Traders in Financial Futures - Futures Only Positions as of April 24, 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   120,406
Positions
    21,075     17,996        886     32,900     20,036      1,317     16,634     43,368      7,864      8,511      1,014        399     30,820     27,526
 
Changes from:       April 17, 2018                                   Total Change is:    -7,768
      -787      1,450        -66          1        929       -968     -3,268    -11,494       -424       -921          0          5     -1,340      2,800
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       14.9        0.7       27.3       16.6        1.1       13.8       36.0        6.5        7.1        0.8        0.3       25.6       22.9
 
Number of Traders in Each Category                                    Total Traders:        84 
         9          4          7         12         10          5         12         27         11          7          .          .
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Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    71,004
Positions
    33,592      1,233         16      1,136     10,626        362     28,942     33,660        154        480      1,674          0      6,322     23,279
 
Changes from:       April 17, 2018                                   Total Change is:    11,992
    10,909        -28          0         15      2,987          0      3,218      3,791         73          0          0          0     -2,223      5,169
 
Percent of Open Interest Represented by Each Category of Trader
      47.3        1.7        0.0        1.6       15.0        0.5       40.8       47.4        0.2        0.7        2.4        0.0        8.9       32.8
 
Number of Traders in Each Category                                    Total Traders:        51 
         9          .          .          .          9          .          9         18          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   183,826
Positions
     8,892     50,770      2,467     29,570     53,709      5,193     93,404     31,424      7,458      1,156      8,637          1     35,685     24,167
 
Changes from:       April 17, 2018                                   Total Change is:   -21,697
     6,397    -14,025      1,729       -382     -1,569        568    -28,036    -10,791      1,692        -17         43          0     -3,648        656
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       27.6        1.3       16.1       29.2        2.8       50.8       17.1        4.1        0.6        4.7        0.0       19.4       13.1
 
Number of Traders in Each Category                                    Total Traders:       123 
         5         11          5         16         20          9         36         28         20          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   155,237
Positions
    20,496     46,044      3,806     37,687     23,536      6,749     54,800     41,826      3,308      1,766      1,565          1     26,624     28,402
 
Changes from:       April 17, 2018                                   Total Change is:     7,918
     6,903     -3,663        108      1,509       -694       -175      5,575      7,389      1,294        429          0          1     -7,726      3,658
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       29.7        2.5       24.3       15.2        4.3       35.3       26.9        2.1        1.1        1.0        0.0       17.2       18.3
 
Number of Traders in Each Category                                    Total Traders:       119 
         7          9          4         21         19         12         35         21         18          4          .          .
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Traders in Financial Futures - Futures Only Positions as of April 24, 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   494,154
Positions
    38,249    265,356      2,482    259,619     80,092     28,349     56,370     48,017     12,728     17,830      4,749      1,007     77,520     51,374
 
Changes from:       April 17, 2018                                   Total Change is:   -14,878
     4,680    -18,105         40      4,374      2,107        714    -24,009     -2,384      2,339     -1,424     -1,828        466     -2,058      1,773
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       53.7        0.5       52.5       16.2        5.7       11.4        9.7        2.6        3.6        1.0        0.2       15.7       10.4
 
Number of Traders in Each Category                                    Total Traders:       255 
        18         11          9         85         32         41         36         43         22         20          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    36,323
Positions
         0     25,537          0     19,572      2,893      1,631        511        670        252          0        771          5     14,352      4,564
 
Changes from:       April 17, 2018                                   Total Change is:    -2,040
         0        -38          0        315       -719        279     -2,779         -6        -20          0          0          0        165     -1,536
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       70.3        0.0       53.9        8.0        4.5        1.4        1.8        0.7        0.0        2.1        0.0       39.5       12.6
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          .          0         15          5          8          .          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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   122,645
Positions
    42,220     17,754        650      6,515     30,725      1,973     47,417     36,378      1,470        487        175          8     21,905     33,512
 
Changes from:       April 17, 2018                                   Total Change is:    22,925
     6,157        707         70      1,894      5,726        -86     19,524      8,922       -974        -25         94          1     -3,636      8,465
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       14.5        0.5        5.3       25.1        1.6       38.7       29.7        1.2        0.4        0.1        0.0       17.9       27.3
 
Number of Traders in Each Category                                    Total Traders:        85 
         9          8          .          9         13          5         19         25         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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    29,058
Positions
     3,748     25,777          6      8,117          0          0     15,422      1,347          0        225        395          0      1,540      1,533
 
Changes from:       April 17, 2018                                   Total Change is:      -562
    -1,335       -120          0     -1,368          0          0      2,045       -606          0          0          0          0         96        164
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       88.7        0.0       27.9        0.0        0.0       53.1        4.6        0.0        0.8        1.4        0.0        5.3        5.3
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          4          .          .          0          0         10          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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   232,193
Positions
     7,981     96,768      5,411    110,487     11,508          0     96,998    105,417        498      2,729      9,156          0      8,089      3,435
 
Changes from:       April 17, 2018                                   Total Change is:     3,370
    -1,345        -18      3,682     19,711     -2,503          0    -17,166      1,694         82     -1,493        310          0       -101        123
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       41.7        2.3       47.6        5.0        0.0       41.8       45.4        0.2        1.2        3.9        0.0        3.5        1.5
 
Number of Traders in Each Category                                    Total Traders:       148 
         4         12          .         26          5          0         58         24          5          9         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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    36,163
Positions
    13,242        300      1,202      5,694     23,491          0     13,839      8,406        155        512        695          3      1,516      1,911
 
Changes from:       April 17, 2018                                   Total Change is:     3,529
    -2,271        100        956        -27      5,250          0      5,834     -1,521     -1,222        512         85          3       -256       -122
 
Percent of Open Interest Represented by Each Category of Trader
      36.6        0.8        3.3       15.7       65.0        0.0       38.3       23.2        0.4        1.4        1.9        0.0        4.2        5.3
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          .          .          4          0         12         12          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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    55,385
Positions
     4,173     31,714          0     10,983      5,467          0     33,949     12,387      1,208        100        504          0      4,972      4,105
 
Changes from:       April 17, 2018                                   Total Change is:    -6,052
     1,087     -1,684          0     -1,861        -80        -28     -5,064     -4,607        353       -253       -121          0       -286        115
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       57.3        0.0       19.8        9.9        0.0       61.3       22.4        2.2        0.2        0.9        0.0        9.0        7.4
 
Number of Traders in Each Category                                    Total Traders:        88 
         5          4          0         10          6          0         33         25          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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    10,763
Positions
         0      7,843          0      4,791        370          0      3,822      1,141        585        143          0          0      1,422        824
 
Changes from:       April 17, 2018                                   Total Change is:        14
         0        -41          0     -1,107        370          0      1,194       -369        -55        -67          0          0         49        109
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       72.9        0.0       44.5        3.4        0.0       35.5       10.6        5.4        1.3        0.0        0.0       13.2        7.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         0          .          0          .          .          0          7          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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    53,519
Positions
    20,781     27,735      1,638      8,325      2,650        317     11,027     10,562      1,237      2,036      3,069        106      8,053      6,207
 
Changes from:       April 17, 2018                                   Total Change is:     2,747
     3,086     -1,903       -205     -3,170      1,575         -7      2,297      3,873        251        224        312         35        236     -1,185
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       51.8        3.1       15.6        5.0        0.6       20.6       19.7        2.3        3.8        5.7        0.2       15.0       11.6
 
Number of Traders in Each Category                                    Total Traders:       104 
        17         15          5         11          5          .         26         19         12          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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   107,037
Positions
    41,561     55,469      3,275     16,650      5,300        633     22,054     21,123      2,474      4,072      6,138        212     16,106     12,413
 
Changes from:       April 17, 2018                                   Total Change is:     5,494
     6,172     -3,805       -409     -6,340      3,149        -13      4,593      7,746        502        448        624         69        472     -2,369
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       51.8        3.1       15.6        5.0        0.6       20.6       19.7        2.3        3.8        5.7        0.2       15.0       11.6
 
Number of Traders in Each Category                                    Total Traders:       104 
        17         15          5         11          5          .         26         19         12          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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   685,976
Positions
    42,949    183,576     47,962    260,777    142,725     64,914     83,497     81,015     31,205     33,277     30,949      4,504    116,892     99,125
 
Changes from:       April 17, 2018                                   Total Change is:     6,973
     2,768     21,641     -6,475     -5,163       -876       -785      3,878     -5,404      6,422      3,269     -3,342       -439      3,497     -3,770
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       26.8        7.0       38.0       20.8        9.5       12.2       11.8        4.5        4.9        4.5        0.7       17.0       14.5
 
Number of Traders in Each Category                                    Total Traders:       582 
        30         43         28        162         95         97         86        104         77         37         25         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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    77,816
Positions
    36,220      4,731        300      6,971     12,201         90     10,983      4,818        827      3,896        807          0     18,529     54,042
 
Changes from:       April 17, 2018                                   Total Change is:       351
    -1,117      1,423          0         -4          0          0        975        -38        420          8       -129        -30         99     -1,295
 
Percent of Open Interest Represented by Each Category of Trader
      46.5        6.1        0.4        9.0       15.7        0.1       14.1        6.2        1.1        5.0        1.0        0.0       23.8       69.4
 
Number of Traders in Each Category                                    Total Traders:        48 
        14          4          .          4          4          .         13          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    26,642
Positions
    25,318      9,269          0          0     12,826        312          0      1,822         37          0      1,651          0        975        725
 
Changes from:       April 17, 2018                                   Total Change is:       -32
       -25        323          0          0       -536          0          0       -235          1          0          1          0         -8        414
 
Percent of Open Interest Represented by Each Category of Trader
      95.0       34.8        0.0        0.0       48.1        1.2        0.0        6.8        0.1        0.0        6.2        0.0        3.7        2.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         8          4          0          0          8          .          0          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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    17,224
Positions
     2,634     15,371          0      7,962          0        367      2,869        538          2      1,284          0          0      2,106        946
 
Changes from:       April 17, 2018                                   Total Change is:     1,218
       311        165          0        188          0          0      1,113        538          0          0          0          0       -394        515
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       89.2        0.0       46.2        0.0        2.1       16.7        3.1        0.0        7.5        0.0        0.0       12.2        5.5
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          8          0          8          0          .          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 3,040,799
Positions
   163,531  1,024,112    108,423  1,283,288    666,882    309,860    425,049    443,465     89,411    152,066    155,872     17,357    491,814    225,417
 
Changes from:       April 17, 2018                                   Total Change is:    33,108
    -5,012     76,652     -7,938    -20,571        846     -9,150     55,191     13,845    -10,665     15,737    -16,633     -1,475     16,991    -12,374
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       33.7        3.6       42.2       21.9       10.2       14.0       14.6        2.9        5.0        5.1        0.6       16.2        7.4
 
Number of Traders in Each Category                                    Total Traders:       578 
        29         43         26        161         95         97         80        109         71         35         26         10
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Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    32,463
Positions
     4,584     30,422          9     20,583          0      1,282      2,019          0          0      1,628          0          0      2,358        750
 
Changes from:       April 17, 2018                                   Total Change is:       300
      -887        365          9        187          0          0        213          0          0        716          0          0         62        -74
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       93.7        0.0       63.4        0.0        3.9        6.2        0.0        0.0        5.0        0.0        0.0        7.3        2.3
 
Number of Traders in Each Category                                    Total Traders:        28 
         .         10          .         11          0          .          .          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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    12,203
Positions
     3,324      7,707          0      5,704      1,539      1,252        352      1,292         41          0          0          0      1,530        372
 
Changes from:       April 17, 2018                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      27.2       63.2        0.0       46.7       12.6       10.3        2.9       10.6        0.3        0.0        0.0        0.0       12.5        3.0
 
Number of Traders in Each Category                                    Total Traders:        22 
         4         10          0          5          .          .          .          .          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of April 24, 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    28,871
Positions
    23,396     11,026          0      1,254     15,423        321      3,035          0          0          0      1,351          0        865        750
 
Changes from:       April 17, 2018                                   Total Change is:      -154
       184        820          0          7       -261          0       -445          0          0          0       -456          0        100       -257
 
Percent of Open Interest Represented by Each Category of Trader
      81.0       38.2        0.0        4.3       53.4        1.1       10.5        0.0        0.0        0.0        4.7        0.0        3.0        2.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         9          4          0          .          4          .          .          0          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    76,952
Positions
     6,766     27,536        605     39,568     34,611      5,930     13,182      2,104        901          0        220          0     10,000      5,045
 
Changes from:       April 17, 2018                                   Total Change is:       767
        16       -143          0      1,065        355       -562        -29        293        497          0          0          0       -220        327
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       35.8        0.8       51.4       45.0        7.7       17.1        2.7        1.2        0.0        0.3        0.0       13.0        6.6
 
Number of Traders in Each Category                                    Total Traders:        76 
         .          8          .         30         16         12         13          5          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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    48,840
Positions
    17,531      5,594      3,362      8,571     11,909        760      9,649     17,990        721      1,459      2,232          4      6,784      6,268
 
Changes from:       April 17, 2018                                   Total Change is:     1,193
     2,371     -2,958        784       -827       -418       -579     -1,151      4,614       -213         94        240         -1        714       -277
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       11.5        6.9       17.5       24.4        1.6       19.8       36.8        1.5        3.0        4.6        0.0       13.9       12.8
 
Number of Traders in Each Category                                    Total Traders:       262 
        25         17         11         45         36         20         35         71         16         14         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   244,199
Positions
    87,655     27,971     16,809     42,855     59,545      3,799     48,245     89,949      3,605      7,294     11,160         19     33,918     31,342
 
Changes from:       April 17, 2018                                   Total Change is:     5,964
    11,854    -14,788      3,920     -4,136     -2,088     -2,894     -5,754     23,068     -1,066        472      1,200         -4      3,572     -1,384
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       11.5        6.9       17.5       24.4        1.6       19.8       36.8        1.5        3.0        4.6        0.0       13.9       12.8
 
Number of Traders in Each Category                                    Total Traders:       262 
        25         17         11         45         36         20         35         71         16         14         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   502,621
Positions
    46,084    136,836      1,536    237,755    194,502     41,058    127,258     99,494     11,665     18,993      1,341          5     18,267     16,184
 
Changes from:       April 17, 2018                                   Total Change is:    13,110
    -1,562      8,158       -164      3,640        244     -1,679     11,053      6,354      1,179       -688       -196          0      1,331       -786
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       27.2        0.3       47.3       38.7        8.2       25.3       19.8        2.3        3.8        0.3        0.0        3.6        3.2
 
Number of Traders in Each Category                                    Total Traders:       294 
        17         23          .         80         49         34         48         59         18         13          5          .
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Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                                                                             
CFTC Code #23977A                                                    Open Interest is    10,127
Positions
     3,503      3,352        639        270        613          0        930      1,169          0        745        260         30      4,010      4,064
 
Changes from:       April 17, 2018                                   Total Change is:       430
       322         88        408        -90        140          0        -70         67          0          0          0          0       -140       -273
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       33.1        6.3        2.7        6.1        0.0        9.2       11.5        0.0        7.4        2.6        0.3       39.6       40.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         8          4          .          .          .          0          .          .          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    43,861
Positions
     1,957     34,537          0     21,896      3,664        488     11,574      1,592        663      1,135          0          0      6,148      2,917
 
Changes from:       April 17, 2018                                   Total Change is:      -790
       107        122          0     -1,769       -599        -85        835       -698        157        -47       -469          0         12        782
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       78.7        0.0       49.9        8.4        1.1       26.4        3.6        1.5        2.6        0.0        0.0       14.0        6.7
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          4          0         16          .          4         10          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    64,329
Positions
    28,318     12,948        886     17,234     17,057      1,337      6,405     13,832        661          0      1,620          0      9,488     15,988
 
Changes from:       April 17, 2018                                   Total Change is:    -1,392
       983        827        107        595     -5,421     -1,184     -1,095      5,013        -47       -503        -45          0       -248       -642
 
Percent of Open Interest Represented by Each Category of Trader
      44.0       20.1        1.4       26.8       26.5        2.1       10.0       21.5        1.0        0.0        2.5        0.0       14.7       24.9
 
Number of Traders in Each Category                                    Total Traders:        65 
        12          7          .         13          4          5         11         16          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   290,254
Positions
    25,949    177,738      3,580    196,655     67,295     17,684     33,036     15,915      1,689      1,829      1,342          0      9,832      5,011
 
Changes from:       April 17, 2018                                   Total Change is:    10,941
    -1,494      8,851       -147      7,119        -60        321      4,179        204        503          0        -13          0        460      1,282
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       61.2        1.2       67.8       23.2        6.1       11.4        5.5        0.6        0.6        0.5        0.0        3.4        1.7
 
Number of Traders in Each Category                                    Total Traders:       157 
         8         13          4         61         28         21         30         12          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 1,102,959
Positions
    38,095    801,796      4,098    724,409    123,616     75,377    155,106     48,816     13,911     54,753     20,129        252     36,958     14,964
 
Changes from:       April 17, 2018                                   Total Change is:     7,209
    -1,841     36,844     -1,337     14,994    -17,762     -2,202     -4,305    -10,436        809      1,629       -177        -35       -503      1,505
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       72.7        0.4       65.7       11.2        6.8       14.1        4.4        1.3        5.0        1.8        0.0        3.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       390 
        21         20          8        160         44         61         61         36         18         39          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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   107,244
Positions
    27,983     39,236     66,326     10,617          0        250        948        731        448        574         30          0         98        223
 
Changes from:       April 17, 2018                                   Total Change is:      -112
     2,175        428       -670        220          0          0        175          0          0     -2,062          0          0         50        130
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       36.6       61.8        9.9        0.0        0.2        0.9        0.7        0.4        0.5        0.0        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        34 
         4         12          8          7          0          .          4          .          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is   818,756
Positions
    23,230     51,209     14,040    333,766    245,621    154,868     92,717    123,718     26,959     32,314     11,924         77    140,785    190,340
 
Changes from:       April 17, 2018                                   Total Change is:     5,823
     7,553    -16,734      5,251     13,663     -1,793     -1,724    -18,114      5,683      4,173      1,044      1,520         77     -6,100      9,370
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        6.3        1.7       40.8       30.0       18.9       11.3       15.1        3.3        3.9        1.5        0.0       17.2       23.2
 
Number of Traders in Each Category                                    Total Traders:       170 
        12         17          8         42         32         39         29         23         27         10          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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   976,172
Positions
    12,421    184,244        469    553,252    101,046    133,350     62,518    408,015     33,313     55,754      2,684      2,261    122,834    110,790
 
Changes from:       April 17, 2018                                   Total Change is:     9,787
     4,656      5,595     -1,406     -5,259    -11,028      2,881     -6,170     -7,386     13,209      4,988     -2,279        121     -3,233     10,080
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       18.9        0.0       56.7       10.4       13.7        6.4       41.8        3.4        5.7        0.3        0.2       12.6       11.3
 
Number of Traders in Each Category                                    Total Traders:       120 
         .         16          4         46         12         35         15         21         20          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 1,995,573
Positions
    33,191    151,384     23,239    723,552    497,356    242,909    453,999    473,045    141,848    228,351    263,500     19,167    129,317    183,125
 
Changes from:       April 17, 2018                                   Total Change is:       101
   -14,348     22,187        928     58,197    -11,869    -17,877    -90,940    -35,961     33,707     30,686      5,953        375       -627      2,658
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        7.6        1.2       36.3       24.9       12.2       22.8       23.7        7.1       11.4       13.2        1.0        6.5        9.2
 
Number of Traders in Each Category                                    Total Traders:       341 
        11         36         10         76         48         60         58         62         42         22         28          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,784,711
Positions
   139,691    180,661     76,887  1,747,454    962,956    436,167    421,779  1,083,772    170,160    396,966    274,421     24,169    371,438    575,518
 
Changes from:       April 17, 2018                                   Total Change is:   205,192
    18,217    -32,671     12,815    114,781     96,929     15,552    -52,658     18,050     42,078     38,184      4,269     -2,644     18,867     50,814
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        4.8        2.0       46.2       25.4       11.5       11.1       28.6        4.5       10.5        7.3        0.6        9.8       15.2
 
Number of Traders in Each Category                                    Total Traders:       432 
        33         32         19         80         96         90         46        104         54         16         25          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   539,182
Positions
    31,942     24,253      9,194    130,277    165,932     51,182    148,384     60,231     16,469     43,395     35,602        168    108,171    176,151
 
Changes from:       April 17, 2018                                   Total Change is:    -7,106
     6,727     -7,286     -1,466       -290     -2,960      3,709    -14,847      7,740       -504       -337    -12,266        168       -266      5,759
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        4.5        1.7       24.2       30.8        9.5       27.5       11.2        3.1        8.0        6.6        0.0       20.1       32.7
 
Number of Traders in Each Category                                    Total Traders:        98 
         7          7          4         20         28         29         15         10          8          5          6          .
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Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,576,217
Positions
   119,209    288,772     38,008  1,866,508    806,884    526,185    406,197  1,023,259    161,400    186,785    270,418      9,224    262,701    452,067
 
Changes from:       April 17, 2018                                   Total Change is:    48,979
    50,582    -65,550      7,479    -83,251    -38,888     26,559      9,488     98,768     21,764      5,252    -16,137      2,239      8,867     12,745
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        8.1        1.1       52.2       22.6       14.7       11.4       28.6        4.5        5.2        7.6        0.3        7.3       12.6
 
Number of Traders in Each Category                                    Total Traders:       345 
        17         31         15         75         62         74         48         69         47         21         22          5
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Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,432,963
Positions
   623,755    552,477    590,122      4,500     45,712    142,946    275,686    269,828    464,720    124,164    140,406    170,276     36,794     56,476
 
Changes from:       April 17, 2018                                   Total Change is:    35,386
    14,020     46,142      7,767     -4,936     15,018      2,522     20,165      7,716    -14,530     24,878     -8,085    -16,904      2,404     -4,260
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       22.7       24.3        0.2        1.9        5.9       11.3       11.1       19.1        5.1        5.8        7.0        1.5        2.3
 
Number of Traders in Each Category                                    Total Traders:       162 
        28         30         45          .          7          7         28         37         46          8         15         12
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Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is16,701,190
Positions
 7,960,656    788,191  2,230,491    295,716  2,796,936  1,772,569    525,000  4,226,512  2,308,002    211,773    376,102    737,524    659,459  1,464,863
 
Changes from:       April 17, 2018                                   Total Change is:   -24,902
  -165,697   -121,134    254,388    -53,540    -23,558     -7,347     87,945      7,154   -120,732     27,651    -71,344    -37,025    -10,545     94,696
 
Percent of Open Interest Represented by Each Category of Trader
      47.7        4.7       13.4        1.8       16.7       10.6        3.1       25.3       13.8        1.3        2.3        4.4        3.9        8.8
 
Number of Traders in Each Category                                    Total Traders:       313 
        46         37         75         10         32         40         29        101        106         13         19         24
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Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    30,620
Positions
    20,100      4,303          0         58      8,897        116      1,380     12,919          0      8,655      4,033        264         47         88
 
Changes from:       April 17, 2018                                   Total Change is:       865
     1,258         86          0          0        -27         37       -100        546          0       -354        225          0         24         -2
 
Percent of Open Interest Represented by Each Category of Trader
      65.6       14.1        0.0        0.2       29.1        0.4        4.5       42.2        0.0       28.3       13.2        0.9        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          6          0          .         14          .          .         11          0          .          5          .
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Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                         
CFTC Code #246606                                                    Open Interest is    18,366
Positions
     1,376      2,419          0        222      3,400        685     15,990      9,190          0         40      2,613          0         53         59
 
Changes from:       April 17, 2018                                   Total Change is:       147
       -80        373          0          0         95          0        191       -460          0          0        132          0         36          7
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       13.2        0.0        1.2       18.5        3.7       87.1       50.0        0.0        0.2       14.2        0.0        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        36 
         5          .          0          .          9          .          5          8          0          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     5,753
Positions
         0          0          0         82          0          0      1,838      4,099         45      1,273        923         67      2,448        619
 
Changes from:       April 17, 2018                                   Total Change is:      -680
       -55          0          0       -261          0          0        208       -601       -192       -108        331         -1       -271       -217
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        1.4        0.0        0.0       31.9       71.2        0.8       22.1       16.0        1.2       42.6       10.8
 
Number of Traders in Each Category                                    Total Traders:        56 
         0          0          0          .          0          0          9         14          .         23          8          .
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Traders in Financial Futures - Futures Only Positions as of April 24, 2018                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     2,380
Positions
         0          0          0        105          0          0      1,194      1,682         46        198        336          8        829        308
 
Changes from:       April 17, 2018                                   Total Change is:       351
         0          0          0        -17          0          0        141        369          4         68          4          8        147        -34
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        4.4        0.0        0.0       50.2       70.7        1.9        8.3       14.1        0.3       34.8       12.9
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          0          0          .          0          0          6          8          .          .          5          .
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Traders in Financial Futures - Futures Only Positions as of April 24, 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    32,114
Positions
         0      3,977         75      7,439      3,085        621      9,175     20,301      1,144      6,823        850         13      6,824      2,048
 
Changes from:       April 17, 2018                                   Total Change is:    -2,495
         0          0         75         93     -3,770        -14     -4,072      1,921       -179      1,150        -78        -28        480       -422
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       12.4        0.2       23.2        9.6        1.9       28.6       63.2        3.6       21.2        2.6        0.0       21.2        6.4
 
Number of Traders in Each Category                                    Total Traders:       140 
         0          .          .          9          7          .         34         34         12         44          9          .
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Traders in Financial Futures - Futures Only Positions as of April 24, 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   357,037
Positions
    33,299     79,179     34,481     73,237     24,480     19,349     78,379     87,121     63,452     14,855      6,901     14,893     25,092     27,181
 
Changes from:       April 17, 2018                                   Total Change is:   -38,767
    -5,536    -27,715        -68     10,957      4,904     -3,127    -12,273     15,903    -22,819     -3,429       -170      3,747     -6,219     -9,422
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       22.2        9.7       20.5        6.9        5.4       22.0       24.4       17.8        4.2        1.9        4.2        7.0        7.6
 
Number of Traders in Each Category                                    Total Traders:       200 
        14         11         17         25         22         20         52         47         49          9          8         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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    52,188
Positions
       800          0          0     33,693      1,809        166     10,935     50,012         85      6,248        116          0        261          0
 
Changes from:       April 17, 2018                                   Total Change is:     4,297
        23          0          0      4,217        -90          0        191      4,391          0       -123         -4          0        -11          0
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        0.0        0.0       64.6        3.5        0.3       21.0       95.8        0.2       12.0        0.2        0.0        0.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          0          0         11          .          .         11          6          .         10          .          0
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Updated April 27, 2018