Traders in Financial Futures - Futures Only Positions as of May 22, 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   136,118
Positions
    27,094     13,944      9,246     29,959     21,753      3,885     12,361     44,564     11,976      9,040      1,019        864     31,693     28,867
 
Changes from:       May 15, 2018                                     Total Change is:     7,410
    -3,264      3,334      7,576     -1,737     -3,850        579     -2,053       -698      4,328       -737         16         91      2,627     -3,966
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       10.2        6.8       22.0       16.0        2.9        9.1       32.7        8.8        6.6        0.7        0.6       23.3       21.2
 
Number of Traders in Each Category                                    Total Traders:        93 
        10          .          7         11         12          4         16         29         16          9          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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   104,258
Positions
    71,555      1,785        339      1,774     20,796        196     23,097     50,003        654        480      1,625          0      6,163     28,860
 
Changes from:       May 15, 2018                                     Total Change is:       567
     1,125        425        311        -25        660          0       -806        418        185          0          0          0       -223     -1,432
 
Percent of Open Interest Represented by Each Category of Trader
      68.6        1.7        0.3        1.7       19.9        0.2       22.2       48.0        0.6        0.5        1.6        0.0        5.9       27.7
 
Number of Traders in Each Category                                    Total Traders:        66 
         9          .          .          .         12          .         10         27          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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   186,517
Positions
    52,131     41,340      2,226     41,133     64,409      4,137     43,710     22,871     11,067          0     11,281        124     31,989     29,062
 
Changes from:       May 15, 2018                                     Total Change is:    -4,131
     1,844        432        434        -52      4,356        -29     -7,747     -8,748        479       -775        734          0      1,715     -1,789
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       22.2        1.2       22.1       34.5        2.2       23.4       12.3        5.9        0.0        6.0        0.1       17.2       15.6
 
Number of Traders in Each Category                                    Total Traders:       119 
         6          9          5         14         25         11         35         21         21          0          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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   175,316
Positions
    46,439     31,211      3,770     32,135     38,079      5,535     58,092     51,870      2,261      2,393      1,565          3     24,688     41,022
 
Changes from:       May 15, 2018                                     Total Change is:    11,905
    17,179    -13,778       -640        267     15,464        -76     -2,063      4,561     -1,523         43          0          0     -1,282      7,897
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       17.8        2.2       18.3       21.7        3.2       33.1       29.6        1.3        1.4        0.9        0.0       14.1       23.4
 
Number of Traders in Each Category                                    Total Traders:       120 
         7         10          9         17         22         11         29         28         18          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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   520,648
Positions
    65,106    236,880      6,010    257,878     97,370     28,722     60,848     71,536     11,196     18,261     10,285      1,069     71,558     57,580
 
Changes from:       May 15, 2018                                     Total Change is:    15,534
     8,765     -3,782      2,096        -96      4,722       -657      3,131      9,735      2,163      1,448      2,722       -720       -596       -745
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       45.5        1.2       49.5       18.7        5.5       11.7       13.7        2.2        3.5        2.0        0.2       13.7       11.1
 
Number of Traders in Each Category                                    Total Traders:       274 
        19         10         13         87         36         44         38         50         26         21         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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    35,309
Positions
         0     24,529          0     17,940      3,811      1,965      1,738        419          0          0        771          5     13,661      3,809
 
Changes from:       May 15, 2018                                     Total Change is:       202
      -433          7          0       -110        373        166        613       -653         -1          0          0          0        -33        310
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       69.5        0.0       50.8       10.8        5.6        4.9        1.2        0.0        0.0        2.2        0.0       38.7       10.8
 
Number of Traders in Each Category                                    Total Traders:        29 
         0          .          0         15          6          9          .          .          0          0          .          .
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Traders in Financial Futures - Futures Only Positions as of May 22, 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   150,320
Positions
    83,781     13,348        541      2,782     36,688      1,581     37,203     54,068      2,560      3,685      1,547         47     18,140     39,940
 
Changes from:       May 15, 2018                                     Total Change is:   -23,195
    -1,455         54       -528       -438    -15,570       -459    -22,931     -6,163        127      3,191       -564         22       -724       -114
 
Percent of Open Interest Represented by Each Category of Trader
      55.7        8.9        0.4        1.9       24.4        1.1       24.7       36.0        1.7        2.5        1.0        0.0       12.1       26.6
 
Number of Traders in Each Category                                    Total Traders:        87 
         9          5          .          5         12          .         22         28         18          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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    26,493
Positions
     2,605     22,285          6     12,003        198          0      8,842      1,285         12        443        395          0      2,582      2,312
 
Changes from:       May 15, 2018                                     Total Change is:      -498
      -371          0          0      2,626         41          0     -3,276       -663          5        218          0          0        300        119
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       84.1        0.0       45.3        0.7        0.0       33.4        4.9        0.0        1.7        1.5        0.0        9.7        8.7
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          4          .          .          .          0          9          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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   184,285
Positions
     9,981     79,689      6,491     97,801     22,425         17     58,401     56,562      4,408      2,027      9,383          0      5,159      5,310
 
Changes from:       May 15, 2018                                     Total Change is:       931
     4,527    -12,467       -185     -4,060      9,047       -139     -1,671        845      2,831         50        390        -60       -362        669
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       43.2        3.5       53.1       12.2        0.0       31.7       30.7        2.4        1.1        5.1        0.0        2.8        2.9
 
Number of Traders in Each Category                                    Total Traders:       135 
         5          9          .         13         10          .         32         43         12          6         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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    42,228
Positions
    19,579      2,943          3      5,485     26,549          0     14,326      9,163        266        858        942          3      1,708      2,359
 
Changes from:       May 15, 2018                                     Total Change is:     2,339
         0          0          3        -45      2,559          0      2,184       -377        -24        164        -64          0         57        242
 
Percent of Open Interest Represented by Each Category of Trader
      46.4        7.0        0.0       13.0       62.9        0.0       33.9       21.7        0.6        2.0        2.2        0.0        4.0        5.6
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          .          .          5          0         12         11          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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    60,456
Positions
    30,067     20,078         68      3,955      9,144          0     22,057     23,054      1,546          0        749          0      2,763      5,817
 
Changes from:       May 15, 2018                                     Total Change is:       582
     5,397     -1,134         43      2,232        660          0     -6,128      1,316        135       -220          2          0       -877       -440
 
Percent of Open Interest Represented by Each Category of Trader
      49.7       33.2        0.1        6.5       15.1        0.0       36.5       38.1        2.6        0.0        1.2        0.0        4.6        9.6
 
Number of Traders in Each Category                                    Total Traders:        86 
        10          .          .          7         12          0         19         32         11          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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    13,294
Positions
         0      7,343          0      2,752      2,398          0      9,039      1,550        344          0        336          0      1,159      1,323
 
Changes from:       May 15, 2018                                     Total Change is:     1,101
         0        -96          0       -563      1,385          0      1,849       -203       -107          0        116          0        -78          6
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       55.2        0.0       20.7       18.0        0.0       68.0       11.7        2.6        0.0        2.5        0.0        8.7       10.0
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          .          0          .          4          0          8          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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    51,450
Positions
    18,227     31,082      1,470      8,755      2,269        305     10,784      7,898        993      1,756        732          0      9,164      6,703
 
Changes from:       May 15, 2018                                     Total Change is:       339
        65      3,489         73       -126        158         -3        123       -669       -279         28     -2,270          0        459       -161
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       60.4        2.9       17.0        4.4        0.6       21.0       15.4        1.9        3.4        1.4        0.0       17.8       13.0
 
Number of Traders in Each Category                                    Total Traders:        97 
        13         20          6         11          .          .         27         13          7          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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   102,900
Positions
    36,453     62,164      2,939     17,509      4,538        609     21,567     15,796      1,985      3,511      1,464          0     18,327     13,405
 
Changes from:       May 15, 2018                                     Total Change is:       678
       129      6,977        146       -252        316         -5        246     -1,337       -558         55     -4,539          0        917       -322
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       60.4        2.9       17.0        4.4        0.6       21.0       15.4        1.9        3.4        1.4        0.0       17.8       13.0
 
Number of Traders in Each Category                                    Total Traders:        97 
        13         20          6         11          .          .         27         13          7          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    23,012
Positions
       368     20,456          0     21,194          0        104          0      1,702          0          0          0          0      1,346        750
 
Changes from:       May 15, 2018                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       88.9        0.0       92.1        0.0        0.5        0.0        7.4        0.0        0.0        0.0        0.0        5.8        3.3
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          9          0          8          0          .          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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   731,490
Positions
    46,994    130,259     78,301    257,946    183,254     69,565     73,707     76,146     38,077     28,201     35,040      5,003    133,697    115,845
 
Changes from:       May 15, 2018                                     Total Change is:    20,495
     3,214    -11,060      9,614      6,697     19,405     -2,574       -190      2,050        728     -2,239        771       -287      5,531      1,847
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       17.8       10.7       35.3       25.1        9.5       10.1       10.4        5.2        3.9        4.8        0.7       18.3       15.8
 
Number of Traders in Each Category                                    Total Traders:       571 
        39         39         32        167         86         93         74        104         75         35         26         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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   105,810
Positions
    59,462      1,600      2,100      8,179     19,881         10     12,954     11,111        418      3,735        355         23     18,929     70,312
 
Changes from:       May 15, 2018                                     Total Change is:     5,939
     3,885       -135        299        969          0         10         13      1,890        314        -98        -24          0        547      3,585
 
Percent of Open Interest Represented by Each Category of Trader
      56.2        1.5        2.0        7.7       18.8        0.0       12.2       10.5        0.4        3.5        0.3        0.0       17.9       66.5
 
Number of Traders in Each Category                                    Total Traders:        47 
        15          .          .          5          4          .          7         11          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    25,435
Positions
    24,154     19,264          0        262      1,885        214          0      1,364         38          0      2,076          0        767        594
 
Changes from:       May 15, 2018                                     Total Change is:       -13
        -2      2,604          0         16     -2,548          0          0         -1          1          0          0          0        -28        -69
 
Percent of Open Interest Represented by Each Category of Trader
      95.0       75.7        0.0        1.0        7.4        0.8        0.0        5.4        0.1        0.0        8.2        0.0        3.0        2.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         8          6          0          .          4          .          0          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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    28,293
Positions
     2,535     26,413          0     11,714          0        436      8,472        538          0      3,000          0          0      2,136        906
 
Changes from:       May 15, 2018                                     Total Change is:      -792
       560     -1,070          0     -1,439          0         93          0          0          0         -2          0          0         -4        185
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       93.4        0.0       41.4        0.0        1.5       29.9        1.9        0.0       10.6        0.0        0.0        7.5        3.2
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          9          0          9          0          .          6          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 3,128,400
Positions
   190,587    896,223    128,078  1,264,657    832,685    331,953    406,479    427,893     85,578    124,106    175,202     23,124    573,838    227,664
 
Changes from:       May 15, 2018                                     Total Change is:    72,778
    19,096    -32,176     24,125     29,049     97,435    -13,328      4,998      6,813     -3,942    -11,967      2,710       -171     24,918     -8,688
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       28.6        4.1       40.4       26.6       10.6       13.0       13.7        2.7        4.0        5.6        0.7       18.3        7.3
 
Number of Traders in Each Category                                    Total Traders:       566 
        35         42         28        168         84         93         73        104         71         33         26         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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    32,274
Positions
     5,528     30,065          0     19,908          0      1,385      1,448          0          0      1,538        218          0      2,467        606
 
Changes from:       May 15, 2018                                     Total Change is:       639
      -126        720        -72        549          0         62          0          0          0          0          0          0        226        -71
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       93.2        0.0       61.7        0.0        4.3        4.5        0.0        0.0        4.8        0.7        0.0        7.6        1.9
 
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 22, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is     8,483
Positions
     4,028      5,210          0      2,313      2,071          0          0          0          0        600        626          0      1,542        576
 
Changes from:       May 15, 2018                                     Total Change is:       435
      -214        519          0        462          0          0          0          0          0          0          0          0        187        -84
 
Percent of Open Interest Represented by Each Category of Trader
      47.5       61.4        0.0       27.3       24.4        0.0        0.0        0.0        0.0        7.1        7.4        0.0       18.2        6.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         7          7          0          .          .          0          0          0          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is    10,990
Positions
     1,827      7,257          7      7,021      1,517         36        352      1,294         39          0          0          0      1,708        840
 
Changes from:       May 15, 2018                                     Total Change is:       192
        55          0        -42        118          0          0          0          2         -2          0          0          0         63        234
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       66.0        0.1       63.9       13.8        0.3        3.2       11.8        0.4        0.0        0.0        0.0       15.5        7.6
 
Number of Traders in Each Category                                    Total Traders:        23 
         4         10          .          6          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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    27,802
Positions
    22,240     11,579          0      3,558     12,454        487        255          0          0        200      2,552          0      1,062        730
 
Changes from:       May 15, 2018                                     Total Change is:       505
       384       -530          0        149        866          0          0          0          0          0          0          0        -28        169
 
Percent of Open Interest Represented by Each Category of Trader
      80.0       41.6        0.0       12.8       44.8        1.8        0.9        0.0        0.0        0.7        9.2        0.0        3.8        2.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         9          4          0          .          5          .          .          0          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    79,667
Positions
     6,811     31,017        584     40,064     36,096      4,292     16,762      2,717        334        201        733          0     10,619      3,894
 
Changes from:       May 15, 2018                                     Total Change is:     2,529
         6      2,986        -65      2,943      1,324     -1,855      1,544        198        139          0          0          0       -183       -198
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       38.9        0.7       50.3       45.3        5.4       21.0        3.4        0.4        0.3        0.9        0.0       13.3        4.9
 
Number of Traders in Each Category                                    Total Traders:        83 
         .          9          .         31         18         12         15          4          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    49,018
Positions
    17,710      7,672      2,584     10,004     12,416        611      8,701     16,777      1,070      1,692      1,526          4      6,642      6,357
 
Changes from:       May 15, 2018                                     Total Change is:      -642
       385        182        104       -302        265         -8     -1,564      1,560        450        373       -445          0        -81     -2,749
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       15.7        5.3       20.4       25.3        1.2       17.8       34.2        2.2        3.5        3.1        0.0       13.6       13.0
 
Number of Traders in Each Category                                    Total Traders:       263 
        25         19         10         48         39         19         38         65         20         12         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   245,088
Positions
    88,552     38,360     12,919     50,019     62,080      3,054     43,506     83,887      5,350      8,458      7,632         20     33,210     31,786
 
Changes from:       May 15, 2018                                     Total Change is:    -3,210
     1,927        908        519     -1,510      1,323        -42     -7,818      7,801      2,251      1,866     -2,227          0       -403    -13,743
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       15.7        5.3       20.4       25.3        1.2       17.8       34.2        2.2        3.5        3.1        0.0       13.6       13.0
 
Number of Traders in Each Category                                    Total Traders:       263 
        25         19         10         48         39         19         38         65         20         12         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   534,853
Positions
    43,747    166,543      2,754    234,755    184,091     37,812    168,269    112,728      9,273     15,911      5,681          4     22,328     15,967
 
Changes from:       May 15, 2018                                     Total Change is:    20,843
    -3,332     12,505       -406      6,643       -682        232     15,045      5,765      1,273         11      1,869          0      1,377        287
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       31.1        0.5       43.9       34.4        7.1       31.5       21.1        1.7        3.0        1.1        0.0        4.2        3.0
 
Number of Traders in Each Category                                    Total Traders:       310 
        18         25          6         81         48         33         59         61         22         11          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                                                                             
CFTC Code #23977A                                                    Open Interest is    10,714
Positions
     3,143      3,692        240        235      1,094          0      2,230      1,191          0        905        260         30      3,931      4,207
 
Changes from:       May 15, 2018                                     Total Change is:       122
       -91       -517         22          0        387          0         80        111          0          0          0          0        111        119
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       34.5        2.2        2.2       10.2        0.0       20.8       11.1        0.0        8.4        2.4        0.3       36.7       39.3
 
Number of Traders in Each Category                                    Total Traders:        25 
         8          .          .          .          .          0          5          .          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    45,560
Positions
     2,192     34,486        288     21,794      3,708        422     11,510      2,088      1,132      1,732          0          0      6,490      3,436
 
Changes from:       May 15, 2018                                     Total Change is:       901
        48          0        -21         -1         50        -53        797      1,008         10        -51          0          0        172        -93
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       75.7        0.6       47.8        8.1        0.9       25.3        4.6        2.5        3.8        0.0        0.0       14.2        7.5
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          4          .         17          .          .          9          5          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    65,630
Positions
    25,513     17,011        753     20,525      5,710      1,486      7,093     15,170        103          0      2,077          0     10,157     23,320
 
Changes from:       May 15, 2018                                     Total Change is:     3,635
       320       -126       -147       -205     -1,648         90      2,726      1,569        -84          0        -28          0        935      4,009
 
Percent of Open Interest Represented by Each Category of Trader
      38.9       25.9        1.1       31.3        8.7        2.3       10.8       23.1        0.2        0.0        3.2        0.0       15.5       35.5
 
Number of Traders in Each Category                                    Total Traders:        65 
        12          8          .         15          4          6         11         13          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   311,843
Positions
    32,651    195,834      3,625    202,870     77,425     20,380     37,621      7,765      1,537      2,566      1,296          0     10,593      3,981
 
Changes from:       May 15, 2018                                     Total Change is:        -7
     1,333        832       -150     -3,206      5,328        598        792     -6,457        435        540          0          0       -349       -593
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       62.8        1.2       65.1       24.8        6.5       12.1        2.5        0.5        0.8        0.4        0.0        3.4        1.3
 
Number of Traders in Each Category                                    Total Traders:       166 
         8         14          4         63         31         25         31         11          7          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,042,883
Positions
    58,107    709,544      3,972    669,685    149,791     90,933    129,871     29,111      8,964     41,855     31,432        366     39,130     18,770
 
Changes from:       May 15, 2018                                     Total Change is:    -2,790
    14,406    -23,178        320    -33,194      9,125      2,026     14,039     -6,251       -657         32     15,755         64        174          6
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       68.0        0.4       64.2       14.4        8.7       12.5        2.8        0.9        4.0        3.0        0.0        3.8        1.8
 
Number of Traders in Each Category                                    Total Traders:       400 
        24         24         10        154         58         67         68         28         17         35          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   109,040
Positions
    26,103     40,067     67,691     10,777          0        250      3,450        731        178        540         30          0         51         93
 
Changes from:       May 15, 2018                                     Total Change is:        70
    -1,680       -370        440         30          0          0      1,280          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       36.7       62.1        9.9        0.0        0.2        3.2        0.7        0.2        0.5        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         .         13          8          7          0          .          4          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is   908,929
Positions
    27,154     54,421     12,038    350,946    256,529    174,502    127,276    130,629     53,486     31,815     24,744        637    131,075    201,943
 
Changes from:       May 15, 2018                                     Total Change is:    33,688
    -2,319      8,836      1,565     11,380    -14,310     -6,902      9,257      4,559     24,434     -1,532     10,627        -44     -2,151      4,923
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        6.0        1.3       38.6       28.2       19.2       14.0       14.4        5.9        3.5        2.7        0.1       14.4       22.2
 
Number of Traders in Each Category                                    Total Traders:       194 
        11         15          9         45         39         48         41         23         29          9          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 1,050,972
Positions
    17,326    165,052     10,030    548,166     73,604    154,391     66,656    462,315     49,015     76,029      4,187        556    128,803    131,822
 
Changes from:       May 15, 2018                                     Total Change is:    15,476
     5,044     -8,076      5,552      2,126     -4,841        512      2,260      6,576      4,168     -3,181          0          0     -1,005     11,585
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       15.7        1.0       52.2        7.0       14.7        6.3       44.0        4.7        7.2        0.4        0.1       12.3       12.5
 
Number of Traders in Each Category                                    Total Traders:       130 
         5         15          9         51         10         35         14         26         25          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 2,273,024
Positions
    30,223    200,974     69,350    774,928    509,419    253,594    469,820    496,316    278,746    240,947    258,259      7,874    147,542    198,492
 
Changes from:       May 15, 2018                                     Total Change is:    42,749
    -1,227     29,307     25,276     16,862    -14,761    -17,101     11,544        759        648      4,290     13,417    -10,363     12,820     15,567
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        8.8        3.1       34.1       22.4       11.2       20.7       21.8       12.3       10.6       11.4        0.3        6.5        8.7
 
Number of Traders in Each Category                                    Total Traders:       344 
        12         38         10         77         48         56         57         66         47         22         23          5
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Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,074,782
Positions
   108,838    315,024    117,423  1,673,845    877,314    508,706    499,889  1,040,156    325,986    441,457    219,949     49,289    349,349    620,935
 
Changes from:       May 15, 2018                                     Total Change is:   212,256
    -1,523     71,419     27,634     -4,426    -36,188     31,140      4,979     -7,302    146,444     16,443    -48,981     21,959    -30,394      6,131
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        7.7        2.9       41.1       21.5       12.5       12.3       25.5        8.0       10.8        5.4        1.2        8.6       15.2
 
Number of Traders in Each Category                                    Total Traders:       450 
        27         45         27         79        100        104         51         95         55         25         27         17
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Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   558,775
Positions
    36,007     29,885      9,114    164,447    189,169     49,707    139,627     52,657      6,922     40,032     32,884          0    112,919    188,437
 
Changes from:       May 15, 2018                                     Total Change is:    10,807
     4,882      7,583        100     -4,042      9,707     -4,852      3,236     -2,291        708       -452    -14,974          0     11,227     14,826
 
Percent of Open Interest Represented by Each Category of Trader
       6.4        5.3        1.6       29.4       33.9        8.9       25.0        9.4        1.2        7.2        5.9        0.0       20.2       33.7
 
Number of Traders in Each Category                                    Total Traders:        96 
         4          6          .         16         36         31         14         10         10          4          6          0
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Traders in Financial Futures - Futures Only Positions as of May 22, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,933,642
Positions
    95,015    326,832     57,922  1,949,875    558,504    607,239    336,763  1,300,097    319,005    271,763    301,216      8,851    287,209    453,976
 
Changes from:       May 15, 2018                                     Total Change is:    88,304
    -9,505     -8,984      2,299     18,407   -113,729     31,928    -10,268    103,871     38,269      7,402     17,908       -216      9,988     16,958
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        8.3        1.5       49.6       14.2       15.4        8.6       33.1        8.1        6.9        7.7        0.2        7.3       11.5
 
Number of Traders in Each Category                                    Total Traders:       363 
        19         35         19         89         53         75         42         76         51         24         23          8
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Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,199,234
Positions
   565,896    464,030    547,258     19,625     27,270    114,230     90,488    250,813    527,138    208,618    117,027     91,927     34,054     59,541
 
Changes from:       May 15, 2018                                     Total Change is:    -7,482
    -2,304      3,981    -18,670          0     -5,043     -1,567      8,178     11,718     -1,123     10,320      2,546     -2,698        382      3,374
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       21.1       24.9        0.9        1.2        5.2        4.1       11.4       24.0        9.5        5.3        4.2        1.5        2.7
 
Number of Traders in Each Category                                    Total Traders:       161 
        27         29         44          .          7          7         28         34         50         12         12         12
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Traders in Financial Futures - Futures Only Positions as of May 22, 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 is15,848,771
Positions
 7,323,409  1,111,338  2,109,007    231,032  2,230,634  1,744,160    654,029  3,889,410  2,304,319    208,636    466,097    661,814    612,365  1,331,992
 
Changes from:       May 15, 2018                                     Total Change is:  -314,811
  -220,608    -12,692     12,738    -43,197   -150,427    -17,801    -17,258    -56,283    -55,348     74,983     19,203    -43,401     -4,919    -10,800
 
Percent of Open Interest Represented by Each Category of Trader
      46.2        7.0       13.3        1.5       14.1       11.0        4.1       24.5       14.5        1.3        2.9        4.2        3.9        8.4
 
Number of Traders in Each Category                                    Total Traders:       312 
        44         39         75         11         30         38         42         93        102         11         17         23
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Traders in Financial Futures - Futures Only Positions as of May 22, 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    29,672
Positions
    19,019      4,959          0         60      9,086        136      1,867     11,053          0      8,279      4,062        264         47        112
 
Changes from:       May 15, 2018                                     Total Change is:       329
       595        413          0          1       -107          0        526        -66          0       -816         84          0         23          5
 
Percent of Open Interest Represented by Each Category of Trader
      64.1       16.7        0.0        0.2       30.6        0.5        6.3       37.3        0.0       27.9       13.7        0.9        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          6          0          .         14          .          5         11          0          4          5          .
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Traders in Financial Futures - Futures Only Positions as of May 22, 2018                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                         
CFTC Code #246606                                                    Open Interest is    19,573
Positions
       941      3,747          0        290      3,288        685     17,586      9,080          0          0      2,725          0         71         48
 
Changes from:       May 15, 2018                                     Total Change is:       636
       -91        301          0          0          0          0        719       -133          0        -40        492          0         48        -24
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       19.1        0.0        1.5       16.8        3.5       89.8       46.4        0.0        0.0       13.9        0.0        0.4        0.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          5          0          .          9          .          4         10          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of May 22, 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     5,368
Positions
         0          0          0          0         27          0      1,755      3,312        215      1,085      1,160         58      2,255        596
 
Changes from:       May 15, 2018                                     Total Change is:      -680
         0          0          0       -135         -1          0         81       -696        -87       -258        170          0       -281        -66
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        0.5        0.0       32.7       61.7        4.0       20.2       21.6        1.1       42.0       11.1
 
Number of Traders in Each Category                                    Total Traders:        55 
         0          0          0          0          .          0         11         14          4         18         11          .
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Traders in Financial Futures - Futures Only Positions as of May 22, 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     2,684
Positions
         0          0          0          0         29          0      1,323      1,872         50        462        327          0        849        406
 
Changes from:       May 15, 2018                                     Total Change is:       179
         0          0          0          0          0          0        -15        215         24        125        -39          0         45        -21
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        1.1        0.0       49.3       69.7        1.9       17.2       12.2        0.0       31.6       15.1
 
Number of Traders in Each Category                                    Total Traders:        31 
         0          0          0          0          .          0          8         11          .          7          4          0
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Traders in Financial Futures - Futures Only Positions as of May 22, 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    42,065
Positions
       550      4,873        141     12,996        563        530     11,499     30,353      2,066      7,561      1,248         66      6,656      2,225
 
Changes from:       May 15, 2018                                     Total Change is:     1,826
       220          0         38        693         16        -70       -166        577        754        345        263         -7         19        255
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       11.6        0.3       30.9        1.3        1.3       27.3       72.2        4.9       18.0        3.0        0.2       15.8        5.3
 
Number of Traders in Each Category                                    Total Traders:       142 
         .          .          .         16          .          .         37         29         10         44          7          .
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Traders in Financial Futures - Futures Only Positions as of May 22, 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   406,822
Positions
    40,875     35,505     41,049     82,299     63,400     23,456     69,065    102,086     84,411     18,527      6,890     18,546     28,594     31,479
 
Changes from:       May 15, 2018                                     Total Change is:   -20,461
      -766    -11,506    -11,282    -12,305      8,730      1,462      7,887     -3,266     -5,809     -3,422       -667        457      3,317      1,420
 
Percent of Open Interest Represented by Each Category of Trader
      10.0        8.7       10.1       20.2       15.6        5.8       17.0       25.1       20.7        4.6        1.7        4.6        7.0        7.7
 
Number of Traders in Each Category                                    Total Traders:       225 
        16          8         15         22         32         16         61         54         58         10         12         18
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Traders in Financial Futures - Futures Only Positions as of May 22, 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    78,801
Positions
       826          0          0     41,994      1,792        210     29,442     76,596         85      6,025        118          0        219          0
 
Changes from:       May 15, 2018                                     Total Change is:     4,915
         0          0          0        438        124         44      4,495      4,745          0        -79          2          0         17          0
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        0.0        0.0       53.3        2.3        0.3       37.4       97.2        0.1        7.6        0.1        0.0        0.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          0          0         12          .          .         12          6          .         11          .          0
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Updated May 25, 2018