Traders in Financial Futures - Options and Futures Combined 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   143,898
Positions
    22,361     19,714      6,668     32,801     19,789      3,441     15,275     41,923     21,924      8,511      1,014        399     32,518     29,027
 
Changes from:       April 17, 2018                                   Total Change is:    -9,453
    -3,068      1,513        660      1,889        253     -2,123     -3,758    -10,939       -914       -921          0          5     -1,223      2,092
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       13.7        4.6       22.8       13.8        2.4       10.6       29.1       15.2        5.9        0.7        0.3       22.6       20.2
 
Number of Traders in Each Category                                    Total Traders:        87 
         9          5          8         13          9          7         12         29         20          7          .          .
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Traders in Financial Futures - Options and Futures Combined 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    72,312
Positions
    33,869      1,233        282      1,136     10,626        362     28,942     33,892        535        480      1,674          0      6,706     23,708
 
Changes from:       April 17, 2018                                   Total Change is:    12,323
    10,877        -28        131         15      2,987          0      3,218      3,896        222          0          0          0     -2,140      5,116
 
Percent of Open Interest Represented by Each Category of Trader
      46.8        1.7        0.4        1.6       14.7        0.5       40.0       46.9        0.7        0.7        2.3        0.0        9.3       32.8
 
Number of Traders in Each Category                                    Total Traders:        51 
         9          .          .          .          9          .          9         18          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   225,017
Positions
     6,072     57,532     15,440     30,639     53,894      6,118     95,384     25,772     30,645      1,350      8,514      1,301     38,067     25,800
 
Changes from:       April 17, 2018                                   Total Change is:   -20,353
       438     -6,917      1,543      2,837     -1,384     -1,631    -22,394    -13,595      1,663        -26         31         65     -2,850       -129
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       25.6        6.9       13.6       24.0        2.7       42.4       11.5       13.6        0.6        3.8        0.6       16.9       11.5
 
Number of Traders in Each Category                                    Total Traders:       126 
         6         10         10         16         20         10         40         26         28          .          5          .
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Traders in Financial Futures - Options and Futures Combined 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   194,672
Positions
    18,602     51,277     15,447     40,601     19,352     11,873     53,544     41,508     22,177      1,637      1,568      1,253     29,538     30,217
 
Changes from:       April 17, 2018                                   Total Change is:    17,941
     6,600        211      1,459      4,492     -2,754      1,158      4,243      7,718      6,108        517          1        208     -6,844      3,831
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       26.3        7.9       20.9        9.9        6.1       27.5       21.3       11.4        0.8        0.8        0.6       15.2       15.5
 
Number of Traders in Each Category                                    Total Traders:       125 
         6         10         11         22         18         13         34         27         29          5          .          .
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Traders in Financial Futures - Options and Futures Combined 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   562,555
Positions
    38,020    263,901     24,235    262,313     77,976     33,106     53,179     49,895     46,897     17,686      5,052      4,121     82,998     57,372
 
Changes from:       April 17, 2018                                   Total Change is:    -4,051
       492    -15,919      3,677      5,546       -641      2,124    -21,896     -1,727      7,308     -1,482     -1,780        950       -770      1,956
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       46.9        4.3       46.6       13.9        5.9        9.5        8.9        8.3        3.1        0.9        0.7       14.8       10.2
 
Number of Traders in Each Category                                    Total Traders:       272 
        20         10         17         86         33         48         35         51         38         24         12         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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   149,431
Positions
    40,740     21,356      9,554      7,201     30,150      4,552     47,887     33,820     14,645        576          0        766     23,510     34,589
 
Changes from:       April 17, 2018                                   Total Change is:    29,042
     4,021      1,835      2,261      1,718      4,636      1,075     20,344      8,381      2,286         16          0        165     -2,844      8,401
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       14.3        6.4        4.8       20.2        3.0       32.0       22.6        9.8        0.4        0.0        0.5       15.7       23.1
 
Number of Traders in Each Category                                    Total Traders:        91 
         7         10          9         10         13          8         21         26         19          4          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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   233,064
Positions
     7,884     96,708      5,892    110,487     11,508          0     97,032    105,385        870      2,762      9,156          0      8,138      3,546
 
Changes from:       April 17, 2018                                   Total Change is:     2,568
    -1,812       -849      4,060     19,711     -2,503          0    -17,313      1,544        -79     -1,944        310          0        -56         84
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       41.5        2.5       47.4        4.9        0.0       41.6       45.2        0.4        1.2        3.9        0.0        3.5        1.5
 
Number of Traders in Each Category                                    Total Traders:       148 
         4         12          4         26          5          0         58         24          7          9         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    54,884
Positions
    20,767     27,842      1,789      8,325      2,650        317     11,165     10,579      1,641      1,949      3,084        636      8,296      6,346
 
Changes from:       April 17, 2018                                   Total Change is:     2,639
     3,153     -1,827       -264     -3,170      1,575         -7      2,247      3,790        183         54        304         55        386     -1,171
 
Percent of Open Interest Represented by Each Category of Trader
      37.8       50.7        3.3       15.2        4.8        0.6       20.3       19.3        3.0        3.6        5.6        1.2       15.1       11.6
 
Number of Traders in Each Category                                    Total Traders:       108 
        16         16          6         11          5          .         26         19         15          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   109,768
Positions
    41,534     55,685      3,579     16,650      5,300        633     22,330     21,159      3,281      3,897      6,168      1,272     16,592     12,692
 
Changes from:       April 17, 2018                                   Total Change is:     5,277
     6,306     -3,653       -528     -6,340      3,149        -13      4,494      7,580        367        109        609        110        772     -2,343
 
Percent of Open Interest Represented by Each Category of Trader
      37.8       50.7        3.3       15.2        4.8        0.6       20.3       19.3        3.0        3.6        5.6        1.2       15.1       11.6
 
Number of Traders in Each Category                                    Total Traders:       108 
        16         16          6         11          5          .         26         19         15          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   856,199
Positions
    43,619    179,121     68,468    260,186    142,788     69,315     80,281     80,905    139,690     31,663     31,529     32,303    130,675    112,080
 
Changes from:       April 17, 2018                                   Total Change is:    -4,401
     2,129     21,080     -6,940     -5,507     -1,644     -1,521      9,294      1,278     -9,973      2,254     -3,789        686      5,177     -3,578
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       20.9        8.0       30.4       16.7        8.1        9.4        9.4       16.3        3.7        3.7        3.8       15.3       13.1
 
Number of Traders in Each Category                                    Total Traders:       632 
        34         39         45        162         99        109         96        110        121         57         35         49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   105,141
Positions
    36,627      4,450      2,494      7,002     12,739        987     11,635      5,328     14,607      3,713      1,192      4,458     23,617     58,884
 
Changes from:       April 17, 2018                                   Total Change is:       923
    -1,604      1,449        266        111        186        -28      1,433        -24       -402         60        131        400        687     -1,055
 
Percent of Open Interest Represented by Each Category of Trader
      34.8        4.2        2.4        6.7       12.1        0.9       11.1        5.1       13.9        3.5        1.1        4.2       22.5       56.0
 
Number of Traders in Each Category                                    Total Traders:        68 
        15          4          9          5          5          .         13         12         22          8          5          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 3,755,289
Positions
   168,558  1,006,957    196,267  1,280,238    664,561    327,319    408,189    442,837    560,459    146,374    158,311    132,598    535,287    265,978
 
Changes from:       April 17, 2018                                   Total Change is:   -26,620
    -4,488     74,994    -12,873    -22,851     -3,909    -12,705     59,539     26,743    -68,089     11,601    -18,967        800     22,447    -12,613
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       26.8        5.2       34.1       17.7        8.7       10.9       11.8       14.9        3.9        4.2        3.5       14.3        7.1
 
Number of Traders in Each Category                                    Total Traders:       616 
        33         39         42        161         98        108         91        109        118         52         33         45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 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 - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    52,286
Positions
    17,502      5,627      3,682      8,569     11,924        762      9,808     18,046      2,152      1,490      2,321      1,048      7,272      6,725
 
Changes from:       April 17, 2018                                   Total Change is:       812
     2,187     -2,941        704       -829       -411       -579     -1,083      4,694       -477        127        323       -113        874       -388
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       10.8        7.0       16.4       22.8        1.5       18.8       34.5        4.1        2.9        4.4        2.0       13.9       12.9
 
Number of Traders in Each Category                                    Total Traders:       270 
        24         18         13         45         36         20         36         73         22         16         21          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   261,428
Positions
    87,511     28,133     18,408     42,845     59,618      3,809     49,041     90,231     10,759      7,452     11,604      5,242     36,360     33,624
 
Changes from:       April 17, 2018                                   Total Change is:     4,061
    10,937    -14,705      3,521     -4,146     -2,056     -2,896     -5,415     23,472     -2,383        637      1,614       -567      4,372     -1,939
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       10.8        7.0       16.4       22.8        1.5       18.8       34.5        4.1        2.9        4.4        2.0       13.9       12.9
 
Number of Traders in Each Category                                    Total Traders:       270 
        24         18         13         45         36         20         36         73         22         16         21          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   508,581
Positions
    46,175    136,836      2,056    237,755    194,502     41,058    127,202     99,073     15,425     18,827      1,409      1,658     18,425     16,564
 
Changes from:       April 17, 2018                                   Total Change is:    10,017
    -1,666      8,158       -130      3,640        244     -1,679     11,615      7,667     -1,827       -740     -1,039       -511      1,315       -866
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       26.9        0.4       46.7       38.2        8.1       25.0       19.5        3.0        3.7        0.3        0.3        3.6        3.3
 
Number of Traders in Each Category                                    Total Traders:       294 
        17         23          .         80         49         34         48         59         24         12          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - Options and Futures Combined 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 - Options and Futures Combined 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 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 - Options and Futures Combined 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 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is   973,290
Positions
    19,904     53,616     36,798    333,264    237,891    182,615     91,952    126,458    105,114     39,249     11,972      9,590    154,806    209,237
 
Changes from:       April 17, 2018                                   Total Change is:    10,735
     5,700    -10,528     -2,081     11,205     -6,199     -4,133     -8,316     17,772      3,122      8,514        857       -916     -2,360     12,841
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        5.5        3.8       34.2       24.4       18.8        9.4       13.0       10.8        4.0        1.2        1.0       15.9       21.5
 
Number of Traders in Each Category                                    Total Traders:       179 
        11         18         21         45         31         44         28         29         45         10          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   976,928
Positions
    12,421    184,244        469    553,251    101,046    133,351     62,424    408,105     33,654     55,754      2,684      2,261    123,342    111,114
 
Changes from:       April 17, 2018                                   Total Change is:    10,181
     4,656      5,595     -1,406     -5,257    -11,028      2,871     -6,260     -7,271     13,382      4,988     -2,279        121     -2,915     10,195
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       18.9        0.0       56.6       10.3       13.6        6.4       41.8        3.4        5.7        0.3        0.2       12.6       11.4
 
Number of Traders in Each Category                                    Total Traders:       120 
         .         16          4         46         12         35         15         21         21          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,072,482
Positions
    33,191    152,737     26,501    727,752    495,741    246,016    458,482    480,049    197,779    227,389    262,883     25,008    130,363    185,768
 
Changes from:       April 17, 2018                                   Total Change is:     7,755
   -13,854     22,873       -433     61,047    -12,902    -17,464    -89,540    -32,549     38,256     29,407      5,966      1,090       -753      2,917
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        7.4        1.3       35.1       23.9       11.9       22.1       23.2        9.5       11.0       12.7        1.2        6.3        9.0
 
Number of Traders in Each Category                                    Total Traders:       344 
        11         36         12         77         48         62         58         63         54         22         29         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,413,818
Positions
   135,615    200,322    200,058  1,769,057    971,042    510,147    430,854  1,050,983    492,454    388,675    285,605     86,948    400,009    616,259
 
Changes from:       April 17, 2018                                   Total Change is:   305,258
    32,142    -19,556     -8,453    126,497    114,650     12,430    -39,657     10,262    102,069     27,494      2,165     24,571     28,166     67,120
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        4.5        4.5       40.1       22.0       11.6        9.8       23.8       11.2        8.8        6.5        2.0        9.1       14.0
 
Number of Traders in Each Category                                    Total Traders:       447 
        29         37         44         79         99        100         55         99         95         20         29         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,844,726
Positions
   115,626    296,048     80,053  1,875,212    808,362    554,170    379,146    975,896    358,266    188,335    283,846     23,575    270,344    464,513
 
Changes from:       April 17, 2018                                   Total Change is:    61,522
    53,325    -55,838     -9,593    -83,656    -35,482     21,732      4,327     77,468     54,181      7,705     -9,334      2,024     11,477     16,364
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        7.7        2.1       48.8       21.0       14.4        9.9       25.4        9.3        4.9        7.4        0.6        7.0       12.1
 
Number of Traders in Each Category                                    Total Traders:       349 
        16         33         27         75         62         78         46         73         65         23         21         11
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Traders in Financial Futures - Options and Futures Combined 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,434,884
Positions
   623,755    552,285    590,314      4,500     45,712    142,946    275,484    269,023    466,207    123,086    140,406    171,354     37,238     56,637
 
Changes from:       April 17, 2018                                   Total Change is:    35,538
    14,020     46,256      7,653     -4,936     15,018      2,522     20,132      7,050    -14,117     24,478     -7,911    -16,688      2,474     -4,245
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       22.7       24.2        0.2        1.9        5.9       11.3       11.0       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         13
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Traders in Financial Futures - Options and Futures Combined 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 is31,878,076
Positions
 7,604,531  1,090,644  4,909,393    194,158  3,157,151  2,933,048    455,477  2,586,368 13,107,979    181,060    764,997  1,796,988    695,443  1,531,508
 
Changes from:       April 17, 2018                                   Total Change is:   942,775
  -143,643    -61,002    381,758    -38,232     28,361     60,241     49,679   -130,117    548,249        748    -60,752     78,056      5,919     97,980
 
Percent of Open Interest Represented by Each Category of Trader
      23.9        3.4       15.4        0.6        9.9        9.2        1.4        8.1       41.1        0.6        2.4        5.6        2.2        4.8
 
Number of Traders in Each Category                                    Total Traders:       337 
        42         41         78         10         36         41         44        106        120         18         26         31
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Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    32,278
Positions
         0      3,977         75      7,439      3,085        621      9,224     20,429      1,156      6,883        851         29      6,851      2,056
 
Changes from:       April 17, 2018                                   Total Change is:    -2,429
         0          0         75         93     -3,770        -14     -4,008      2,024       -220      1,176        -79        -21        491       -423
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       12.3        0.2       23.0        9.6        1.9       28.6       63.3        3.6       21.3        2.6        0.1       21.2        6.4
 
Number of Traders in Each Category                                    Total Traders:       141 
         0          .          .          9          7          .         35         33         15         44         10          .
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Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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