Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   164,753
Positions
     6,514     88,050      6,454     36,220     10,298      4,809     46,684     14,971     18,159      5,115      1,454        578     40,220     19,980
 
Changes from:       February 13, 2018                                Total Change is:   -10,303
      -449     -7,619       -351       -840         33        762    -12,095     -3,420         65        519        362        196      1,892       -331
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       53.4        3.9       22.0        6.3        2.9       28.3        9.1       11.0        3.1        0.9        0.4       24.4       12.1
 
Number of Traders in Each Category                                    Total Traders:        91 
         .         11          9         18          5          5         24         22         21          6          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    69,611
Positions
    23,701     18,348        176      5,165      5,235        404     24,663     29,187      1,453        480      1,568          0     13,569     13,240
 
Changes from:       February 13, 2018                                Total Change is:    -5,490
    -4,572       -650         44        660          2          0     -1,085     -5,061        119          0       -208          0       -656        264
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       26.4        0.3        7.4        7.5        0.6       35.4       41.9        2.1        0.7        2.3        0.0       19.5       19.0
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          6          4          4          5          .         11         14          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   244,990
Positions
    43,924     56,930     26,089     26,292     62,113      6,238     63,665     20,849     36,294      1,364      9,119      2,564     38,559     24,793
 
Changes from:       February 13, 2018                                Total Change is:       168
     2,355     -5,611        949     -1,153     -2,150        300     -6,106      1,254      3,724        -36          5        254       -120      1,442
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       23.2       10.6       10.7       25.4        2.5       26.0        8.5       14.8        0.6        3.7        1.0       15.7       10.1
 
Number of Traders in Each Category                                    Total Traders:       119 
         7          9         10         19         19         10         37         18         29          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   314,102
Positions
   120,740    106,863     10,194     33,361     12,651     13,032     65,315    111,967     28,154      2,312        835      1,880     39,114     28,526
 
Changes from:       February 13, 2018                                Total Change is:    15,066
      -352     20,865        105      3,064        403        581      3,793    -10,940      4,487        492       -801        243      2,653        125
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       34.0        3.2       10.6        4.0        4.1       20.8       35.6        9.0        0.7        0.3        0.6       12.5        9.1
 
Number of Traders in Each Category                                    Total Traders:       128 
         9         10         13         23         15         15         34         28         27          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   661,807
Positions
    80,777    308,661     35,859    251,282    111,736     27,051     80,727     48,003     61,946     22,002      7,180      8,091     94,072     53,278
 
Changes from:       February 13, 2018                                Total Change is:     9,086
     4,818     -3,392        119       -979     -4,317      1,733     -4,061      2,215      2,214          9       -632        939      4,294     10,207
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       46.6        5.4       38.0       16.9        4.1       12.2        7.3        9.4        3.3        1.1        1.2       14.2        8.1
 
Number of Traders in Each Category                                    Total Traders:       277 
        21         11         19         85         29         46         47         39         40         29         15         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    35,425
Positions
         0     21,999          0     18,581      1,043      1,302        435      5,803        321          0        771          5     14,781      4,181
 
Changes from:       February 13, 2018                                Total Change is:        -4
         0        296          0        309         90          4        435        -34       -352          0          0          0       -400         -8
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       62.1        0.0       52.5        2.9        3.7        1.2       16.4        0.9        0.0        2.2        0.0       41.7       11.8
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          .          0         16          .          6          .          5          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    26,257
Positions
     1,959      8,482        441     11,239      5,819      2,441      2,601      4,624         11          0          0          0      7,565      4,439
 
Changes from:       February 13, 2018                                Total Change is:       -71
      -297        326          3     -1,284         52        317      1,398     -1,111          0          0          0          0       -208        342
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       32.3        1.7       42.8       22.2        9.3        9.9       17.6        0.0        0.0        0.0        0.0       28.8       16.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          8          4          8          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   136,963
Positions
    14,761     46,110     10,349     13,269     19,103      3,449     49,684     17,797     12,984        673        618      1,041     30,753     25,512
 
Changes from:       February 13, 2018                                Total Change is:    -3,729
      -177        216       -609     -1,207         -8        346       -790     -3,126     -1,018        -12     -1,087        -56       -206      1,613
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       33.7        7.6        9.7       13.9        2.5       36.3       13.0        9.5        0.5        0.5        0.8       22.5       18.6
 
Number of Traders in Each Category                                    Total Traders:        87 
         9          8         12         13         11          7         26         15         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    49,016
Positions
       976     46,423        226     13,476          0          0     32,230      1,433         11        502          0          0      1,595        923
 
Changes from:       February 13, 2018                                Total Change is:      -406
       391        -51         -4     -1,832          0          0      1,077       -274         11          2       -110          0        -51         22
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       94.7        0.5       27.5        0.0        0.0       65.8        2.9        0.0        1.0        0.0        0.0        3.3        1.9
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          5          .          4          0          0         14          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   197,048
Positions
     5,791     97,314        248     80,964     15,778          0     98,666     68,122      2,237      2,158      9,194          0      6,984      4,154
 
Changes from:       February 13, 2018                                Total Change is:         5
    -1,852     -3,887         57      7,362     -2,590          0     -5,627      7,650       -557        114       -604          0        508        -65
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       49.4        0.1       41.1        8.0        0.0       50.1       34.6        1.1        1.1        4.7        0.0        3.5        2.1
 
Number of Traders in Each Category                                    Total Traders:       136 
         .          9          .         18          7          0         44         33          6         10         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    35,697
Positions
       411     19,131          3      5,668     12,891          0     26,768      1,892        248        815        785          3      1,781        744
 
Changes from:       February 13, 2018                                Total Change is:     8,126
       202          0          0         61      8,137          0      7,355        -28         64         77          5          0        367        -52
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       53.6        0.0       15.9       36.1        0.0       75.0        5.3        0.7        2.3        2.2        0.0        5.0        2.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          .          .          .          0         13          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    54,483
Positions
    18,680     17,947        191      6,347      3,202          0     23,622     27,586        570        232        547          0      4,841      4,440
 
Changes from:       February 13, 2018                                Total Change is:       744
      -423       -491          7        125        159          0        600        451        157        119        217          0        159        244
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       32.9        0.4       11.6        5.9        0.0       43.4       50.6        1.0        0.4        1.0        0.0        8.9        8.1
 
Number of Traders in Each Category                                    Total Traders:        79 
         4          6          .         12          .          0         28         19          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    14,661
Positions
         0      7,957      2,500      8,050        510          0      2,175      2,267        411          0        219          0      1,525        797
 
Changes from:       February 13, 2018                                Total Change is:       309
      -459        279        459        295        510          0       -199     -1,009        207          0          0          0          6       -137
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       54.3       17.1       54.9        3.5        0.0       14.8       15.5        2.8        0.0        1.5        0.0       10.4        5.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          5          .          4          .          0          9          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    60,539
Positions
    18,219     33,786      1,713     11,045      1,072        303     16,548     11,892      1,466      1,248      2,035        560      9,438      7,713
 
Changes from:       February 13, 2018                                Total Change is:    -4,272
    -2,198     -3,089        109       -773        997         29     -1,005      1,128       -114       -324     -3,737       -299        303        706
 
Percent of Open Interest Represented by Each Category of Trader
      30.1       55.8        2.8       18.2        1.8        0.5       27.3       19.6        2.4        2.1        3.4        0.9       15.6       12.7
 
Number of Traders in Each Category                                    Total Traders:       105 
        16         16          5         12          4          .         34         13         10          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is   121,077
Positions
    36,438     67,572      3,425     22,089      2,143        606     33,095     23,783      2,931      2,495      4,070      1,120     18,877     15,427
 
Changes from:       February 13, 2018                                Total Change is:    -8,544
    -4,397     -6,179        217     -1,545      1,994         58     -2,010      2,255       -228       -647     -7,474       -598        606      1,411
 
Percent of Open Interest Represented by Each Category of Trader
      30.1       55.8        2.8       18.2        1.8        0.5       27.3       19.6        2.4        2.1        3.4        0.9       15.6       12.7
 
Number of Traders in Each Category                                    Total Traders:       105 
        16         16          5         12          4          .         34         13         10          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   982,535
Positions
    69,234    198,233     89,828    321,891    149,247     61,467     65,669    110,561    199,036     34,893     41,422     39,920    100,597     92,822
 
Changes from:       February 13, 2018                                Total Change is:  -101,039
     8,479      5,309     -3,149     18,543     -3,652    -13,124     -9,675     14,163    -77,274       -772     -2,265    -12,930    -11,137     -8,116
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       20.2        9.1       32.8       15.2        6.3        6.7       11.3       20.3        3.6        4.2        4.1       10.2        9.4
 
Number of Traders in Each Category                                    Total Traders:       650 
        35         43         49        159         90        113         86        121        124         63         52         67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is   124,370
Positions
    38,477     22,972      3,923      9,365     12,321      2,465      7,636     18,675     27,450      3,687      2,281      5,890     25,477     28,394
 
Changes from:       February 13, 2018                                Total Change is:   -26,681
       549      6,627     -3,551        163        833       -187     -1,050       -168    -18,373        -99        176     -3,715       -419     -8,323
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       18.5        3.2        7.5        9.9        2.0        6.1       15.0       22.1        3.0        1.8        4.7       20.5       22.8
 
Number of Traders in Each Category                                    Total Traders:        68 
        11         10          8          7          6          5         10         16         23          .          4          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    22,637
Positions
    20,335      6,630          0        335     11,431        268          0      2,339         77          0      1,223          0      1,622        669
 
Changes from:       February 13, 2018                                Total Change is:    -1,820
    -1,612        -11          0       -226     -1,846          0          0        300          0          0       -397          0         18        134
 
Percent of Open Interest Represented by Each Category of Trader
      89.8       29.3        0.0        1.5       50.5        1.2        0.0       10.3        0.3        0.0        5.4        0.0        7.2        3.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         6          5          0          .          5          .          0          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    14,388
Positions
     1,212     13,495          0      5,806          0        291      4,016          0          0        738          0          0      2,325        602
 
Changes from:       February 13, 2018                                Total Change is:       254
       252        244          0          5          0          0          6          0          0          0          0          0         -9         10
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       93.8        0.0       40.4        0.0        2.0       27.9        0.0        0.0        5.1        0.0        0.0       16.2        4.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          8          0          7          0          .          4          0          0          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 4,290,823
Positions
   329,078  1,051,597    254,233  1,565,144    687,150    292,490    381,276    550,541    766,816    169,241    208,913    156,941    375,603    322,141
 
Changes from:       February 13, 2018                                Total Change is:  -371,789
    41,594     -4,645         63     91,181    -23,142    -63,966    -50,201     64,577   -287,430        492     -8,351    -49,931    -53,592      1,035
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       24.5        5.9       36.5       16.0        6.8        8.9       12.8       17.9        3.9        4.9        3.7        8.8        7.5
 
Number of Traders in Each Category                                    Total Traders:       640 
        33         45         47        158         88        111         82        122        122         61         51         64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    29,745
Positions
     6,960     27,831          3      5,630          0      1,451     11,742          0          0        825          0          0      3,134        460
 
Changes from:       February 13, 2018                                Total Change is:       298
      -622        217          3      1,235          0          0       -295          0          0        243          0          0       -266         78
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       93.6        0.0       18.9        0.0        4.9       39.5        0.0        0.0        2.8        0.0        0.0       10.5        1.5
 
Number of Traders in Each Category                                    Total Traders:        28 
         .         10          .          8          0          .          6          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is    14,032
Positions
     7,071      8,137          0      3,742      2,638      1,375          0      1,148         94        321          0          0      1,429        640
 
Changes from:       February 13, 2018                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      50.4       58.0        0.0       26.7       18.8        9.8        0.0        8.2        0.7        2.3        0.0        0.0       10.2        4.6
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          8          0          5          .          .          0          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    24,420
Positions
    17,855     17,902          0      1,452      2,895        266      4,063        521          0          0      1,742          0        784      1,094
 
Changes from:       February 13, 2018                                Total Change is:    -2,151
    -1,901        -71          0        -45     -2,027          0      1,872       -300          0          0          0          0     -2,077        247
 
Percent of Open Interest Represented by Each Category of Trader
      73.1       73.3        0.0        5.9       11.9        1.1       16.6        2.1        0.0        0.0        7.1        0.0        3.2        4.5
 
Number of Traders in Each Category                                    Total Traders:        21 
         7          4          0          .          4          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    75,510
Positions
     6,525     26,407        656     36,247     34,300      5,025     14,797      2,574      1,188          0      1,101          0     11,072      4,259
 
Changes from:       February 13, 2018                                Total Change is:      -925
      -394        242       -153      1,765     -2,302        118     -1,727        592        188          0        -10          0       -722        400
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       35.0        0.9       48.0       45.4        6.7       19.6        3.4        1.6        0.0        1.5        0.0       14.7        5.6
 
Number of Traders in Each Category                                    Total Traders:        78 
         7          7          .         29         14         12         14          5          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    49,961
Positions
    16,852      5,280      3,395      8,635     12,146        824      8,391     15,483      2,353      2,349      2,084        798      6,364      7,598
 
Changes from:       February 13, 2018                                Total Change is:      -845
     1,982        429        831        269     -1,283        -87     -1,686       -303     -1,347       -610       -296       -166        -32      1,376
 
Percent of Open Interest Represented by Each Category of Trader
      33.7       10.6        6.8       17.3       24.3        1.6       16.8       31.0        4.7        4.7        4.2        1.6       12.7       15.2
 
Number of Traders in Each Category                                    Total Traders:       254 
        28         13          9         41         30         25         40         61         22         15         25          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   249,805
Positions
    84,258     26,400     16,977     43,175     60,729      4,120     41,955     77,413     11,767     11,744     10,420      3,988     31,820     37,992
 
Changes from:       February 13, 2018                                Total Change is:    -4,227
     9,908      2,145      4,157      1,347     -6,414       -433     -8,431     -1,515     -6,734     -3,051     -1,482       -832       -158      6,880
 
Percent of Open Interest Represented by Each Category of Trader
      33.7       10.6        6.8       17.3       24.3        1.6       16.8       31.0        4.7        4.7        4.2        1.6       12.7       15.2
 
Number of Traders in Each Category                                    Total Traders:       254 
        28         13          9         41         30         25         40         61         22         15         25          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   536,699
Positions
    87,590    141,683      4,239    218,093    207,536     36,060    141,088    113,945     12,672     18,114      3,379      1,866     16,977     15,320
 
Changes from:       February 13, 2018                                Total Change is:   -16,984
    -1,512      3,045       -332     -1,761     -6,334        259    -12,066    -12,298     -2,425      1,356      1,011       -496         -7        586
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       26.4        0.8       40.6       38.7        6.7       26.3       21.2        2.4        3.4        0.6        0.3        3.2        2.9
 
Number of Traders in Each Category                                    Total Traders:       286 
        17         26          6         72         51         33         46         56         26         10          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    13,303
Positions
     3,017     11,420          0      7,178        890          0      1,546        206          0        269          0          0      1,293        787
 
Changes from:       February 13, 2018                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       85.8        0.0       54.0        6.7        0.0       11.6        1.5        0.0        2.0        0.0        0.0        9.7        5.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          6          0          8          .          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                                                                             
CFTC Code #23977A                                                    Open Interest is    23,512
Positions
    12,530     13,673        737        682        889          0      3,430      2,441          1      1,145      1,880        230      4,757      3,661
 
Changes from:       February 13, 2018                                Total Change is:       522
      -583        199         10          0          0          0      1,472        845        -12          0        190          0       -365       -710
 
Percent of Open Interest Represented by Each Category of Trader
      53.3       58.2        3.1        2.9        3.8        0.0       14.6       10.4        0.0        4.9        8.0        1.0       20.2       15.6
 
Number of Traders in Each Category                                    Total Traders:        47 
        14         10          .          .          .          0          8          6          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    56,484
Positions
     1,242     34,036          0     26,463      1,551        124     16,848      2,146        296      3,451     15,084          0      8,060      3,247
 
Changes from:       February 13, 2018                                Total Change is:     1,747
       -11      1,763          0       -966        -23         14      2,499        -75          0        197        129        -61         75          0
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       60.3        0.0       46.9        2.7        0.2       29.8        3.8        0.5        6.1       26.7        0.0       14.3        5.7
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          4          0         19          .          4         11          4          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    85,171
Positions
    22,040     13,784        687     22,145     11,768      2,853     16,466     15,139      1,062     10,217      1,108          0      9,701     38,770
 
Changes from:       February 13, 2018                                Total Change is:     3,025
    -2,028        826       -152        399        730       -202      6,331      1,314       -311       -134        -38        -61       -817        919
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       16.2        0.8       26.0       13.8        3.3       19.3       17.8        1.2       12.0        1.3        0.0       11.4       45.5
 
Number of Traders in Each Category                                    Total Traders:        91 
        16         12          .         20          5          6         17         16          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   268,676
Positions
    23,532    156,749      4,428    176,963     67,809     21,573     28,812     10,375      1,640      2,089      1,108          0      9,639      4,994
 
Changes from:       February 13, 2018                                Total Change is:    -6,309
       725     -9,488          8      1,919     -2,736     -1,074     -7,980      6,957       -123          0        -33          0        216        180
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       58.3        1.6       65.9       25.2        8.0       10.7        3.9        0.6        0.8        0.4        0.0        3.6        1.9
 
Number of Traders in Each Category                                    Total Traders:       149 
         6         13          5         58         28         19         30          8          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,040,851
Positions
    52,492    722,984      4,423    613,356    153,788     82,781    186,307     35,864     15,028     56,173     13,033      1,713     28,578     11,237
 
Changes from:       February 13, 2018                                Total Change is:    -1,505
       431     17,719     -1,587     15,842    -15,317       -398    -11,208      1,563       -953       -882       -328       -665     -2,084     -1,538
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       69.5        0.4       58.9       14.8        8.0       17.9        3.4        1.4        5.4        1.3        0.2        2.7        1.1
 
Number of Traders in Each Category                                    Total Traders:       388 
        26         19          7        150         47         61         71         26         12         43          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   105,341
Positions
    24,101     40,788     63,033     10,073          0          0      2,201        111      1,158      4,520         30          0        255        221
 
Changes from:       February 13, 2018                                Total Change is:     2,837
       527        602      2,265          0          0          0         80          0        -50          0          0          0         15         20
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       38.7       59.8        9.6        0.0        0.0        2.1        0.1        1.1        4.3        0.0        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        33 
         4         12          8          7          0          0          4          .          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,137,640
Positions
    19,154     63,255     80,113    347,956    229,271    202,482    111,687    126,015    177,702     23,829     20,750     24,587    150,131    213,465
 
Changes from:       February 13, 2018                                Total Change is:    35,939
     1,832      3,569     18,307     -6,617     -4,273        941      5,115      5,695      7,399      2,485       -847        586      5,891      4,562
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        5.6        7.0       30.6       20.2       17.8        9.8       11.1       15.6        2.1        1.8        2.2       13.2       18.8
 
Number of Traders in Each Category                                    Total Traders:       199 
        10         20         22         49         34         46         32         35         48          8         11          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,009,498
Positions
     6,973    126,936     11,403    498,421     85,733    141,725     50,625    395,704    111,997     57,866      8,837      2,883    127,606    124,281
 
Changes from:       February 13, 2018                                Total Change is:    70,129
      -373      1,911        925        161     -5,883     -5,134      7,219      4,511     58,394     -2,974      1,601      1,728     10,183     12,076
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       12.6        1.1       49.4        8.5       14.0        5.0       39.2       11.1        5.7        0.9        0.3       12.6       12.3
 
Number of Traders in Each Category                                    Total Traders:       129 
         .         12          5         45         17         36         18         22         29          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 2,181,113
Positions
    79,273    188,054     24,645    712,347    376,116    234,714    427,939    496,283    340,815    210,634    327,071     12,745    138,002    180,670
 
Changes from:       February 13, 2018                                Total Change is:    19,918
   -38,108     -1,290     -6,714      2,522    -15,516      4,423     -4,911     21,744     40,907     13,224    -15,871        311      8,265     -8,075
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        8.6        1.1       32.7       17.2       10.8       19.6       22.8       15.6        9.7       15.0        0.6        6.3        8.3
 
Number of Traders in Each Category                                    Total Traders:       347 
        18         33         16         77         52         55         58         66         56         19         24          6
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Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 5,140,432
Positions
   138,196    194,545    414,122  1,557,794  1,060,873    594,742    473,622    774,226  1,097,320    360,955    214,497    135,897    367,784    654,211
 
Changes from:       February 13, 2018                                Total Change is:   210,154
   -52,350     13,758     72,550     31,091    -37,025     -5,602     13,575    -32,065    155,877    -23,400     -3,001     24,086     -5,674     21,576
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        3.8        8.1       30.3       20.6       11.6        9.2       15.1       21.3        7.0        4.2        2.6        7.2       12.7
 
Number of Traders in Each Category                                    Total Traders:       457 
        35         32         52         79        103        105         55        101        104         24         28         24
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Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   571,612
Positions
     9,188     20,922     16,666    119,632    199,243     61,362    208,188     63,560     25,176     27,880     20,903          0    103,520    163,780
 
Changes from:       February 13, 2018                                Total Change is:     8,826
    -9,595      2,469     10,020     -3,675    -15,283       -244     -7,140      3,835      4,579          0      1,276          0     14,881      2,174
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        3.7        2.9       20.9       34.9       10.7       36.4       11.1        4.4        4.9        3.7        0.0       18.1       28.7
 
Number of Traders in Each Category                                    Total Traders:        93 
         .          7          8         16         36         34         15          8         10          .          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,117,956
Positions
    85,108    328,085    153,137  1,703,215    868,399    540,403    305,617    742,569    710,465    258,628    270,526     60,081    301,303    444,292
 
Changes from:       February 13, 2018                                Total Change is:   237,222
   -13,115     18,914     20,494     68,821      8,046    -53,936     19,647     48,546    167,044         82     -3,924     13,320     14,864     18,717
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        8.0        3.7       41.4       21.1       13.1        7.4       18.0       17.3        6.3        6.6        1.5        7.3       10.8
 
Number of Traders in Each Category                                    Total Traders:       353 
        13         43         33         60         66         74         40         75         71         24         31         12
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Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,020,746
Positions
   538,832    364,007    619,182      4,396     44,772     67,411    249,406    349,989    324,887     59,474     72,938    118,518     38,641     59,043
 
Changes from:       February 13, 2018                                Total Change is:   143,105
    16,208     43,100     38,654      2,000      5,443      2,355     11,048        701     22,189      3,919     -7,619     41,191      5,542     -2,909
 
Percent of Open Interest Represented by Each Category of Trader
      26.7       18.0       30.6        0.2        2.2        3.3       12.3       17.3       16.1        2.9        3.6        5.9        1.9        2.9
 
Number of Traders in Each Category                                    Total Traders:       166 
        29         34         51          .          5          7         25         42         50         12         11         13
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Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is32,602,658
Positions
 7,286,289    942,022  4,777,676     85,232  2,971,028  2,916,951    314,903  2,514,281 14,244,870     39,238    451,383  2,121,466    816,034  1,662,981
 
Changes from:       February 13, 2018                                Total Change is: 1,887,549
   -21,904    -51,652    267,072     17,772    -62,758    349,404    -65,671    109,454    939,634     11,318    -60,687    193,340    196,584    203,741
 
Percent of Open Interest Represented by Each Category of Trader
      22.3        2.9       14.7        0.3        9.1        8.9        1.0        7.7       43.7        0.1        1.4        6.5        2.5        5.1
 
Number of Traders in Each Category                                    Total Traders:       328 
        39         40         76          9         38         42         54         86        114         19         28         34
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Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    31,641
Positions
    16,491     10,326          0         53      8,399        182      8,060      8,521          0      6,734      3,980        101         20        132
 
Changes from:       February 13, 2018                                Total Change is:     1,250
     1,346        917          0          0        213         -2         -6        454          0        -63       -360          3        -28         25
 
Percent of Open Interest Represented by Each Category of Trader
      52.1       32.6        0.0        0.2       26.5        0.6       25.5       26.9        0.0       21.3       12.6        0.3        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          6          0          .         14          .          4         10          0          4          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                         
CFTC Code #246606                                                    Open Interest is    26,602
Positions
     1,729     11,439          0        619      3,161        555     23,630      8,485          0         40      2,915          0         29         47
 
Changes from:       February 13, 2018                                Total Change is:       955
         0      1,188          0        198         57        -94        878       -284          0          0         84         -6        -21         10
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       43.0        0.0        2.3       11.9        2.1       88.8       31.9        0.0        0.2       11.0        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          6          0          .          7          .          .          8          0          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     6,050
Positions
        55          0          0          0        255          0      1,107      3,407          7      2,468      1,576          1      2,412        804
 
Changes from:       February 13, 2018                                Total Change is:       346
         0          0          0          0        136          0        488        546       -131        377        -84        -31       -357        -90
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        0.0        0.0        0.0        4.2        0.0       18.3       56.3        0.1       40.8       26.0        0.0       39.9       13.3
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          0          0          0          .          0          5          9          .         23          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    39,608
Positions
       100      4,533          0      7,770      9,487        541     10,742     15,242      4,583      9,098      1,618         18      6,756      3,586
 
Changes from:       February 13, 2018                                Total Change is:      -972
        34        -75        -66        -59       -515         -2     -2,904       -800        795      1,411         -4         -1       -180       -304
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       11.4        0.0       19.6       24.0        1.4       27.1       38.5       11.6       23.0        4.1        0.0       17.1        9.1
 
Number of Traders in Each Category                                    Total Traders:       139 
         .          .          0         10          9          .         26         38         13         41         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   425,271
Positions
    49,593     66,316     34,768     70,204     51,581     32,128     93,848     98,301     89,709      8,680      5,069     16,484     29,857     30,915
 
Changes from:       February 13, 2018                                Total Change is:   -84,187
   -12,667    -15,442    -21,288     -2,592     11,261    -10,911    -16,571    -27,247    -15,983       -578     -1,434     -2,577     -1,020       -566
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       15.6        8.2       16.5       12.1        7.6       22.1       23.1       21.1        2.0        1.2        3.9        7.0        7.3
 
Number of Traders in Each Category                                    Total Traders:       231 
        17         12         18         27         25         23         73         37         62         15          9         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 20, 2018                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    49,107
Positions
     1,359          0          0     33,559        201        166      7,607     48,518         85      6,048        124          0        283         13
 
Changes from:       February 13, 2018                                Total Change is:     2,065
         0          0          0        965        -18          0        774      2,094          0        278         -4          0         48         -7
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        0.0        0.0       68.3        0.4        0.3       15.5       98.8        0.2       12.3        0.3        0.0        0.6        0.0
 
Number of Traders in Each Category                                    Total Traders:        46 
         4          0          0         10          .          .          9          7          .         14          .          0
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Updated February 23, 2018