Traders in Financial Futures - Futures Only Positions as of January 23, 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   168,849
Positions
     6,492     93,758        201     48,257     10,983      1,937     59,807     37,296      3,935      6,022      2,578        420     41,778     17,741
 
Changes from:       January 16, 2018                                 Total Change is:     8,039
      -503      7,451          2       -310         34        268      7,594        915        540        516        420          5        -73     -1,596
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       55.5        0.1       28.6        6.5        1.1       35.4       22.1        2.3        3.6        1.5        0.2       24.7       10.5
 
Number of Traders in Each Category                                    Total Traders:       102 
         4         10          5         22          6          4         27         22         14          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    71,767
Positions
    36,205     10,262         68      1,317      6,361        535     21,691     34,660        935        480      1,776          0     10,536     17,170
 
Changes from:       January 16, 2018                                 Total Change is:     1,553
    -2,082      3,581          0        689        117        -67        298        -39        856          0          0          0      1,859     -2,895
 
Percent of Open Interest Represented by Each Category of Trader
      50.4       14.3        0.1        1.8        8.9        0.7       30.2       48.3        1.3        0.7        2.5        0.0       14.7       23.9
 
Number of Traders in Each Category                                    Total Traders:        51 
         5          6          .          .          7          .         11         18          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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   236,432
Positions
    39,568     85,538      3,342     41,607     66,745      4,821    101,097     38,581      3,152      1,935      8,709         36     40,874     25,508
 
Changes from:       January 16, 2018                                 Total Change is:    18,223
    -1,557     14,054        166      5,626        114       -689     14,339      2,352        335       -784      1,177          0        787        714
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       36.2        1.4       17.6       28.2        2.0       42.8       16.3        1.3        0.8        3.7        0.0       17.3       10.8
 
Number of Traders in Each Category                                    Total Traders:       125 
         6         10          5         22         19          6         41         20         15          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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   241,136
Positions
   116,155     38,441      1,144     28,859     17,567      8,297     53,978    140,091      4,087      2,089      1,219         94     26,433     30,196
 
Changes from:       January 16, 2018                                 Total Change is:     4,831
      -839      8,500        661      2,785     -1,960     -1,158      3,138     -1,245        405        296          0         62       -519       -434
 
Percent of Open Interest Represented by Each Category of Trader
      48.2       15.9        0.5       12.0        7.3        3.4       22.4       58.1        1.7        0.9        0.5        0.0       11.0       12.5
 
Number of Traders in Each Category                                    Total Traders:       120 
         7         11          6         19         18          7         27         30         22          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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   608,683
Positions
    47,541    328,477      6,648    273,391    117,601     20,290    127,165     68,142     12,437     24,781      6,731        945     95,485     47,412
 
Changes from:       January 16, 2018                                 Total Change is:    14,645
       855     22,059      1,144        972        902     -1,544     10,169     -3,169      1,372      1,293       -787        129        255     -5,461
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       54.0        1.1       44.9       19.3        3.3       20.9       11.2        2.0        4.1        1.1        0.2       15.7        7.8
 
Number of Traders in Each Category                                    Total Traders:       269 
        19         12         12         80         29         40         58         34         21         28          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    38,175
Positions
       626     23,497         10     21,205      2,252      1,507        681      5,095        712          0        419         10     13,424      4,673
 
Changes from:       January 16, 2018                                 Total Change is:      -909
         0       -374          0        119         -7       -256          0       -802         18          0          0          0       -790        512
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       61.6        0.0       55.5        5.9        3.9        1.8       13.3        1.9        0.0        1.1        0.0       35.2       12.2
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          .         17          .          6          .          4          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    28,733
Positions
     2,463      8,712          0     12,359      6,750      2,069      2,554      7,378         12          0          0          0      9,276      3,812
 
Changes from:       January 16, 2018                                 Total Change is:       182
         0       -352          0        855         22        281       -323        679          0          0          0          0       -631       -448
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       30.3        0.0       43.0       23.5        7.2        8.9       25.7        0.0        0.0        0.0        0.0       32.3       13.3
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          8          4          7          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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   141,176
Positions
    19,473     52,644        749     17,913     22,393      2,262     63,064     37,371      2,650        537          0          6     34,522     23,101
 
Changes from:       January 16, 2018                                 Total Change is:    17,254
    -1,951     13,025        -16      1,091     -2,919          1     12,300      6,401       -227        268          0          0      5,788        989
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       37.3        0.5       12.7       15.9        1.6       44.7       26.5        1.9        0.4        0.0        0.0       24.5       16.4
 
Number of Traders in Each Category                                    Total Traders:       103 
         8         10          4         13         10          6         40         20         14          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    62,563
Positions
         0     50,712        226     32,500          0          0     27,075     10,327          0        510        140          0      2,252      1,158
 
Changes from:       January 16, 2018                                 Total Change is:        53
         0        131         -1       -790          0          0        660       -154          0       -101        -32          0        285        109
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       81.1        0.4       51.9        0.0        0.0       43.3       16.5        0.0        0.8        0.2        0.0        3.6        1.9
 
Number of Traders in Each Category                                    Total Traders:        32 
         0          6          .          4          0          0         14          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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   178,983
Positions
    11,994     80,470        355     72,638      8,786        189     79,597     70,427      4,900      2,088     10,555          0      7,222      3,301
 
Changes from:       January 16, 2018                                 Total Change is:     6,472
   -14,687      4,375         91      6,937      1,141        -41     12,011      1,265        690        -82       -223          0      1,553       -826
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       45.0        0.2       40.6        4.9        0.1       44.5       39.3        2.7        1.2        5.9        0.0        4.0        1.8
 
Number of Traders in Each Category                                    Total Traders:       140 
         4          8          .         14          9          .         54         29         11         10         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    30,605
Positions
         0     12,466      1,150     12,490        223          0     12,645     14,111      1,183      1,356        910          0      1,781        562
 
Changes from:       January 16, 2018                                 Total Change is:    -1,270
      -121     -1,155      1,100     -2,583          0          0        631       -746       -351          2         -9          0         52       -109
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       40.7        3.8       40.8        0.7        0.0       41.3       46.1        3.9        4.4        3.0        0.0        5.8        1.8
 
Number of Traders in Each Category                                    Total Traders:        36 
         0          4          .          4          .          0          9         10          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    53,374
Positions
    24,109     13,772        153      4,537      4,334          0     18,643     29,126      1,512        110        389          0      4,310      4,088
 
Changes from:       January 16, 2018                                 Total Change is:     6,594
    -1,778      4,540          0       -210      1,017          0      7,731        365        639        110       -111          0        102        144
 
Percent of Open Interest Represented by Each Category of Trader
      45.2       25.8        0.3        8.5        8.1        0.0       34.9       54.6        2.8        0.2        0.7        0.0        8.1        7.7
 
Number of Traders in Each Category                                    Total Traders:        87 
         6          5          .          9          6          0         31         26          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    13,292
Positions
     2,265      7,805        235      6,548        166          0      2,644      4,002        204          0          0          0      1,396        880
 
Changes from:       January 16, 2018                                 Total Change is:       175
      -391         -5        235        -63        -11          0        249        -32         13          0          0          0        132        -25
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       58.7        1.8       49.3        1.2        0.0       19.9       30.1        1.5        0.0        0.0        0.0       10.5        6.6
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          4          .          5          .          0          8          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    78,388
Positions
    10,225     54,093      1,374     16,580      3,987        316     28,954      8,944      3,425      4,130        255          0     13,386      5,996
 
Changes from:       January 16, 2018                                 Total Change is:      -231
     1,313        525        -42     -1,007        674         85     -1,982         93       -488        319         -8         -2      1,572     -1,068
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       69.0        1.8       21.2        5.1        0.4       36.9       11.4        4.4        5.3        0.3        0.0       17.1        7.6
 
Number of Traders in Each Category                                    Total Traders:       122 
        18         18          .         17          .          4         36         18         10         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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   156,775
Positions
    20,450    108,185      2,747     33,160      7,974        631     57,907     17,887      6,850      8,259        510          0     26,771     11,991
 
Changes from:       January 16, 2018                                 Total Change is:      -461
     2,626      1,050        -83     -2,013      1,347        170     -3,963        186       -975        637        -16         -4      3,144     -2,136
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       69.0        1.8       21.2        5.1        0.4       36.9       11.4        4.4        5.3        0.3        0.0       17.1        7.6
 
Number of Traders in Each Category                                    Total Traders:       122 
        18         18          .         17          .          4         36         18         10         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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   753,197
Positions
    47,854    211,099     36,582    363,756    162,238     63,273     92,258    121,770     34,682     25,702     42,192      8,922     80,168     72,438
 
Changes from:       January 16, 2018                                 Total Change is:    33,276
     3,424     19,966        773      7,892     -3,955      2,717      7,187     -2,849      9,178       -320      2,317      1,903        523      3,227
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       28.0        4.9       48.3       21.5        8.4       12.2       16.2        4.6        3.4        5.6        1.2       10.6        9.6
 
Number of Traders in Each Category                                    Total Traders:       625 
        30         46         26        157         90        105         95        110         82         49         46         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    69,703
Positions
    20,884     24,326          0      9,941     19,192      1,438      7,420     12,130          0      2,945        145          0     27,075     12,472
 
Changes from:       January 16, 2018                                 Total Change is:    14,268
       588      9,983          0      1,004        716        999      3,321      5,381          0       -265        100          0      8,621     -2,911
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       34.9        0.0       14.3       27.5        2.1       10.6       17.4        0.0        4.2        0.2        0.0       38.8       17.9
 
Number of Traders in Each Category                                    Total Traders:        51 
         8          7          0          6          6          4          6         11          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    23,298
Positions
    20,851      5,189          0        239     14,779         66          0      2,088         79          0          0          0      2,063      1,097
 
Changes from:       January 16, 2018                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      89.5       22.3        0.0        1.0       63.4        0.3        0.0        9.0        0.3        0.0        0.0        0.0        8.9        4.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         8          .          0          .          6          .          0          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 3,417,469
Positions
   229,548  1,028,566     88,213  1,778,863    725,020    299,388    480,173    604,182    117,425    114,842    211,294     43,551    265,466    299,830
 
Changes from:       January 16, 2018                                 Total Change is:    95,042
    22,298     58,035     -4,252     41,985    -15,810      1,046     53,981     -6,501     11,237        593     11,954      8,645    -40,491     30,688
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       30.1        2.6       52.1       21.2        8.8       14.1       17.7        3.4        3.4        6.2        1.3        7.8        8.8
 
Number of Traders in Each Category                                    Total Traders:       620 
        29         46         23        158         89        102         94        110         77         48         46         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    30,109
Positions
     5,133     29,040          0      6,792          0        700     13,212          0          0        589          0          0      3,683        369
 
Changes from:       January 16, 2018                                 Total Change is:    -3,690
     1,400     -3,562          0     -5,320          0        -48         -8          0          0          0          0          0        286        -80
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       96.4        0.0       22.6        0.0        2.3       43.9        0.0        0.0        2.0        0.0        0.0       12.2        1.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          8          0          7          0          .          7          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    14,043
Positions
     3,983      9,431          0      7,287      1,194      1,334          0      1,146         96        322          0          0      1,021        842
 
Changes from:       January 16, 2018                                 Total Change is:     1,613
       920        230          0        959         11       -251          0      1,146         96          0          0          0       -111        381
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       67.2        0.0       51.9        8.5        9.5        0.0        8.2        0.7        2.3        0.0        0.0        7.3        6.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          8          0          8          .          .          0          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    23,767
Positions
    18,844     16,556          0      1,050      4,810        266      2,534        521          0          0        671          0      1,073        943
 
Changes from:       January 16, 2018                                 Total Change is:    -1,729
    -2,484      2,528          0        442     -4,198        -43        644        -12          0          0          0          0       -288         -4
 
Percent of Open Interest Represented by Each Category of Trader
      79.3       69.7        0.0        4.4       20.2        1.1       10.7        2.2        0.0        0.0        2.8        0.0        4.5        4.0
 
Number of Traders in Each Category                                    Total Traders:        24 
         8          4          0          .          5          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    89,785
Positions
     4,121     45,205        705     42,576     31,809      3,853     23,664      2,465      1,747          0        240          0     13,119      3,761
 
Changes from:       January 16, 2018                                 Total Change is:      -226
         9       -759         80        678       -492         61     -1,332        142        458          0          0          0       -180        284
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       50.3        0.8       47.4       35.4        4.3       26.4        2.7        1.9        0.0        0.3        0.0       14.6        4.2
 
Number of Traders in Each Category                                    Total Traders:        86 
         4         10          .         32         15         10         18          6          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    51,194
Positions
    11,764     12,789      1,153     14,831     11,402      1,111     12,219     14,400        787      2,200      2,880         98      7,031      6,573
 
Changes from:       January 16, 2018                                 Total Change is:    -3,624
     1,196       -140        120       -998        106       -243     -3,576     -2,332       -208         62       -590         83        -59       -421
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       25.0        2.3       29.0       22.3        2.2       23.9       28.1        1.5        4.3        5.6        0.2       13.7       12.8
 
Number of Traders in Each Category                                    Total Traders:       268 
        22         20          4         46         32         21         45         56         21         22         25          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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   255,968
Positions
    58,822     63,947      5,767     74,155     57,012      5,553     61,093     71,998      3,935     10,998     14,399        492     35,153     32,865
 
Changes from:       January 16, 2018                                 Total Change is:   -18,119
     5,979       -699        601     -4,990        532     -1,217    -17,882    -11,658     -1,039        309     -2,950        414       -294     -2,103
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       25.0        2.3       29.0       22.3        2.2       23.9       28.1        1.5        4.3        5.6        0.2       13.7       12.8
 
Number of Traders in Each Category                                    Total Traders:       268 
        22         20          4         46         32         21         45         56         21         22         25          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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   546,433
Positions
    47,832    164,999      2,729    252,740    187,470     35,539    158,905    127,824      8,835     19,161      2,294         15     20,677     16,728
 
Changes from:       January 16, 2018                                 Total Change is:   -15,194
     7,110      7,202       -148     -2,275    -28,740       -496    -20,038      2,161        950        210       -434         15       -522      4,296
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       30.2        0.5       46.3       34.3        6.5       29.1       23.4        1.6        3.5        0.4        0.0        3.8        3.1
 
Number of Traders in Each Category                                    Total Traders:       296 
        17         25          .         79         44         35         57         57         25         12          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    23,135
Positions
    13,598     13,727        690      1,239      1,124          0        239      1,648         13      1,145      1,320        230      5,981      4,383
 
Changes from:       January 16, 2018                                 Total Change is:       -40
       986        324         86         10        -20          0     -1,277       -237          0       -250        620         50        355       -863
 
Percent of Open Interest Represented by Each Category of Trader
      58.8       59.3        3.0        5.4        4.9        0.0        1.0        7.1        0.1        4.9        5.7        1.0       25.9       18.9
 
Number of Traders in Each Category                                    Total Traders:        38 
        11          9          .          4          .          0          .          5          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    49,964
Positions
       991     25,166          0     26,065        921        233     11,289      2,133         82      1,511     16,609        300      9,493      4,520
 
Changes from:       January 16, 2018                                 Total Change is:     2,766
       -93        618          0        856          0         49      1,747        372         -1         99        482        -58        167      1,304
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       50.4        0.0       52.2        1.8        0.5       22.6        4.3        0.2        3.0       33.2        0.6       19.0        9.0
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          4          0         19          .          4         10          4          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    66,383
Positions
    11,226      9,404      1,973     21,861      2,834      3,306      7,188     15,827        748     10,857      1,146          0      9,224     31,145
 
Changes from:       January 16, 2018                                 Total Change is:     8,218
     2,925        101       -122      1,759        767      1,418        368        538        142      1,110          0          0        618      5,374
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       14.2        3.0       32.9        4.3        5.0       10.8       23.8        1.1       16.4        1.7        0.0       13.9       46.9
 
Number of Traders in Each Category                                    Total Traders:        81 
        13          9          4         17          5          7         13         18          8          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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   286,138
Positions
    20,461    183,521      4,030    186,674     61,028     20,161     40,797      8,170      2,293      2,468      1,179          0      9,254      5,756
 
Changes from:       January 16, 2018                                 Total Change is:    -4,381
        64       -547        -59     -6,971      1,003        639      1,290     -6,414        243          0          5          0        413        749
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       64.1        1.4       65.2       21.3        7.0       14.3        2.9        0.8        0.9        0.4        0.0        3.2        2.0
 
Number of Traders in Each Category                                    Total Traders:       151 
         6         13          5         61         24         21         30          9          9          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 1,064,907
Positions
    34,626    766,109      5,232    643,249    138,349     68,490    207,748     46,492     20,225     55,886     12,086        664     28,787      7,260
 
Changes from:       January 16, 2018                                 Total Change is:    19,370
     1,260     44,104     -1,572     15,656     -8,236      1,712      1,765    -10,329       -356      8,736     -3,882        -72     -7,759     -1,999
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       71.9        0.5       60.4       13.0        6.4       19.5        4.4        1.9        5.2        1.1        0.1        2.7        0.7
 
Number of Traders in Each Category                                    Total Traders:       382 
        24         19          8        145         44         47         76         28         16         42          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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    94,898
Positions
    18,229     29,779     62,660     10,525          0          0      2,122      1,631        798        520         30          0         44          0
 
Changes from:       January 16, 2018                                 Total Change is:     1,345
    -1,414     -2,230      2,314        445          0          0          0      1,261          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       31.4       66.0       11.1        0.0        0.0        2.2        1.7        0.8        0.5        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        33 
         4         12          8          8          0          0          4          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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   809,179
Positions
    26,944     54,866      6,202    331,567    270,313    120,144    135,736    137,259     19,303     23,335     31,607        134    145,814    169,351
 
Changes from:       January 16, 2018                                 Total Change is:    23,632
     8,449      3,186      1,802      7,976     -9,361        834      9,250     23,317       -443      4,311      1,754        -88     -8,459      2,631
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        6.8        0.8       41.0       33.4       14.8       16.8       17.0        2.4        2.9        3.9        0.0       18.0       20.9
 
Number of Traders in Each Category                                    Total Traders:       184 
         8         15          5         42         36         36         27         41         28          6          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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   896,672
Positions
     7,992    119,016      1,671    500,631    108,775    150,010     53,602    394,665     22,443     37,994      8,474      1,155    121,174     90,463
 
Changes from:       January 16, 2018                                 Total Change is:    11,301
       571     -4,763      1,500      8,502     11,524      3,690     -3,376       -236      2,869     -4,890         47          0      2,435     -3,330
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       13.3        0.2       55.8       12.1       16.7        6.0       44.0        2.5        4.2        0.9        0.1       13.5       10.1
 
Number of Traders in Each Category                                    Total Traders:       118 
         .         12          4         48         17         36         15         18         16          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 1,931,579
Positions
   129,278    162,128     10,825    708,204    376,784    223,960    471,912    601,670     69,151    192,759    303,059      2,720    122,770    181,282
 
Changes from:       January 16, 2018                                 Total Change is:    55,198
     4,125     -5,130      1,577     83,739     17,023     -8,381    -35,598     22,093     11,147     -2,361     12,471        683        267      3,715
 
Percent of Open Interest Represented by Each Category of Trader
       6.7        8.4        0.6       36.7       19.5       11.6       24.4       31.1        3.6       10.0       15.7        0.1        6.4        9.4
 
Number of Traders in Each Category                                    Total Traders:       317 
        18         27          8         74         43         56         53         59         44         21         22          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,512,126
Positions
   151,407    212,517     30,508  1,441,851  1,030,111    497,488    538,068    753,916    177,190    336,037    191,215     28,968    310,609    590,213
 
Changes from:       January 16, 2018                                 Total Change is:   138,357
    19,046     39,139     -7,465     67,595      7,295      1,406     70,269     25,455     13,292    -10,099     29,975      1,968    -17,655     27,292
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        6.1        0.9       41.1       29.3       14.2       15.3       21.5        5.0        9.6        5.4        0.8        8.8       16.8
 
Number of Traders in Each Category                                    Total Traders:       444 
        26         41         15         72        107         95         57         92         57         26         23         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   536,135
Positions
    21,458     12,185      5,280    126,546    234,996     52,471    199,156     52,828     12,108     18,313     16,997          0    100,803    149,270
 
Changes from:       January 16, 2018                                 Total Change is:     9,277
    -4,058    -18,606      1,141     -8,698     16,286      4,327     11,000     -1,358     -1,530       -652      4,591          0      7,747      4,426
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        2.3        1.0       23.6       43.8        9.8       37.1        9.9        2.3        3.4        3.2        0.0       18.8       27.8
 
Number of Traders in Each Category                                    Total Traders:        90 
         5          .          .         17         31         31         16         12          8          .          5          0
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Traders in Financial Futures - Futures Only Positions as of January 23, 2018                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,316,705
Positions
   109,767    245,357     44,333  1,613,516    764,454    474,828    406,596    912,600    136,119    255,691    268,412     13,367    262,488    457,235
 
Changes from:       January 16, 2018                                 Total Change is:   121,163
     9,692     17,367     -4,576     13,082     95,711     34,459     34,914    -42,268      7,004     14,256     13,062      2,122     10,210     -1,718
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        7.4        1.3       48.6       23.0       14.3       12.3       27.5        4.1        7.7        8.1        0.4        7.9       13.8
 
Number of Traders in Each Category                                    Total Traders:       345 
        17         30         11         63         66         70         46         71         44         24         28         10
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Traders in Financial Futures - Futures Only Positions as of January 23, 2018                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,611,640
Positions
   437,134    285,846    539,271     93,831      4,252     61,116     39,815    271,414    299,614     62,631     47,820     40,448     37,780     61,859
 
Changes from:       January 16, 2018                                 Total Change is:    90,583
    34,003      4,043     15,885      6,648      2,399      3,573      3,509     32,867     16,863      4,393     10,844      1,025      4,684      3,084
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       17.7       33.5        5.8        0.3        3.8        2.5       16.8       18.6        3.9        3.0        2.5        2.3        3.8
 
Number of Traders in Each Category                                    Total Traders:       153 
        26         36         50          4          .          7         19         37         42         14          9         13
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Traders in Financial Futures - Futures Only Positions as of January 23, 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 is14,547,671
Positions
 6,845,493    474,732  2,154,940     13,139  2,791,579  1,055,680    436,780  2,966,300  2,706,338     25,871    210,585    743,261    566,169  1,444,256
 
Changes from:       January 16, 2018                                 Total Change is:   849,384
   327,167    -69,950     71,050      1,880     68,071    193,984    -94,538    267,409    249,132    -17,012   -109,773     91,647     26,074     87,814
 
Percent of Open Interest Represented by Each Category of Trader
      47.1        3.3       14.8        0.1       19.2        7.3        3.0       20.4       18.6        0.2        1.4        5.1        3.9        9.9
 
Number of Traders in Each Category                                    Total Traders:       300 
        36         43         72          5         36         37         28        103         95          9         20         21
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Traders in Financial Futures - Futures Only Positions as of January 23, 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    28,181
Positions
     9,679      7,173          0         57      8,727        147      5,612      7,847          0     12,649      4,131          0         37        156
 
Changes from:       January 16, 2018                                 Total Change is:     1,971
     2,761      1,023          0          0        283         29       -294        681          0       -523        -39          0         -2         -6
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       25.5        0.0        0.2       31.0        0.5       19.9       27.8        0.0       44.9       14.7        0.0        0.1        0.6
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          6          0          .         14          .          8          9          0          4          6          0
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Traders in Financial Futures - Futures Only Positions as of January 23, 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    23,377
Positions
     3,101      7,121          0        135      4,114        638     19,113      8,510          0        328      2,906         18         44         70
 
Changes from:       January 16, 2018                                 Total Change is:     1,811
     1,126      1,421          0         66       -241        142        737        508          0       -276        -20          0         16          1
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       30.5        0.0        0.6       17.6        2.7       81.8       36.4        0.0        1.4       12.4        0.1        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          4          0          .          8          .          4          9          0          .          4          .
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Traders in Financial Futures - Futures Only Positions as of January 23, 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     5,193
Positions
        55          0          0          0          0          0      1,142        518         60      1,243      3,668         28      2,665        919
 
Changes from:       January 16, 2018                                 Total Change is:       457
        15          0        -15          0          0          0        763        -90         26        109        497       -102       -339        141
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        0.0        0.0        0.0        0.0        0.0       22.0       10.0        1.2       23.9       70.6        0.5       51.3       17.7
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          0          0          0          0          0          9          7          4         18         10          .
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Traders in Financial Futures - Futures Only Positions as of January 23, 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    49,114
Positions
       262      6,622          0      9,256     13,416        511     22,829     21,074      1,979      6,726      1,690          0      7,551      3,822
 
Changes from:       January 16, 2018                                 Total Change is:    -2,322
      -167       -731          0      1,212         79     -1,833     -2,980       -215         74        696        -17          0        676        321
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       13.5        0.0       18.8       27.3        1.0       46.5       42.9        4.0       13.7        3.4        0.0       15.4        7.8
 
Number of Traders in Each Category                                    Total Traders:       141 
         .          .          0         11          9          .         27         35         12         45          8          0
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Traders in Financial Futures - Futures Only Positions as of January 23, 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   630,599
Positions
   104,998     54,735     22,752    130,194    133,530     95,600    130,311    180,275     80,229     15,506      9,403     19,952     31,057     34,123
 
Changes from:       January 16, 2018                                 Total Change is:   -23,098
    -4,778     -2,181    -12,090     21,209      6,205       -768     -9,864      1,425    -11,772     -1,285       -332       -153     -3,597     -3,432
 
Percent of Open Interest Represented by Each Category of Trader
      16.7        8.7        3.6       20.6       21.2       15.2       20.7       28.6       12.7        2.5        1.5        3.2        4.9        5.4
 
Number of Traders in Each Category                                    Total Traders:       278 
        18          9         14         26         37         22         59         75         61         19         17         30
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Traders in Financial Futures - Futures Only Positions as of January 23, 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    67,857
Positions
     1,053          0          0     34,623      1,382        166     28,337     66,077         85      3,312        125          0        281         22
 
Changes from:       January 16, 2018                                 Total Change is:   -13,177
       -16          0          0        245          7          0    -13,752    -13,187          0        320          3          0         26          0
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        0.0        0.0       51.0        2.0        0.2       41.8       97.4        0.1        4.9        0.2        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        42 
         4          0          0          7          .          .         10          6          .         12          .          0
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Updated January 26, 2018