Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   145,257
Positions
     9,771     83,709      1,630     41,511     10,042        509     43,694     20,938      4,099      6,111      2,564        419     37,513     21,347
 
Changes from:       November 21, 2017                                Total Change is:     1,661
     1,534      2,788       -458      2,261         27        -36     -1,680     -1,314         41        291         10        -14       -278        617
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       57.6        1.1       28.6        6.9        0.4       30.1       14.4        2.8        4.2        1.8        0.3       25.8       14.7
 
Number of Traders in Each Category                                    Total Traders:        89 
         5          7          6         17          7          5         27         16         10          6          4          .
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Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    79,544
Positions
    44,443      4,061          0      1,007      6,878          0     27,144     42,711        873          0      1,680          0      6,077     23,341
 
Changes from:       November 21, 2017                                Total Change is:    -3,362
      -391        439         -3          0     -1,470          0     -2,715     -1,212       -170          0          0          0        -83       -946
 
Percent of Open Interest Represented by Each Category of Trader
      55.9        5.1        0.0        1.3        8.6        0.0       34.1       53.7        1.1        0.0        2.1        0.0        7.6       29.3
 
Number of Traders in Each Category                                    Total Traders:        52 
         7          4          0          .          7          0         13         18          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   178,230
Positions
    43,243     17,500      5,968     19,855     70,393      4,072     59,750     35,978     11,661      1,303      8,978        627     31,751     23,053
 
Changes from:       November 21, 2017                                Total Change is:     2,391
    -8,370         39        476      1,978     -2,844        458      7,458      3,978      1,277       -514        634       -231       -141     -1,396
 
Percent of Open Interest Represented by Each Category of Trader
      24.3        9.8        3.3       11.1       39.5        2.3       33.5       20.2        6.5        0.7        5.0        0.4       17.8       12.9
 
Number of Traders in Each Category                                    Total Traders:       125 
         7         10          6         12         21          7         38         30         20          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   244,536
Positions
   139,980     18,757      7,411     21,425     35,857      7,542     40,941    126,127      7,389        220      1,498        947     18,681     39,008
 
Changes from:       November 21, 2017                                Total Change is:   -16,483
   -19,467      4,333     -1,771      2,017     -2,591       -246      2,124    -11,517     -1,399       -401     -2,100        640      2,020     -1,832
 
Percent of Open Interest Represented by Each Category of Trader
      57.2        7.7        3.0        8.8       14.7        3.1       16.7       51.6        3.0        0.1        0.6        0.4        7.6       16.0
 
Number of Traders in Each Category                                    Total Traders:       117 
        11          8          8         14         21          9         24         33         17          .          .          .
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Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   495,561
Positions
    36,272    225,060      5,453    239,485     98,083     20,371     80,824     73,895     15,262     17,122      8,825      1,030     79,742     47,582
 
Changes from:       November 21, 2017                                Total Change is:    30,254
    -2,287     18,232      1,589      9,007     -2,985      1,483     13,689     16,353       -447        421       -248        337      6,462     -4,060
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       45.4        1.1       48.3       19.8        4.1       16.3       14.9        3.1        3.5        1.8        0.2       16.1        9.6
 
Number of Traders in Each Category                                    Total Traders:       248 
        17         19         15         72         32         37         45         30         23         19         13          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    38,688
Positions
     1,928     24,902          0     20,346      1,297      1,960        560      5,228        733        420      1,274          5     12,736      3,289
 
Changes from:       November 21, 2017                                Total Change is:     1,971
      -833        667          0      1,864          0         -1         98      1,144         95        420          0          0        328         66
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       64.4        0.0       52.6        3.4        5.1        1.4       13.5        1.9        1.1        3.3        0.0       32.9        8.5
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          0         16          .          7          .          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   134,805
Positions
    24,818     40,798      1,638      6,767     37,752      1,782     72,333     22,147      2,756        662          0          9     24,040     27,923
 
Changes from:       November 21, 2017                                Total Change is:     1,830
     2,701     -2,330        -71        164      1,456        121     -1,106      1,817        167         64          0          0       -210        670
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       30.3        1.2        5.0       28.0        1.3       53.7       16.4        2.0        0.5        0.0        0.0       17.8       20.7
 
Number of Traders in Each Category                                    Total Traders:        90 
         9          7          6          6         16          4         31         19         14          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    49,012
Positions
       151     38,512        257     24,427          0          0     22,400      9,006        152        127          0          0      1,498      1,085
 
Changes from:       November 21, 2017                                Total Change is:     6,109
         0      1,663          0      6,554          0          0        -70      4,571         56        127          0          0       -558       -181
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       78.6        0.5       49.8        0.0        0.0       45.7       18.4        0.3        0.3        0.0        0.0        3.1        2.2
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          6          .          4          0          0         10          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   171,485
Positions
    18,624     89,210        524     49,007      9,138        197     93,110     58,514      1,703      1,529      9,269          0      6,791      2,930
 
Changes from:       November 21, 2017                                Total Change is:    -8,045
      -877        172        -33     -1,656     -5,453       -111     -5,640        236       -491        202     -1,665          0        561       -700
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       52.0        0.3       28.6        5.3        0.1       54.3       34.1        1.0        0.9        5.4        0.0        4.0        1.7
 
Number of Traders in Each Category                                    Total Traders:       139 
         9          5          .         14         10          .         48         35          8          8         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    26,277
Positions
        70     13,972      1,284      5,446      1,747        138     11,744      2,232      4,955        966      1,076         79      1,595        794
 
Changes from:       November 21, 2017                                Total Change is:     3,505
        70     -2,696      1,251     -5,564      1,421        138      2,801     -1,508      4,855          0       -175        -25        -21        244
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       53.2        4.9       20.7        6.6        0.5       44.7        8.5       18.9        3.7        4.1        0.3        6.1        3.0
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          .          4          .          .         15          5          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    61,260
Positions
    33,761      9,136         23      1,864      4,945          7     20,658     39,705      1,150        375        693          0      3,422      5,601
 
Changes from:       November 21, 2017                                Total Change is:     1,523
        29       -184          8        358      1,072          0        838      1,225        354        -86       -297          0         22       -655
 
Percent of Open Interest Represented by Each Category of Trader
      55.1       14.9        0.0        3.0        8.1        0.0       33.7       64.8        1.9        0.6        1.1        0.0        5.6        9.1
 
Number of Traders in Each Category                                    Total Traders:        88 
        10          .          .          7         12          .         20         31          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    21,890
Positions
     7,703     15,200      3,750      3,691        760          0      5,477        752        141        100        155          0      1,028      1,132
 
Changes from:       November 21, 2017                                Total Change is:      -967
      -233          0          0        806       -567          0     -1,554        -75         15       -100          0          0         99       -340
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       69.4       17.1       16.9        3.5        0.0       25.0        3.4        0.6        0.5        0.7        0.0        4.7        5.2
 
Number of Traders in Each Category                                    Total Traders:        29 
         4          .          .          .          .          0         10          6          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    76,112
Positions
     9,143     50,063      1,648     15,030      2,974        253     32,130      6,439      4,582      1,640      1,246          8     11,681      8,901
 
Changes from:       November 21, 2017                                Total Change is:    -1,685
       957     -3,640         94       -154       -476         -5     -2,756      1,705        559        -39        193        -15       -326       -100
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       65.8        2.2       19.7        3.9        0.3       42.2        8.5        6.0        2.2        1.6        0.0       15.3       11.7
 
Number of Traders in Each Category                                    Total Traders:       122 
        10         21          5         19          .          .         39         18         10          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   152,224
Positions
    18,285    100,125      3,295     30,059      5,948        506     64,260     12,878      9,164      3,279      2,492         15     23,361     17,801
 
Changes from:       November 21, 2017                                Total Change is:    -3,369
     1,914     -7,279        188       -308       -951        -10     -5,511      3,410      1,117        -78        385        -30       -651       -199
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       65.8        2.2       19.7        3.9        0.3       42.2        8.5        6.0        2.2        1.6        0.0       15.3       11.7
 
Number of Traders in Each Category                                    Total Traders:       122 
        10         21          5         19          .          .         39         18         10          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   756,344
Positions
    72,959    145,832     49,902    309,201    163,761     65,347     99,863    128,337     34,597     24,470     67,940      7,904     92,101     92,724
 
Changes from:       November 21, 2017                                Total Change is:    17,389
     1,542      1,896      4,983      3,274        601       -717      1,272      3,107      5,462        689        211         63        820      1,782
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       19.3        6.6       40.9       21.7        8.6       13.2       17.0        4.6        3.2        9.0        1.0       12.2       12.3
 
Number of Traders in Each Category                                    Total Traders:       640 
        33         47         27        140         94         99         98        126         84         52         50         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    78,758
Positions
    32,504     17,917        500      9,788     18,402        380      6,669     11,595      1,271      4,932         14          0     22,714     28,679
 
Changes from:       November 21, 2017                                Total Change is:     5,727
       825      2,595          0      1,050        -66          0      1,659      1,589        671       -461          7          0      1,983        931
 
Percent of Open Interest Represented by Each Category of Trader
      41.3       22.7        0.6       12.4       23.4        0.5        8.5       14.7        1.6        6.3        0.0        0.0       28.8       36.4
 
Number of Traders in Each Category                                    Total Traders:        50 
         4         10          .          6          6          .         12          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    22,239
Positions
    20,512      8,102          0          0     11,082         66          0      2,237         78          0          0          0      1,583        674
 
Changes from:       November 21, 2017                                Total Change is:       -19
       -43         29          0          0      1,368          0          0       -105         49          0          0          0        -25     -1,360
 
Percent of Open Interest Represented by Each Category of Trader
      92.2       36.4        0.0        0.0       49.8        0.3        0.0       10.1        0.4        0.0        0.0        0.0        7.1        3.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         9          5          0          0          4          .          0          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 3,387,929
Positions
   262,310    699,608    186,974  1,504,354    734,082    317,550    538,959    656,701     93,637    109,292    351,231     27,920    346,933    320,226
 
Changes from:       November 21, 2017                                Total Change is:    58,309
    -2,272     -9,349     30,768     10,676      2,890     -3,139     16,991     26,513      5,031      5,816      1,086        252     -5,814      4,257
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       20.7        5.5       44.4       21.7        9.4       15.9       19.4        2.8        3.2       10.4        0.8       10.2        9.5
 
Number of Traders in Each Category                                    Total Traders:       635 
        32         48         26        139         93         98         95        127         77         51         50         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    31,580
Positions
     1,421     30,144          0     11,838        224        536     14,795          0          0          0        330          0      2,990        346
 
Changes from:       November 21, 2017                                Total Change is:     1,108
        61      1,351          0        -18          0          0        773          0          0          0          0          0        292       -243
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       95.5        0.0       37.5        0.7        1.7       46.8        0.0        0.0        0.0        1.0        0.0        9.5        1.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         .         10          0          7          .          .          8          0          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    22,208
Positions
    15,570      5,962          1      2,778     14,343        291      1,649        521          0          0        280          0      1,919        810
 
Changes from:       November 21, 2017                                Total Change is:      -400
      -245       -345          0       -106          0          0         -4          0          0          0          0          0        -45        -55
 
Percent of Open Interest Represented by Each Category of Trader
      70.1       26.8        0.0       12.5       64.6        1.3        7.4        2.3        0.0        0.0        1.3        0.0        8.6        3.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         8          4          .          4          5          .          .          .          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    93,662
Positions
     4,083     44,000        447     42,378     36,602      3,120     29,481      4,927        963          0        260          0     13,190      3,343
 
Changes from:       November 21, 2017                                Total Change is:      -834
         9        154         -6     -1,765       -474         31      1,645       -366       -121          0          0          0       -627        -52
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       47.0        0.5       45.2       39.1        3.3       31.5        5.3        1.0        0.0        0.3        0.0       14.1        3.6
 
Number of Traders in Each Category                                    Total Traders:        98 
         .         10          .         33         19         14         24          8          7          0          .          0
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Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    58,911
Positions
    12,993     14,952      3,110     14,288     11,667        772     17,606     14,080      1,585      1,400      5,055        120      7,037      7,569
 
Changes from:       November 21, 2017                                Total Change is:       -14
     1,039     -1,159       -495         72        497       -483        272      1,302       -233       -103        527         14        -98         14
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       25.4        5.3       24.3       19.8        1.3       29.9       23.9        2.7        2.4        8.6        0.2       11.9       12.8
 
Number of Traders in Each Category                                    Total Traders:       286 
        18         23          8         48         27         17         55         62         24         16         36          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   294,553
Positions
    64,965     74,758     15,552     71,439     58,335      3,860     88,029     70,402      7,926      6,999     25,275        600     35,183     37,845
 
Changes from:       November 21, 2017                                Total Change is:       -72
     5,194     -5,794     -2,473        358      2,486     -2,414      1,361      6,511     -1,165       -517      2,635         72       -488         70
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       25.4        5.3       24.3       19.8        1.3       29.9       23.9        2.7        2.4        8.6        0.2       11.9       12.8
 
Number of Traders in Each Category                                    Total Traders:       286 
        18         23          8         48         27         17         55         62         24         16         36          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   569,543
Positions
    34,261    214,452      4,738    257,139    152,887     36,082    185,118    127,796     10,366     19,276      9,137          0     22,563     14,085
 
Changes from:       November 21, 2017                                Total Change is:    15,063
      -451     10,535      1,667       -335       -678      1,776      9,911        853        704        272       -240          0      1,519        446
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       37.7        0.8       45.1       26.8        6.3       32.5       22.4        1.8        3.4        1.6        0.0        4.0        2.5
 
Number of Traders in Each Category                                    Total Traders:       304 
        15         31          8         72         42         34         67         50         22         13         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                                                                             
CFTC Code #23977A                                                    Open Interest is    69,711
Positions
    37,317     34,459      2,967      7,300     11,022        166     11,641     11,990         74      1,940        959        193      8,113      7,881
 
Changes from:       November 21, 2017                                Total Change is:       830
     1,616      1,351        -47       -951        322          5      1,289       -643          6          4       -337          0     -1,092        173
 
Percent of Open Interest Represented by Each Category of Trader
      53.5       49.4        4.3       10.5       15.8        0.2       16.7       17.2        0.1        2.8        1.4        0.3       11.6       11.3
 
Number of Traders in Each Category                                    Total Traders:        81 
        18         13          .          8          5          .         15         14          6          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    42,099
Positions
     2,221     27,856          8     20,358      2,154        466      6,720      2,846        156      3,053      4,742          0      9,117      3,871
 
Changes from:       November 21, 2017                                Total Change is:      -233
       168        -33          8        -44        119        127       -400       -360          3          3       -186          0        -98         89
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       66.2        0.0       48.4        5.1        1.1       16.0        6.8        0.4        7.3       11.3        0.0       21.7        9.2
 
Number of Traders in Each Category                                    Total Traders:        51 
         .          8          .         16          4          6         10          4          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    62,744
Positions
     9,523     21,530      1,333     25,605      2,644        578     11,216     19,131      1,027      2,193      2,032          0     11,269     14,469
 
Changes from:       November 21, 2017                                Total Change is:     1,118
       903       -351        264       -635        120       -343       -403     -1,608         94         60       -220          0      1,178      3,162
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       34.3        2.1       40.8        4.2        0.9       17.9       30.5        1.6        3.5        3.2        0.0       18.0       23.1
 
Number of Traders in Each Category                                    Total Traders:        88 
        14         11          .         17          4          5         16         20         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   288,849
Positions
    17,117    183,795      3,768    178,681     69,564     14,615     54,140      6,853      3,392      7,802      1,272          0      9,334      5,590
 
Changes from:       November 21, 2017                                Total Change is:    -4,138
       -10       -110        -39     -3,010     -1,015       -194        571        515       -601       -320          4          0       -535     -2,698
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       63.6        1.3       61.9       24.1        5.1       18.7        2.4        1.2        2.7        0.4        0.0        3.2        1.9
 
Number of Traders in Each Category                                    Total Traders:       152 
        12          9          6         55         27         20         34          8          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,025,112
Positions
    57,246    695,906     18,703    564,530    167,484     64,689    219,186     30,424     20,757     49,318     16,250        642     30,041     10,257
 
Changes from:       November 21, 2017                                Total Change is:     4,678
    -2,189     -5,001     13,913    -20,756     -3,619       -661      7,733     -5,328      4,768        580         44        -59      1,349        621
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       67.9        1.8       55.1       16.3        6.3       21.4        3.0        2.0        4.8        1.6        0.1        2.9        1.0
 
Number of Traders in Each Category                                    Total Traders:       380 
        25         23         15        134         51         49         81         23         24         35          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is    99,064
Positions
    18,381     35,661     62,768     10,574          0          5      6,524          0        598        170         30          0         44          2
 
Changes from:       November 21, 2017                                Total Change is:         0
      -300       -300        300          0          0          0          0          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       36.0       63.4       10.7        0.0        0.0        6.6        0.0        0.6        0.2        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        28 
         .         12          8          5          0          .          4          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   832,485
Positions
     9,051     67,592      7,774    283,358    215,284    127,131    115,413     90,957     86,450     13,151     54,374        478    189,679    182,445
 
Changes from:       November 21, 2017                                Total Change is:   -12,577
    -3,216      1,403    -18,811    -13,360    -19,636      6,670       -103       -136      4,134        836      2,891        198     11,075     10,710
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        8.1        0.9       34.0       25.9       15.3       13.9       10.9       10.4        1.6        6.5        0.1       22.8       21.9
 
Number of Traders in Each Category                                    Total Traders:       157 
         8         15         10         35         28         32         25         31         26          4          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   954,762
Positions
     4,987    128,142      9,562    458,203     83,989    150,199     62,846    389,218     69,646     36,058      6,645      3,052    160,209    114,309
 
Changes from:       November 21, 2017                                Total Change is:   -12,744
       875      4,914    -48,273     -9,004     21,461     -2,161      1,126    -15,549     13,110     -1,664          0      1,895     31,352     11,859
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       13.4        1.0       48.0        8.8       15.7        6.6       40.8        7.3        3.8        0.7        0.3       16.8       12.0
 
Number of Traders in Each Category                                    Total Traders:       120 
         .         12          6         46         17         36         17         16         26          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 1,847,248
Positions
    74,041    161,492     28,570    459,107    399,519    222,178    584,407    479,720    115,820    201,410    250,379     17,979    143,736    171,591
 
Changes from:       November 21, 2017                                Total Change is:  -145,085
    -8,858     -2,797       -928    -41,216    -33,358     -2,856    -23,453    -25,828    -72,470       -286     10,581     -3,614      8,596    -13,815
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        8.7        1.5       24.9       21.6       12.0       31.6       26.0        6.3       10.9       13.6        1.0        7.8        9.3
 
Number of Traders in Each Category                                    Total Traders:       290 
        14         24         18         68         39         56         54         52         50         22         17          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,692,041
Positions
   116,106    208,593     94,997  1,245,888    877,277    528,207    568,471    850,663    260,288    347,031    130,391     38,966    492,087    702,659
 
Changes from:       November 21, 2017                                Total Change is:    89,640
    -9,407     19,906    -48,401    -11,170    -38,427     49,146     -7,390    -11,969    -39,474    -16,513      3,971      1,409    171,440    153,479
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        5.6        2.6       33.7       23.8       14.3       15.4       23.0        7.0        9.4        3.5        1.1       13.3       19.0
 
Number of Traders in Each Category                                    Total Traders:       399 
        19         37         26         63        100         80         46         87         65         22         24         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   485,745
Positions
    20,779     11,096      5,225    122,872    163,290     40,548    157,615     49,730     26,980     13,109     20,014        476     98,141    168,386
 
Changes from:       November 21, 2017                                Total Change is:    30,297
     3,191     -4,543        730     -3,667     -7,612      5,652     10,957     19,072      6,647       -202      8,386        476      6,513      1,489
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        2.3        1.1       25.3       33.6        8.3       32.4       10.2        5.6        2.7        4.1        0.1       20.2       34.7
 
Number of Traders in Each Category                                    Total Traders:        80 
         4          .          5         18         26         28         14          8         11          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,389,401
Positions
    79,589    276,407     75,308  1,475,381    592,656    476,716    409,537    851,096    317,492    187,279    266,910     23,624    344,475    509,192
 
Changes from:       November 21, 2017                                Total Change is:  -118,710
   -53,899     79,395    -68,665     14,861    -60,410      4,062     -1,146    -17,171    -89,781      9,129    -24,345      2,626     64,103     55,579
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        8.2        2.2       43.5       17.5       14.1       12.1       25.1        9.4        5.5        7.9        0.7       10.2       15.0
 
Number of Traders in Each Category                                    Total Traders:       313 
        13         28         18         55         57         64         43         67         56         24         26         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,520,162
Positions
   458,416    258,817    517,608     12,290      6,670     73,102     52,005    244,359    271,847     39,315     26,907     60,411     35,168     60,441
 
Changes from:       November 21, 2017                                Total Change is:    66,964
    10,425     14,051     48,681       -101       -774        147      7,292      7,062     -4,429        761     -1,554      2,828      1,360        952
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       17.0       34.0        0.8        0.4        4.8        3.4       16.1       17.9        2.6        1.8        4.0        2.3        4.0
 
Number of Traders in Each Category                                    Total Traders:       157 
        21         44         49          .          5          7         23         38         42          7         11         12
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Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is13,822,855
Positions
 6,434,761    496,044  2,535,233     14,125  2,702,438    888,798    494,645  2,854,987  1,915,644    186,479    371,229    799,332    553,838  1,259,150
 
Changes from:       November 21, 2017                                Total Change is:   320,807
   -91,651     30,584    113,538          0     78,224      7,235     -6,504   -116,978    142,123    106,373        171        794     48,899     65,116
 
Percent of Open Interest Represented by Each Category of Trader
      46.6        3.6       18.3        0.1       19.6        6.4        3.6       20.7       13.9        1.3        2.7        5.8        4.0        9.1
 
Number of Traders in Each Category                                    Total Traders:       305 
        42         31         71          6         38         35         45         92        106         10         22         22
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Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    27,643
Positions
     5,430      7,307          0        364      8,476        149      9,328      7,228          0     12,345      4,391          5         22         87
 
Changes from:       November 21, 2017                                Total Change is:      -469
         0       -429          0         61        -50          0       -628         60          0         98          0          0          0        -50
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       26.4        0.0        1.3       30.7        0.5       33.7       26.1        0.0       44.7       15.9        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          7          0          .         12          .          7         10          0          5          5          .
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Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                         
CFTC Code #246606                                                    Open Interest is    24,322
Positions
     2,184      5,451          0         69      6,037        401     21,105      8,734         29        139      3,142        357         38        171
 
Changes from:       November 21, 2017                                Total Change is:       258
       117        -31          0          0        -66          0        243        260         29       -117          0          0        -14         66
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       22.4        0.0        0.3       24.8        1.6       86.8       35.9        0.1        0.6       12.9        1.5        0.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          4          0          .          8          .          .          9          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    43,517
Positions
       555      1,589          0     12,504      7,553        815      9,908     23,834      2,982      8,895      4,296        100      7,758      2,348
 
Changes from:       November 21, 2017                                Total Change is:     3,317
      -927     -4,461          0        228      2,148       -395      4,333      4,019      1,215       -473        654        100       -764         37
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        3.7        0.0       28.7       17.4        1.9       22.8       54.8        6.9       20.4        9.9        0.2       17.8        5.4
 
Number of Traders in Each Category                                    Total Traders:       139 
         .          .          0         12          8          .         22         39         14         43          8          .
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Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   632,116
Positions
   114,380     56,799     28,206    108,711     91,757    112,789    102,695    178,341     97,571     19,324      7,847     19,503     28,937     39,303
 
Changes from:       November 21, 2017                                Total Change is:     3,217
     4,000      3,393      1,034      5,257        433     -8,182      7,907      7,076      2,011     -4,064         31       -949     -3,797     -1,630
 
Percent of Open Interest Represented by Each Category of Trader
      18.1        9.0        4.5       17.2       14.5       17.8       16.2       28.2       15.4        3.1        1.2        3.1        4.6        6.2
 
Number of Traders in Each Category                                    Total Traders:       275 
        21         11         20         20         37         26         55         82         61         23         15         21
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Traders in Financial Futures - Futures Only Positions as of November 28, 2017                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    82,276
Positions
       921     21,776          0     38,242        170        166     36,330     59,950         85      6,408        128          0        124          1
 
Changes from:       November 21, 2017                                Total Change is:    -5,320
       150          0          0       -435          0          0     -5,222     -5,318          0        174          0          0         13         -2
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       26.5        0.0       46.5        0.2        0.2       44.2       72.9        0.1        7.8        0.2        0.0        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          0          7          .          .         11          6          .         11          .          0
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Updated December 1, 2017