11,571        977      1,619      2,808         23      7,165      6,604
 
Changes from:       March 13, 2018                                   Total Change is:   -12,492
    -4,743      1,676     -6,076      5,754     -2,966     -5,473       -401        553       -643       -193      1,154       -241       -476       -476
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       26.4        1.1       32.7       23.4        1.6       23.6       25.0        2.1        3.5        6.1        0.0       15.5       14.3
 
Number of Traders in Each Category                                    Total Traders:       251 
        19         20          6         50         30         19         45         54         21         15         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   231,638
Positions
    45,900     61,121      2,631     75,829     54,240      3,730     54,627     57,853      4,886      8,097     14,042        114     35,824     33,021
 
Changes from:       March 13, 2018                                   Total Change is:   -62,462
   -23,716      8,381    -30,381     28,768    -14,832    -27,366     -2,004      2,767     -3,216       -964      5,771     -1,204     -2,379     -2,382
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       26.4        1.1       32.7       23.4        1.6       23.6       25.0        2.1        3.5        6.1        0.0       15.5       14.3
 
Number of Traders in Each Category                                    Total Traders:       251 
        19         20          6         50         30         19         45         54         21         15         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   480,634
Positions
    36,478    122,558      2,734    233,013    201,452     34,079    128,705     95,178      7,809     18,335      2,661          0     19,481     14,163
 
Changes from:       March 13, 2018                                   Total Change is:  -117,135
   -32,750    -19,339    -31,896      3,875       -555    -17,391    -11,482    -15,138    -14,424      2,135     -1,865     -2,099    -13,103    -14,428
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       25.5        0.6       48.5       41.9        7.1       26.8       19.8        1.6        3.8        0.6        0.0        4.1        2.9
 
Number of Traders in Each Category                                    Total Traders:       287 
        18         23          4         78         45         35         47         57         19         13          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     7,688
Positions
     1,554      1,534        175        666        225          0        733      1,138          0        745        660         30      3,785      3,926
 
Changes from:       March 13, 2018                                   Total Change is:   -19,900
   -11,272    -15,203     -1,568       -322       -664          0     -4,370       -689       -558       -400          0       -210     -1,200     -1,008
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       20.0        2.3        8.7        2.9        0.0        9.5       14.8        0.0        9.7        8.6        0.4       49.2       51.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         6          .          .          .          .          0          .          .          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    46,789
Positions
       793     36,175          0     24,930      1,543        142     13,011      3,852        296      1,032      1,389          0      6,585      3,392
 
Changes from:       March 13, 2018                                   Total Change is:    -1,889
        21      2,073          0        167          0        -99       -411     -3,189          0       -935        433       -410       -222       -697
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       77.3        0.0       53.3        3.3        0.3       27.8        8.2        0.6        2.2        3.0        0.0       14.1        7.2
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          5          0         19          .          5          9          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    68,396
Positions
    27,138      2,931        686     17,815     25,411      1,552     10,442      5,393        512      1,480      1,583          0      8,771     30,328
 
Changes from:       March 13, 2018                                   Total Change is:     3,344
     2,560       -982         55      1,173      4,046          2       -840       -475         93        557       -408          0       -256      1,013
 
Percent of Open Interest Represented by Each Category of Trader
      39.7        4.3        1.0       26.0       37.2        2.3       15.3        7.9        0.7        2.2        2.3        0.0       12.8       44.3
 
Number of Traders in Each Category                                    Total Traders:        65 
        12          .          .         16          5          7         15         10          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   273,290
Positions
    24,420    166,137      3,600    184,788     61,073     18,818     28,209     14,257      1,054      2,934        705          0      9,467      7,646
 
Changes from:       March 13, 2018                                   Total Change is:   -49,048
    -1,516      4,210    -50,769      5,301       -899       -692      1,832     -1,290     -2,138       -277          0          0       -789      2,530
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       60.8        1.3       67.6       22.3        6.9       10.3        5.2        0.4        1.1        0.3        0.0        3.5        2.8
 
Number of Traders in Each Category                                    Total Traders:       147 
         6         14          4         58         24         23         28         11          7          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,066,307
Positions
    46,990    758,029      4,079    645,548    129,149     82,324    173,833     44,511     12,929     59,007     18,501      1,144     40,453     15,641
 
Changes from:       March 13, 2018                                   Total Change is:  -109,002
    -3,159     13,162    -87,823     -1,604     -4,595     -3,861      6,659    -10,107    -11,370      1,159      4,988       -116     -8,887     -9,280
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       71.1        0.4       60.5       12.1        7.7       16.3        4.2        1.2        5.5        1.7        0.1        3.8        1.5
 
Number of Traders in Each Category                                    Total Traders:       380 
        25         19          6        148         44         60         68         26         14         45          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   107,871
Positions
    23,794     39,938     66,081     10,409          0          0      2,139        899        580      4,575         30        250         43         93
 
Changes from:       March 13, 2018                                   Total Change is:       833
       144          8        591        176          0          0        -40        250        -40          0          0          0          2         24
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       37.0       61.3        9.6        0.0        0.0        2.0        0.8        0.5        4.2        0.0        0.2        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        35 
         4         12          8          7          0          0          .          .          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   791,443
Positions
    16,544     44,174     13,238    343,652    239,671    142,970     95,945    142,150     18,718     29,429      9,663          0    130,947    180,859
 
Changes from:       March 13, 2018                                   Total Change is:   -28,174
      -383     -3,527       -563      1,009     -3,289     -1,036    -33,129        218     -1,848      2,764     -3,987       -150      5,162    -13,992
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        5.6        1.7       43.4       30.3       18.1       12.1       18.0        2.4        3.7        1.2        0.0       16.5       22.9
 
Number of Traders in Each Category                                    Total Traders:       182 
        11         17          5         46         33         40         30         31         16          8          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   946,169
Positions
     9,343    163,805        155    529,487    102,023    146,922     63,904    387,977     24,677     55,153      5,755        759    115,769    114,096
 
Changes from:       March 13, 2018                                   Total Change is:   -10,721
        40      6,021     -2,254     17,064     -2,249      2,223    -10,292     11,076    -20,027     22,293          0        759    -20,527     -6,270
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       17.3        0.0       56.0       10.8       15.5        6.8       41.0        2.6        5.8        0.6        0.1       12.2       12.1
 
Number of Traders in Each Category                                    Total Traders:       121 
         .         14          .         45         16         34         14         22         19          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,915,145
Positions
    85,453    233,839      6,885    807,691    361,807    212,706    416,051    509,510    122,938    116,183    271,833     18,282    128,956    177,345
 
Changes from:       March 13, 2018                                   Total Change is:    19,902
    -9,346     34,368        763     79,416     22,560    -24,618    -21,778      4,585     -6,066     -9,352     -9,588      7,221      3,662     -9,323
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       12.2        0.4       42.2       18.9       11.1       21.7       26.6        6.4        6.1       14.2        1.0        6.7        9.3
 
Number of Traders in Each Category                                    Total Traders:       345 
        12         34          6         79         48         55         55         65         40         22         30          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,524,954
Positions
   150,309    235,208     52,306  1,498,050    879,342    453,253    524,933    957,633    120,255    381,262    244,556     21,972    322,614    560,429
 
Changes from:       March 13, 2018                                   Total Change is:   132,904
    45,711     -1,714      7,975      7,356    -12,333      9,357     15,104    117,752     -7,555     47,127     14,068     -2,568     10,397      7,922
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        6.7        1.5       42.5       24.9       12.9       14.9       27.2        3.4       10.8        6.9        0.6        9.2       15.9
 
Number of Traders in Each Category                                    Total Traders:       438 
        25         41         12         78        103         94         50         90         45         23         28         12
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Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
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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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   553,389
Positions
    19,228     25,044      6,923    140,361    181,106     49,976    194,440     82,824     11,835     33,590     27,792          0     97,036    167,889
 
Changes from:       March 13, 2018                                   Total Change is:     7,959
    -4,078      1,566        936     13,451      6,817     -4,805      1,973      1,728     -2,798         65      5,091          0      3,215       -576
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        4.5        1.3       25.4       32.7        9.0       35.1       15.0        2.1        6.1        5.0        0.0       17.5       30.3
 
Number of Traders in Each Category                                    Total Traders:        96 
         5          6          4         18         30         30         16         10          9          .          8          0
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Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,380,064
Positions
   103,699    319,240     26,115  1,787,466    905,967    442,693    373,474    832,063    125,703    242,421    269,941      6,709    271,784    451,633
 
Changes from:       March 13, 2018                                   Total Change is:    57,325
    -8,085     24,116     -2,900     30,880     40,580     -8,435     38,141    -19,891     -5,112     12,876     31,904     -4,549      4,509      1,612
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        9.4        0.8       52.9       26.8       13.1       11.0       24.6        3.7        7.2        8.0        0.2        8.0       13.4
 
Number of Traders in Each Category                                    Total Traders:       327 
        14         34          9         62         60         64         45         66         41         20         26          4
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Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,284,689
Positions
   510,591    460,589    596,120      9,019     20,187    101,231    290,327    313,436    480,897    105,935     95,643    153,022     37,547     63,564
 
Changes from:       March 13, 2018                                   Total Change is:   177,788
    19,781     77,879      4,671     -5,617    -33,680      9,421     26,166      7,992     71,262     37,184     24,261     10,833      4,087      5,149
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       20.2       26.1        0.4        0.9        4.4       12.7       13.7       21.0        4.6        4.2        6.7        1.6        2.8
 
Number of Traders in Each Category                                    Total Traders:       166 
        24         39         50          4          5          7         31         35         49          9         12         12
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Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
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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 is16,484,962
Positions
 8,076,514    763,917  1,943,093    124,057  2,847,258  1,891,972    370,550  4,104,533  2,623,611    198,848    313,469    672,584    583,733  1,324,525
 
Changes from:       March 13, 2018                                   Total Change is:-1,236,992
  -207,376   -116,061   -368,316    -19,950   -339,379    101,194   -180,902    -48,255   -355,784   -162,342    -65,287     15,789    -59,305    -60,893
 
Percent of Open Interest Represented by Each Category of Trader
      49.0        4.6       11.8        0.8       17.3       11.5        2.2       24.9       15.9        1.2        1.9        4.1        3.5        8.0
 
Number of Traders in Each Category                                    Total Traders:       322 
        41         42         77          7         37         42         29        102        109         14         20         31
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Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    28,689
Positions
    19,390      5,586          0         68      8,439        230      2,018     10,250          0      6,894      3,985         83          6        116
 
Changes from:       March 13, 2018                                   Total Change is:    -6,488
    -1,295     -7,438       -958         12        186         29     -4,394      1,914          0        343        -25       -196        -29          0
 
Percent of Open Interest Represented by Each Category of Trader
      67.6       19.5        0.0        0.2       29.4        0.8        7.0       35.7        0.0       24.0       13.9        0.3        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          6          0          .         13          .          5         10          0          4          5          .
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Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    19,000
Positions
       416      2,920          0         78      3,351        736     17,700      9,254          0         40      2,705          0         30         34
 
Changes from:       March 13, 2018                                   Total Change is:   -10,130
    -1,313    -10,443        -56       -116        107         23     -8,442        404       -103          0         69       -102        -21        -29
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       15.4        0.0        0.4       17.6        3.9       93.2       48.7        0.0        0.2       14.2        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          7          0          .          9          .          6          9          0          .          4          0
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Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     6,261
Positions
        55          0          0        220          0          0      2,214      4,487         31      1,329        701         89      2,323        953
 
Changes from:       March 13, 2018                                   Total Change is:      -168
         0          0          0        220        -41          0        -64       -250        -38        -73         28         -5       -208        138
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        0.0        0.0        3.5        0.0        0.0       35.4       71.7        0.5       21.2       11.2        1.4       37.1       15.2
 
Number of Traders in Each Category                                    Total Traders:        57 
         .          0          0          .          0          0          7         14          .         22         11          .
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Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    29,866
Positions
         0      4,057          0      7,582      6,093        586      6,823     14,168      1,492      7,321      1,077          0      6,062      2,393
 
Changes from:       March 13, 2018                                   Total Change is:    -6,054
         0       -700       -189       -201       -244         38        247         61     -3,679     -1,845       -623          0       -425       -718
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       13.6        0.0       25.4       20.4        2.0       22.8       47.4        5.0       24.5        3.6        0.0       20.3        8.0
 
Number of Traders in Each Category                                    Total Traders:       132 
         0          .          0          7          9          .         27         34         10         44          9          0
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Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   417,393
Positions
    49,600     88,310     38,034     63,550     26,674     26,197     80,272     86,523     98,495     12,672      4,351     18,971     29,602     29,838
 
Changes from:       March 13, 2018                                   Total Change is:    16,657
       291     11,143        616      9,098     -1,940     -2,474      8,571      2,964      7,035     -3,072       -580      2,292     -5,700     -2,399
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       21.2        9.1       15.2        6.4        6.3       19.2       20.7       23.6        3.0        1.0        4.5        7.1        7.1
 
Number of Traders in Each Category                                    Total Traders:       213 
        14         12         19         25         25         21         55         49         68         11         10         20
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Traders in Financial Futures - Futures Only Positions as of March 20, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    57,007
Positions
     1,444          0          0     34,939          0        166     10,477     53,246      3,445      6,298        128          0        238         22
 
Changes from:       March 13, 2018                                   Total Change is:     3,447
        20          0          0      1,135          0          0       -115      1,221      2,251        200          1          0        -44        -26
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        0.0        0.0       61.3        0.0        0.3       18.4       93.4        6.0       11.0        0.2        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        44 
         5          0          0         11          0          .          8          8          4         11          .          0
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Updated March 23, 2018