Traders in Financial Futures - Futures Only Positions as of May 1, 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   121,676
Positions
    25,060      8,876      1,427     34,260     26,943      2,164     12,139     42,803      6,426      9,954      1,081        715     29,531     31,241
 
Changes from:       April 24, 2018                                   Total Change is:     1,270
     3,985     -9,120        541      1,360      6,907        847     -4,495       -565     -1,438      1,443         67        316     -1,289      3,715
 
Percent of Open Interest Represented by Each Category of Trader
      20.6        7.3        1.2       28.2       22.1        1.8       10.0       35.2        5.3        8.2        0.9        0.6       24.3       25.7
 
Number of Traders in Each Category                                    Total Traders:        86 
        11          .          7         12         13          5         13         22         10          9          .          .
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Traders in Financial Futures - Futures Only Positions as of May 1, 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    84,228
Positions
    47,825      1,322         16      1,136     16,689        196     28,196     37,668        187        480      1,674          0      6,192     26,476
 
Changes from:       April 24, 2018                                   Total Change is:    13,224
    14,233         89          0          0      6,063       -166       -746      4,008         33          0          0          0       -130      3,197
 
Percent of Open Interest Represented by Each Category of Trader
      56.8        1.6        0.0        1.3       19.8        0.2       33.5       44.7        0.2        0.6        2.0        0.0        7.4       31.4
 
Number of Traders in Each Category                                    Total Traders:        56 
         9          .          .          .         11          .         10         20          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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   194,859
Positions
    27,588     46,251      2,336     52,589     58,807      4,766     64,121     37,952      7,684      2,244      9,114          1     33,530     27,948
 
Changes from:       April 24, 2018                                   Total Change is:    11,033
    18,696     -4,519       -131     23,019      5,098       -427    -29,283      6,528        226      1,088        477          0     -2,155      3,781
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       23.7        1.2       27.0       30.2        2.4       32.9       19.5        3.9        1.2        4.7        0.0       17.2       14.3
 
Number of Traders in Each Category                                    Total Traders:       127 
         5         10          5         16         23          9         37         28         22          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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   160,337
Positions
    29,507     43,683      4,400     37,126     26,852      6,055     51,085     41,012      3,291      1,310      1,565          2     27,561     33,477
 
Changes from:       April 24, 2018                                   Total Change is:     5,100
     9,011     -2,361        594       -561      3,316       -694     -3,715       -814        -17       -456          0          1        937      5,075
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       27.2        2.7       23.2       16.7        3.8       31.9       25.6        2.1        0.8        1.0        0.0       17.2       20.9
 
Number of Traders in Each Category                                    Total Traders:       111 
         7          8          5         21         19         12         28         21         14          4          .          .
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Traders in Financial Futures - Futures Only Positions as of May 1, 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   509,659
Positions
    42,967    258,345      2,704    265,262     86,420     28,743     64,315     61,805     12,108     18,716      6,222      1,593     73,251     51,719
 
Changes from:       April 24, 2018                                   Total Change is:    15,505
     4,718     -7,011        222      5,643      6,328        394      7,945     13,788       -620        886      1,473        586     -4,269        345
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       50.7        0.5       52.0       17.0        5.6       12.6       12.1        2.4        3.7        1.2        0.3       14.4       10.1
 
Number of Traders in Each Category                                    Total Traders:       260 
        18         10         11         84         33         43         36         45         22         20         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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    36,748
Positions
       460     25,531          0     19,371      3,633      1,853      1,035        967          0          0        771          5     14,024      3,988
 
Changes from:       April 24, 2018                                   Total Change is:       425
       460         -6          0       -201        740        222        524        297       -252          0          0          0       -328       -576
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       69.5        0.0       52.7        9.9        5.0        2.8        2.6        0.0        0.0        2.1        0.0       38.2       10.9
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          0         15          6          9          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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   145,711
Positions
    52,334     15,294        600      4,574     45,496      1,828     59,351     40,611      3,305      1,794      1,395          7     21,918     37,175
 
Changes from:       April 24, 2018                                   Total Change is:    23,066
    10,114     -2,460        -50     -1,941     14,771       -145     11,934      4,233      1,835      1,307      1,220         -1         13      3,663
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       10.5        0.4        3.1       31.2        1.3       40.7       27.9        2.3        1.2        1.0        0.0       15.0       25.5
 
Number of Traders in Each Category                                    Total Traders:        88 
         8          6          .          6         17          5         21         25         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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    28,269
Positions
     3,653     22,857          6      5,150        234          3     17,535      3,078          0        225        395          0      1,697      1,696
 
Changes from:       April 24, 2018                                   Total Change is:      -789
       -95     -2,920          0     -2,967        234          3      2,113      1,731          0          0          0          0        157        163
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       80.9        0.0       18.2        0.8        0.0       62.0       10.9        0.0        0.8        1.4        0.0        6.0        6.0
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          4          .          .          .          .          9          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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   216,905
Positions
     7,616     95,337      5,756    119,005     11,744          0     73,214     90,230      1,171      2,731      9,732          0      7,412      2,935
 
Changes from:       April 24, 2018                                   Total Change is:   -15,288
      -365     -1,431        345      8,518        236          0    -23,784    -15,187        673          2        576          0       -677       -500
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       44.0        2.7       54.9        5.4        0.0       33.8       41.6        0.5        1.3        4.5        0.0        3.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       149 
         .         12          .         28          6          0         51         26          7          9         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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    45,508
Positions
    13,242          0      9,390      5,783     23,767          0     14,154      8,572        574        448        810          3      1,914      2,392
 
Changes from:       April 24, 2018                                   Total Change is:     9,345
         0       -300      8,188         89        276          0        315        166        419        -64        115          0        398        481
 
Percent of Open Interest Represented by Each Category of Trader
      29.1        0.0       20.6       12.7       52.2        0.0       31.1       18.8        1.3        1.0        1.8        0.0        4.2        5.3
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          0          4          .          4          0         11         12          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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    47,605
Positions
     6,962     23,729          0      7,761      5,105          0     27,136     12,016      1,266          0        422          0      4,480      5,067
 
Changes from:       April 24, 2018                                   Total Change is:    -7,780
     2,789     -7,985          0     -3,222       -362          0     -6,813       -371         58       -100        -82          0       -492        962
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       49.8        0.0       16.3       10.7        0.0       57.0       25.2        2.7        0.0        0.9        0.0        9.4       10.6
 
Number of Traders in Each Category                                    Total Traders:        85 
         7          4          0          8          6          0         29         28          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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    11,002
Positions
         0      7,675          0      3,071        370          0      5,826      1,316        546        143          0          0      1,416      1,095
 
Changes from:       April 24, 2018                                   Total Change is:       239
         0       -168          0     -1,720          0          0      2,004        175        -39          0          0          0         -6        271
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       69.8        0.0       27.9        3.4        0.0       53.0       12.0        5.0        1.3        0.0        0.0       12.9       10.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0          .          .          0          7          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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    51,939
Positions
    19,486     27,262      1,251      8,236      3,066        314     11,852     10,157        679      2,078      3,069          0      8,045      6,143
 
Changes from:       April 24, 2018                                   Total Change is:    -1,580
    -1,295       -473       -387        -90        416         -3        825       -405       -559         42          0       -106         -9        -64
 
Percent of Open Interest Represented by Each Category of Trader
      37.5       52.5        2.4       15.9        5.9        0.6       22.8       19.6        1.3        4.0        5.9        0.0       15.5       11.8
 
Number of Traders in Each Category                                    Total Traders:       100 
        16         16          4         11          4          .         28         15          9          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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   103,878
Positions
    38,971     54,524      2,502     16,471      6,131        628     23,704     20,313      1,357      4,156      6,138          0     16,089     12,285
 
Changes from:       April 24, 2018                                   Total Change is:    -3,159
    -2,590       -945       -773       -179        831         -5      1,650       -810     -1,117         84          0       -212        -17       -128
 
Percent of Open Interest Represented by Each Category of Trader
      37.5       52.5        2.4       15.9        5.9        0.6       22.8       19.6        1.3        4.0        5.9        0.0       15.5       11.8
 
Number of Traders in Each Category                                    Total Traders:       100 
        16         16          4         11          4          .         28         15          9          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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   680,823
Positions
    42,572    176,900     51,089    250,532    154,077     68,662     84,808     65,861     30,488     31,001     29,839      4,023    117,648     99,883
 
Changes from:       April 24, 2018                                   Total Change is:    -5,152
      -377     -6,675      3,126    -10,244     11,352      3,748      1,312    -15,154       -717     -2,276     -1,110       -481        756        758
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       26.0        7.5       36.8       22.6       10.1       12.5        9.7        4.5        4.6        4.4        0.6       17.3       14.7
 
Number of Traders in Each Category                                    Total Traders:       567 
        32         40         28        158         98        105         81         98         73         34         26         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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    81,901
Positions
    40,281      4,250      1,900      7,059     12,201          0     10,455      8,222        406      3,842        258          0     17,958     54,664
 
Changes from:       April 24, 2018                                   Total Change is:     4,085
     4,061       -481      1,600         88          0        -90       -528      3,404       -421        -54       -549          0       -571        622
 
Percent of Open Interest Represented by Each Category of Trader
      49.2        5.2        2.3        8.6       14.9        0.0       12.8       10.0        0.5        4.7        0.3        0.0       21.9       66.7
 
Number of Traders in Each Category                                    Total Traders:        47 
        15          .          .          4          4          0          9          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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    26,810
Positions
    25,466     11,630          0        128     10,311        214          0      1,822         37          0      2,076          0        965        720
 
Changes from:       April 24, 2018                                   Total Change is:       168
       148      2,361          0        128     -2,515        -98          0          0          0          0        425          0        -10         -5
 
Percent of Open Interest Represented by Each Category of Trader
      95.0       43.4        0.0        0.5       38.5        0.8        0.0        6.8        0.1        0.0        7.7        0.0        3.6        2.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         8          4          0          .          7          .          0          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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    20,157
Positions
     2,206     18,827          0      9,842          0        312      2,364        538          0      3,011          0          0      2,422        480
 
Changes from:       April 24, 2018                                   Total Change is:     2,933
      -428      3,456          0      1,880          0        -55       -505          0         -2      1,727          0          0        316       -466
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       93.4        0.0       48.8        0.0        1.5       11.7        2.7        0.0       14.9        0.0        0.0       12.0        2.4
 
Number of Traders in Each Category                                    Total Traders:        29 
         .         10          0         10          0          .          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 2,994,612
Positions
   160,111  1,011,908     97,287  1,233,427    725,442    327,251    448,920    365,350     73,257    138,400    150,509     17,511    498,448    226,097
 
Changes from:       April 24, 2018                                   Total Change is:   -46,187
    -3,420    -12,204    -11,136    -49,861     58,560     17,391     23,871    -78,115    -16,154    -13,666     -5,363        154      6,634        680
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       33.8        3.2       41.2       24.2       10.9       15.0       12.2        2.4        4.6        5.0        0.6       16.6        7.6
 
Number of Traders in Each Category                                    Total Traders:       562 
        28         42         26        158         97        105         80         98         67         32         27         10
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Traders in Financial Futures - Futures Only Positions as of May 1, 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    31,424
Positions
     5,325     29,424          0     19,407          0      1,282      1,448          0          0      1,628        218          0      2,334        500
 
Changes from:       April 24, 2018                                   Total Change is:    -1,039
       741       -998         -9     -1,176          0          0       -571          0          0          0        218          0        -24       -250
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       93.6        0.0       61.8        0.0        4.1        4.6        0.0        0.0        5.2        0.7        0.0        7.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        28 
         4          9          0         10          0          .          .          0          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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    11,549
Positions
     3,433      6,676          0      4,901      1,517      1,252        352      1,292         41          0          0          0      1,570        771
 
Changes from:       April 24, 2018                                   Total Change is:      -654
       109     -1,031          0       -803        -22          0          0          0          0          0          0          0         40        399
 
Percent of Open Interest Represented by Each Category of Trader
      29.7       57.8        0.0       42.4       13.1       10.8        3.0       11.2        0.4        0.0        0.0        0.0       13.6        6.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          9          0          4          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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    29,009
Positions
    23,691     11,748          0      3,366     13,598        321        439          0          0        200      2,551          0        992        791
 
Changes from:       April 24, 2018                                   Total Change is:       138
       295        722          0      2,112     -1,825          0     -2,596          0          0        200      1,200          0        127         41
 
Percent of Open Interest Represented by Each Category of Trader
      81.7       40.5        0.0       11.6       46.9        1.1        1.5        0.0        0.0        0.7        8.8        0.0        3.4        2.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         9          4          0          .          .          .          .          0          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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    75,898
Positions
     7,269     27,412        662     37,204     35,105      5,754     13,562      1,238        936          0        733          0     10,511      4,058
 
Changes from:       April 24, 2018                                   Total Change is:    -1,054
       503       -124         57     -2,364        494       -176        380       -866         35          0        513          0        511       -987
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       36.1        0.9       49.0       46.3        7.6       17.9        1.6        1.2        0.0        1.0        0.0       13.8        5.3
 
Number of Traders in Each Category                                    Total Traders:        77 
         4          8          .         31         16         12         13          .          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    47,850
Positions
    16,833      6,843      2,942      8,997     11,808      1,021      9,192     13,964        761      1,879      3,838         29      6,194      6,643
 
Changes from:       April 24, 2018                                   Total Change is:      -990
      -698      1,248       -419        426       -101        261       -457     -4,026         40        421      1,606         25       -589        375
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       14.3        6.1       18.8       24.7        2.1       19.2       29.2        1.6        3.9        8.0        0.1       12.9       13.9
 
Number of Traders in Each Category                                    Total Traders:       262 
        23         20         11         48         39         22         31         69         15         12         20          .
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Traders in Financial Futures - Futures Only Positions as of May 1, 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   239,248
Positions
    84,165     34,213     14,712     44,984     59,039      5,104     45,961     69,821      3,807      9,397     19,191        146     30,972     33,215
 
Changes from:       April 24, 2018                                   Total Change is:    -4,951
    -3,490      6,242     -2,097      2,129       -506      1,305     -2,284    -20,128        202      2,103      8,031        127     -2,946      1,873
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       14.3        6.1       18.8       24.7        2.1       19.2       29.2        1.6        3.9        8.0        0.1       12.9       13.9
 
Number of Traders in Each Category                                    Total Traders:       262 
        23         20         11         48         39         22         31         69         15         12         20          .
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Traders in Financial Futures - Futures Only Positions as of May 1, 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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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   507,421
Positions
    48,113    137,768      1,940    232,734    195,107     38,995    137,339    103,344     12,574     16,787      2,333          5     18,934     15,355
 
Changes from:       April 24, 2018                                   Total Change is:     4,800
     2,029        932        404     -5,021        605     -2,063     10,081      3,850        909     -2,206        992          0        667       -829
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       27.2        0.4       45.9       38.5        7.7       27.1       20.4        2.5        3.3        0.5        0.0        3.7        3.0
 
Number of Traders in Each Category                                    Total Traders:       294 
        18         24          .         82         45         35         44         63         26         11          7          .
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Traders in Financial Futures - Futures Only Positions as of May 1, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                                                                             
CFTC Code #23977A                                                    Open Interest is     9,978
Positions
     3,027      2,847      1,068        240        529          0        807      1,558          0        745        260         30      4,061      3,686
 
Changes from:       April 24, 2018                                   Total Change is:      -149
      -476       -505        429        -30        -84          0       -123        389          0          0          0          0         51       -378
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       28.5       10.7        2.4        5.3        0.0        8.1       15.6        0.0        7.5        2.6        0.3       40.7       36.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         6          4          .          .          .          0          .          4          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    44,213
Positions
     1,668     34,512        272     20,622      3,654        491     12,364      1,146        921      1,811        212          0      6,064      3,005
 
Changes from:       April 24, 2018                                   Total Change is:       352
      -289        -25        272     -1,274        -10          3        790       -446        258        676        212          0        -84         88
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       78.1        0.6       46.6        8.3        1.1       28.0        2.6        2.1        4.1        0.5        0.0       13.7        6.8
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          4          .         16          .          .         11          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    66,328
Positions
    26,850     13,678        863     18,383     10,506      1,341      9,018     18,266        635        233      2,641          0      9,005     18,398
 
Changes from:       April 24, 2018                                   Total Change is:     1,999
    -1,468        730        -23      1,149     -6,551          4      2,613      4,434        -26        233      1,021          0       -483      2,410
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       20.6        1.3       27.7       15.8        2.0       13.6       27.5        1.0        0.4        4.0        0.0       13.6       27.7
 
Number of Traders in Each Category                                    Total Traders:        71 
        10          6          .         15          4          5         14         18          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   295,495
Positions
    26,156    191,175      3,619    194,489     68,314     18,647     39,265      5,689      1,315      1,829      1,295          0     10,175      5,441
 
Changes from:       April 24, 2018                                   Total Change is:     5,241
       207     13,437         39     -2,166      1,019        963      6,229    -10,226       -374          0        -47          0        343        430
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       64.7        1.2       65.8       23.1        6.3       13.3        1.9        0.4        0.6        0.4        0.0        3.4        1.8
 
Number of Traders in Each Category                                    Total Traders:       156 
         8         12          4         62         28         23         33          8          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,077,695
Positions
    38,698    790,208      3,978    737,830    126,233     77,807    124,650     36,804      8,311     47,333     19,016        922     38,166     14,416
 
Changes from:       April 24, 2018                                   Total Change is:   -25,264
       603    -11,588       -120     13,421      2,617      2,430    -30,456    -12,012     -5,600     -7,420     -1,113        670      1,208       -548
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       73.3        0.4       68.5       11.7        7.2       11.6        3.4        0.8        4.4        1.8        0.1        3.5        1.3
 
Number of Traders in Each Category                                    Total Traders:       394 
        20         24          8        159         47         64         66         32         17         37          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   107,728
Positions
    27,844     39,426     67,020     10,687          0        250      1,180        731        178        520         30          0         49         93
 
Changes from:       April 24, 2018                                   Total Change is:       484
      -139        190        694         70          0          0        232          0       -270        -54          0          0        -49       -130
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       36.6       62.2        9.9        0.0        0.2        1.1        0.7        0.2        0.5        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         4         12          8          7          0          .          4          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is   838,806
Positions
    22,319     37,790     14,413    346,703    249,492    172,889     98,634    132,244     17,169     30,285     10,887      1,066    135,328    202,856
 
Changes from:       April 24, 2018                                   Total Change is:    20,050
      -911    -13,419        373     12,937      3,871     18,021      5,917      8,526     -9,790     -2,029     -1,037        989     -5,457     12,516
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        4.5        1.7       41.3       29.7       20.6       11.8       15.8        2.0        3.6        1.3        0.1       16.1       24.2
 
Number of Traders in Each Category                                    Total Traders:       173 
        11         14          6         44         35         44         30         24         22         10          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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   984,664
Positions
    15,128    172,728        382    547,130    100,987    144,933     68,758    424,956     25,824     56,683      1,888      1,751    124,075    111,215
 
Changes from:       April 24, 2018                                   Total Change is:     8,492
     2,707    -11,516        -87     -6,122        -59     11,583      6,240     16,941     -7,489        929       -796       -510      1,241        425
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       17.5        0.0       55.6       10.3       14.7        7.0       43.2        2.6        5.8        0.2        0.2       12.6       11.3
 
Number of Traders in Each Category                                    Total Traders:       129 
         .         17          4         48         14         36         16         24         21          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 1,997,748
Positions
    35,910    155,277     27,127    746,055    518,390    243,840    447,225    486,189    121,717    220,467    246,671     19,598    135,809    178,939
 
Changes from:       April 24, 2018                                   Total Change is:     2,175
     2,719      3,893      3,888     22,503     21,034        931     -6,774     13,144    -20,131     -7,884    -16,829        431      6,492     -4,186
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        7.8        1.4       37.3       25.9       12.2       22.4       24.3        6.1       11.0       12.3        1.0        6.8        9.0
 
Number of Traders in Each Category                                    Total Traders:       336 
        11         36          9         76         49         59         54         63         41         20         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 3,691,604
Positions
   117,160    182,882     92,123  1,691,158    884,844    449,173    435,930  1,084,187    122,360    395,171    273,776     25,128    363,401    577,131
 
Changes from:       April 24, 2018                                   Total Change is:   -93,107
   -22,531      2,221     15,236    -56,296    -78,112     13,006     14,151        415    -47,800     -1,795       -645        959     -8,037      1,613
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        5.0        2.5       45.8       24.0       12.2       11.8       29.4        3.3       10.7        7.4        0.7        9.8       15.6
 
Number of Traders in Each Category                                    Total Traders:       431 
        30         39         21         78         94         88         46        100         49         17         27         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   531,857
Positions
    26,829     25,533      8,089    148,307    166,545     53,861    141,063     55,307      8,433     40,082     40,175          0    105,193    173,914
 
Changes from:       April 24, 2018                                   Total Change is:    -7,325
    -5,113      1,280     -1,105     18,030        613      2,679     -7,321     -4,924     -8,036     -3,313      4,573       -168     -2,978     -2,237
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        4.8        1.5       27.9       31.3       10.1       26.5       10.4        1.6        7.5        7.6        0.0       19.8       32.7
 
Number of Traders in Each Category                                    Total Traders:        99 
         5          7          4         22         29         29         15         10          7          4          7          0
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Traders in Financial Futures - Futures Only Positions as of May 1, 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 3,685,665
Positions
    88,024    311,072     54,071  2,023,752    813,475    516,236    341,114  1,129,392    154,632    242,844    257,398     10,181    254,811    439,208
 
Changes from:       April 24, 2018                                   Total Change is:   109,448
   -31,185     22,300     16,063    157,244      6,591     -9,949    -65,083    106,133     -6,768     56,059    -13,020        957     -7,890    -12,859
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        8.4        1.5       54.9       22.1       14.0        9.3       30.6        4.2        6.6        7.0        0.3        6.9       11.9
 
Number of Traders in Each Category                                    Total Traders:       358 
        15         32         13         83         62         79         39         81         45         26         20          5
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Traders in Financial Futures - Futures Only Positions as of May 1, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,172,516
Positions
   594,171    444,021    550,961          0     27,369    143,075     86,315    212,290    462,481    170,336    138,804    134,222     30,955     59,293
 
Changes from:       April 24, 2018                                   Total Change is:  -260,447
   -29,584   -108,456    -39,161     -4,500    -18,343        129   -189,371    -57,538     -2,239     46,172     -1,602    -36,054     -5,839      2,817
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       20.4       25.4        0.0        1.3        6.6        4.0        9.8       21.3        7.8        6.4        6.2        1.4        2.7
 
Number of Traders in Each Category                                    Total Traders:       153 
        25         31         45          0          7          7         23         38         45          8         14         11
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Traders in Financial Futures - Futures Only Positions as of May 1, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is16,640,727
Positions
 7,985,585    960,543  2,141,471    289,251  2,618,050  1,807,564    594,202  4,390,056  2,181,712    243,486    381,888    734,755    662,701  1,424,688
 
Changes from:       April 24, 2018                                   Total Change is:   -60,463
    24,929    172,352    -89,020     -6,465   -178,886     34,995     69,202    163,544   -126,290     31,713      5,786     -2,769      3,242    -40,175
 
Percent of Open Interest Represented by Each Category of Trader
      48.0        5.8       12.9        1.7       15.7       10.9        3.6       26.4       13.1        1.5        2.3        4.4        4.0        8.6
 
Number of Traders in Each Category                                    Total Traders:       316 
        46         36         75         11         34         43         30        101        102         14         19         26
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Traders in Financial Futures - Futures Only Positions as of May 1, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    29,201
Positions
    18,737      4,459          0         59      8,845        135      1,377     11,371          0      8,585      4,033        264         44         94
 
Changes from:       April 24, 2018                                   Total Change is:    -1,419
    -1,363        156          0          1        -52         19         -3     -1,548          0        -70          0          0         -3          6
 
Percent of Open Interest Represented by Each Category of Trader
      64.2       15.3        0.0        0.2       30.3        0.5        4.7       38.9        0.0       29.4       13.8        0.9        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          6          0          .         14          .          .         12          0          .          5          .
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Traders in Financial Futures - Futures Only Positions as of May 1, 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    18,505
Positions
     1,057      2,817          0        263      3,380        685     16,444      9,072          0         40      2,443          0         16        108
 
Changes from:       April 24, 2018                                   Total Change is:       139
      -319        398          0         41        -20          0        454       -118          0          0       -170          0        -37         49
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       15.2        0.0        1.4       18.3        3.7       88.9       49.0        0.0        0.2       13.2        0.0        0.1        0.6
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          4          0          .          9          .          6          8          0          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 1, 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     5,816
Positions
         0          0          0        144          0          0      1,920      3,965        130      1,223        919         70      2,329        732
 
Changes from:       April 24, 2018                                   Total Change is:        63
         0          0          0         62          0          0         82       -134         85        -50         -4          3       -119        113
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        2.5        0.0        0.0       33.0       68.2        2.2       21.0       15.8        1.2       40.0       12.6
 
Number of Traders in Each Category                                    Total Traders:        57 
         0          0          0          .          0          0         11         15          .         21          8          .
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Traders in Financial Futures - Futures Only Positions as of May 1, 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 - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     1,991
Positions
         0          0          0          0          0          0      1,198      1,348         27        177        283          0        589        333
 
Changes from:       April 24, 2018                                   Total Change is:      -389
         0          0          0       -105          0          0          4       -334        -19        -21        -53         -8       -240         25
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        0.0        0.0       60.2       67.7        1.4        8.9       14.2        0.0       29.6       16.7
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          0          0          0          0          0          7          9          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of May 1, 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    35,440
Positions
       107      3,987          0      9,059      1,464        568     10,394     25,148      1,183      7,374      1,077         31      6,724      1,982
 
Changes from:       April 24, 2018                                   Total Change is:     3,326
       107         10        -75      1,620     -1,621        -53      1,219      4,847         39        551        227         18       -100        -66
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       11.3        0.0       25.6        4.1        1.6       29.3       71.0        3.3       20.8        3.0        0.1       19.0        5.6
 
Number of Traders in Each Category                                    Total Traders:       148 
         .          .          0         12          6          .         39         34         11         43         11          .
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Traders in Financial Futures - Futures Only Positions as of May 1, 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   372,034
Positions
    38,403     72,180     35,595     80,255     31,391     18,570     70,859     89,954     71,668     14,639      6,948     16,595     25,450     29,133
 
Changes from:       April 24, 2018                                   Total Change is:    14,997
     5,104     -6,999      1,114      7,018      6,911       -779     -7,520      2,833      8,216       -216         47      1,702        358      1,952
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       19.4        9.6       21.6        8.4        5.0       19.0       24.2       19.3        3.9        1.9        4.5        6.8        7.8
 
Number of Traders in Each Category                                    Total Traders:       207 
        16          8         18         23         31         20         59         42         56          9          9         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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    68,308
Positions
       816          0          0     46,667      1,669        156     14,052     66,279         85      6,290        119          0        242          0
 
Changes from:       April 24, 2018                                   Total Change is:    16,120
        16          0          0     12,974       -140        -10      3,117     16,267          0         42          3          0        -19          0
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        0.0        0.0       68.3        2.4        0.2       20.6       97.0        0.1        9.2        0.2        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          0          0         11          .          .         10          7          .         10          .          0
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Updated May 4, 2018