Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   172,673
Positions
     1,174    103,153      1,515     42,361     14,602        647     79,106     16,858      2,296      5,191     10,575        950     39,433     22,077
 
Changes from:       October 17, 2017                                 Total Change is:    -1,674
       -56     -6,102         38     -2,480      1,028        -34      2,516      2,512         44       -290     -1,041        243     -1,655      1,638
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       59.7        0.9       24.5        8.5        0.4       45.8        9.8        1.3        3.0        6.1        0.6       22.8       12.8
 
Number of Traders in Each Category                                    Total Traders:        98 
         .         10          4         17          9          5         33         14         12          6          6          4
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Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    63,892
Positions
    22,151      3,609          0        576      5,115          0     31,881     30,544      1,310          0      1,680          0      7,974     21,634
 
Changes from:       October 17, 2017                                 Total Change is:     8,724
     7,953        -32          0          0        858          0         91      5,912        428          0          0          0        252      1,558
 
Percent of Open Interest Represented by Each Category of Trader
      34.7        5.6        0.0        0.9        8.0        0.0       49.9       47.8        2.1        0.0        2.6        0.0       12.5       33.9
 
Number of Traders in Each Category                                    Total Traders:        45 
         6          .          0          .          6          0         10         18          4          0          .          0
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Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   188,064
Positions
    45,996     15,316        903     19,722     77,869      3,311     60,235     39,696     10,061     12,943     10,482      3,592     31,301     26,834
 
Changes from:       October 17, 2017                                 Total Change is:     1,591
     3,430        339        375         19       -642        222        799      1,416      1,849     -5,539     -1,505      1,138       -702     -1,601
 
Percent of Open Interest Represented by Each Category of Trader
      24.5        8.1        0.5       10.5       41.4        1.8       32.0       21.1        5.3        6.9        5.6        1.9       16.6       14.3
 
Number of Traders in Each Category                                    Total Traders:       120 
         8          8          5         12         22          9         35         28         23          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   282,230
Positions
   145,551     10,991        682     18,670     40,832      4,583     56,266    149,873     10,460     21,439     10,095      7,422     17,157     47,292
 
Changes from:       October 17, 2017                                 Total Change is:    25,143
    21,964       -821       -487       -349     -5,064        746      1,001     14,850       -619      1,883      7,000        131        873      9,407
 
Percent of Open Interest Represented by Each Category of Trader
      51.6        3.9        0.2        6.6       14.5        1.6       19.9       53.1        3.7        7.6        3.6        2.6        6.1       16.8
 
Number of Traders in Each Category                                    Total Traders:       127 
        12          6          6         11         21          8         24         45         17          4          4          .
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Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   445,018
Positions
    38,628    134,813      3,173    208,170     98,930     15,655     69,117     58,958     18,435     15,739     61,047      2,201     73,900     51,806
 
Changes from:       October 17, 2017                                 Total Change is:    -1,320
      -953     -2,419        262      1,467      1,625        -88     -1,314      3,861      1,358     -2,552     -4,963         -6        506       -950
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       30.3        0.7       46.8       22.2        3.5       15.5       13.2        4.1        3.5       13.7        0.5       16.6       11.6
 
Number of Traders in Each Category                                    Total Traders:       238 
        15         15         11         65         33         40         39         42         23         17         11          .
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Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    35,824
Positions
     2,202     23,982          0     17,397      1,985      1,666      1,217      3,972        590          0          0          0     12,752      3,629
 
Changes from:       October 17, 2017                                 Total Change is:       241
      -274        107          0         40        -23        -40         71        182         13          0          0          0        431          2
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       66.9        0.0       48.6        5.5        4.7        3.4       11.1        1.6        0.0        0.0        0.0       35.6       10.1
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0         14          .          8          .          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   134,558
Positions
     2,625     69,311        438     12,000     23,586      1,622     80,514     12,582      1,666        525      1,673      1,733     33,435     21,947
 
Changes from:       October 17, 2017                                 Total Change is:       413
      -441     -5,170        -36        -65      3,144        -96      1,266      2,447       -804       -525     -1,199      1,581       -467        546
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       51.5        0.3        8.9       17.5        1.2       59.8        9.4        1.2        0.4        1.2        1.3       24.8       16.3
 
Number of Traders in Each Category                                    Total Traders:        87 
         4          9          4          9         13          .         36         12          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    51,417
Positions
       151     36,182        247      5,552          0          0     41,811     13,322          0      1,314        271          0      2,342      1,395
 
Changes from:       October 17, 2017                                 Total Change is:       681
       -41        311          0         12          0          0        765        429          0          5        -16          0        -60        -43
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       70.4        0.5       10.8        0.0        0.0       81.3       25.9        0.0        2.6        0.5        0.0        4.6        2.7
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          6          .          .          0          0         14          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   180,527
Positions
    12,913     92,332        891     66,608      4,421        678     88,873     67,323      1,009      3,023      9,778          0      6,532      4,095
 
Changes from:       October 17, 2017                                 Total Change is:    -8,380
       508    -12,826       -122      2,935        308       -322    -11,794      3,996        358       -128        -51          0        185        279
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       51.1        0.5       36.9        2.4        0.4       49.2       37.3        0.6        1.7        5.4        0.0        3.6        2.3
 
Number of Traders in Each Category                                    Total Traders:       140 
         6          6          .         16          7          .         45         39          6          8         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    30,035
Positions
         0     19,226          0      5,209        283          0     20,561      3,280        860      1,474      5,660          0      1,931        726
 
Changes from:       October 17, 2017                                 Total Change is:    -3,959
         0     -3,000          0       -332          0          0     -3,849     -1,307        193        565        -75          0       -536        230
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       64.0        0.0       17.3        0.9        0.0       68.5       10.9        2.9        4.9       18.8        0.0        6.4        2.4
 
Number of Traders in Each Category                                    Total Traders:        36 
         0          .          0          .          .          0         16          6          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    41,185
Positions
    13,399      3,303         12      1,666      8,496          0     19,498     22,988        600      1,261        947          0      4,749      4,839
 
Changes from:       October 17, 2017                                 Total Change is:     7,428
     7,541       -868         -2        276        320          0       -500      6,940       -271        105        361          0        279        948
 
Percent of Open Interest Represented by Each Category of Trader
      32.5        8.0        0.0        4.0       20.6        0.0       47.3       55.8        1.5        3.1        2.3        0.0       11.5       11.7
 
Number of Traders in Each Category                                    Total Traders:        81 
         9          .          .          7          6          0         22         28          7          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    21,233
Positions
     5,486     15,200      2,500        460      1,470          0     11,282      1,173        117        206          0          0      1,182        773
 
Changes from:       October 17, 2017                                 Total Change is:     1,999
       294          0      1,500     -1,205        521          0      1,267         80          1        206       -100          0        -64         -3
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       71.6       11.8        2.2        6.9        0.0       53.1        5.5        0.6        1.0        0.0        0.0        5.6        3.6
 
Number of Traders in Each Category                                    Total Traders:        30 
         4          .          .          .          4          0         12          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    81,044
Positions
     8,413     54,206        978     13,511      2,789        100     42,124      6,634      2,832      1,904      2,542          3     11,181     10,962
 
Changes from:       October 17, 2017                                 Total Change is:     2,119
     1,408      1,405       -134        347        501         14          4       -574        514        262        -87          3       -297        477
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       66.9        1.2       16.7        3.4        0.1       52.0        8.2        3.5        2.3        3.1        0.0       13.8       13.5
 
Number of Traders in Each Category                                    Total Traders:       131 
        12         26          4         14          5          .         40         20         12          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   162,087
Positions
    16,826    108,412      1,955     27,021      5,577        200     84,247     13,267      5,663      3,807      5,083          6     22,362     21,924
 
Changes from:       October 17, 2017                                 Total Change is:     4,238
     2,815      2,810       -268        693      1,002         27          8     -1,147      1,027        524       -173          6       -594        954
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       66.9        1.2       16.7        3.4        0.1       52.0        8.2        3.5        2.3        3.1        0.0       13.8       13.5
 
Number of Traders in Each Category                                    Total Traders:       131 
        12         26          4         14          5          .         40         20         12          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   692,744
Positions
    54,482    148,913     33,187    325,035    163,325     56,324     81,580    118,544     32,361     24,794     50,155      7,452     77,531     82,484
 
Changes from:       October 17, 2017                                 Total Change is:    23,038
     7,226     11,325      5,500     -2,474       -818      2,970      2,309        649      4,404        415     -1,120      2,126        561     -1,998
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       21.5        4.8       46.9       23.6        8.1       11.8       17.1        4.7        3.6        7.2        1.1       11.2       11.9
 
Number of Traders in Each Category                                    Total Traders:       625 
        33         47         22        135         96         94         88        129         81         50         47         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is    60,336
Positions
    20,528     17,994        500      8,683     12,715        378      5,163      9,362      1,100      4,976          0          0     19,008     18,287
 
Changes from:       October 17, 2017                                 Total Change is:     6,937
     2,506      1,217        100        103      1,156         -5      1,713      4,377       -100      2,258         -3          0        362        195
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       29.8        0.8       14.4       21.1        0.6        8.6       15.5        1.8        8.2        0.0        0.0       31.5       30.3
 
Number of Traders in Each Category                                    Total Traders:        48 
         6          7          .          5          4          .         10         12          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)                                                                                                    
CFTC Code #138748                                                    Open Interest is    19,079
Positions
    16,593      7,695          0          0      8,154         66          0      2,033        205        417          0          0      1,798        926
 
Changes from:       October 17, 2017                                 Total Change is:    -2,694
    -2,094       -304          0          0     -2,432       -172       -616         12        -12          0          0          0        200        214
 
Percent of Open Interest Represented by Each Category of Trader
      87.0       40.3        0.0        0.0       42.7        0.3        0.0       10.7        1.1        2.2        0.0        0.0        9.4        4.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         8          4          0          0          4          .          0          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,162,041
Positions
   245,158    729,984     88,045  1,584,279    755,568    277,208    417,701    581,529    120,689    110,447    262,132     25,900    292,614    320,986
 
Changes from:       October 17, 2017                                 Total Change is:    80,507
    35,115     62,056     15,486    -12,763     -9,747     14,751     24,992      3,368        512      1,984      5,613       -566        996    -10,966
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       23.1        2.8       50.1       23.9        8.8       13.2       18.4        3.8        3.5        8.3        0.8        9.3       10.2
 
Number of Traders in Each Category                                    Total Traders:       620 
        31         48         20        133         96         93         87        129         73         48         48         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                                                                    
CFTC Code #13874C                                                    Open Interest is    30,022
Positions
     1,065     28,481          0     10,535        276        516     14,204          0          0        275          0          0      3,427        749
 
Changes from:       October 17, 2017                                 Total Change is:     2,349
         5      2,187          0      1,404        -45          0        477          0          0        275          0          0        188        207
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       94.9        0.0       35.1        0.9        1.7       47.3        0.0        0.0        0.9        0.0        0.0       11.4        2.5
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          9          0          5          .          .          8          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                                                                    
CFTC Code #13874J                                                    Open Interest is    22,296
Positions
    16,589      6,974          1      1,669     12,545        494      1,881        815          0          0        280          0      1,662      1,187
 
Changes from:       October 17, 2017                                 Total Change is:      -227
      -365       -876          1       -293          0        206        226        291          0          0          0          0         -2        151
 
Percent of Open Interest Represented by Each Category of Trader
      74.4       31.3        0.0        7.5       56.3        2.2        8.4        3.7        0.0        0.0        1.3        0.0        7.5        5.3
 
Number of Traders in Each Category                                    Total Traders:        25 
        10          4          .          .          4          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    92,043
Positions
     3,678     42,413        455     42,566     36,652      3,735     27,670      3,415      1,265          0        532          0     12,674      3,576
 
Changes from:       October 17, 2017                                 Total Change is:      -376
        31       -663         26         -5       -712        -96       -251        383        352          0          0          0       -433        334
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       46.1        0.5       46.2       39.8        4.1       30.1        3.7        1.4        0.0        0.6        0.0       13.8        3.9
 
Number of Traders in Each Category                                    Total Traders:        87 
         .         10          .         27         18         12         22          5          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    55,890
Positions
    11,447     14,878      2,472     12,609     10,442      1,215     18,391     14,556        936      1,471      3,644         76      7,273      7,671
 
Changes from:       October 17, 2017                                 Total Change is:       192
    -1,097        569        672     -1,099     -1,053        301        867        293        -90         29       -124          2        607       -378
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       26.6        4.4       22.6       18.7        2.2       32.9       26.0        1.7        2.6        6.5        0.1       13.0       13.7
 
Number of Traders in Each Category                                    Total Traders:       280 
        20         23          7         44         24         13         55         66         25         11         37          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   279,448
Positions
    57,235     74,389     12,358     63,043     52,212      6,077     91,957     72,781      4,678      7,355     18,221        378     36,367     38,354
 
Changes from:       October 17, 2017                                 Total Change is:       961
    -5,487      2,844      3,359     -5,493     -5,263      1,505      4,334      1,464       -448        144       -622         10      3,037     -1,888
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       26.6        4.4       22.6       18.7        2.2       32.9       26.0        1.7        2.6        6.5        0.1       13.0       13.7
 
Number of Traders in Each Category                                    Total Traders:       280 
        20         23          7         44         24         13         55         66         25         11         37          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                 
CFTC Code #239742                                                    Open Interest is   543,515
Positions
    20,126    181,428      2,972    253,387    147,703     36,545    170,491    144,249     10,981     29,223      7,357          0     19,790     12,280
 
Changes from:       October 17, 2017                                 Total Change is:   -14,825
        77     -5,708        389     -8,827       -236         11     -4,384     -8,971      1,156     -2,435         36          0       -812     -1,502
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       33.4        0.5       46.6       27.2        6.7       31.4       26.5        2.0        5.4        1.4        0.0        3.6        2.3
 
Number of Traders in Each Category                                    Total Traders:       288 
        14         29          4         71         40         33         63         45         16         16         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is    64,599
Positions
    27,744     29,175      1,219      6,455        458        172     10,953     22,059        679      8,696      1,751        193      8,488      8,893
 
Changes from:       October 17, 2017                                 Total Change is:       150
     2,138      3,566        138        120     -1,405          0       -361       -322       -201       -158       -606          0     -1,526     -1,020
 
Percent of Open Interest Represented by Each Category of Trader
      42.9       45.2        1.9       10.0        0.7        0.3       17.0       34.1        1.1       13.5        2.7        0.3       13.1       13.8
 
Number of Traders in Each Category                                    Total Traders:        88 
        20         14          .          7          .          .         13         20          4          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    42,608
Positions
     2,713     26,760          0     21,468      1,325        572      5,612      2,282        285      4,176      6,611        380      7,402      4,393
 
Changes from:       October 17, 2017                                 Total Change is:     2,206
        -3      2,051          0      1,878        374         11      1,142         40       -282        -62      1,036          0       -478     -1,024
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       62.8        0.0       50.4        3.1        1.3       13.2        5.4        0.7        9.8       15.5        0.9       17.4       10.3
 
Number of Traders in Each Category                                    Total Traders:        53 
         .          9          0         18          .          5          8          5          4          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    60,050
Positions
     5,229     17,802      2,819     23,582      2,358        759     13,952     15,346      1,172      2,302      2,895          0     10,235     16,899
 
Changes from:       October 17, 2017                                 Total Change is:     4,152
      -888      4,322     -1,064      6,298        459         17     -2,083      1,577        460        184        540          0      1,228     -2,159
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       29.6        4.7       39.3        3.9        1.3       23.2       25.6        2.0        3.8        4.8        0.0       17.0       28.1
 
Number of Traders in Each Category                                    Total Traders:        85 
        11         10          .         16          4          5         17         18          7          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   291,384
Positions
    10,527    183,882      3,613    193,125     70,715     16,462     51,797      6,753      3,718      2,421      1,254          0      9,721      4,987
 
Changes from:       October 17, 2017                                 Total Change is:     5,571
     3,149      5,774      2,169       -229     -3,234        470       -677        511         -5       -164       -102          0        858        -12
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       63.1        1.2       66.3       24.3        5.6       17.8        2.3        1.3        0.8        0.4        0.0        3.3        1.7
 
Number of Traders in Each Category                                    Total Traders:       148 
         8         13          6         52         27         21         32          9          9          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is 1,086,453
Positions
    42,704    779,020      4,873    644,603    155,239     70,425    235,530     29,807     17,728     42,178     18,521        327     28,085     10,513
 
Changes from:       October 17, 2017                                 Total Change is:    22,124
     9,290      4,696       -765      7,632     15,608       -745      3,136      1,974      3,052      1,064        -13          0       -540     -1,683
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       71.7        0.4       59.3       14.3        6.5       21.7        2.7        1.6        3.9        1.7        0.0        2.6        1.0
 
Number of Traders in Each Category                                    Total Traders:       367 
        24         23          7        132         46         46         74         21         18         36         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A                                                    Open Interest is   109,926
Positions
    21,931     41,571     67,200     10,654          0          5      8,874          0      1,118        120         30          0         24          2
 
Changes from:       October 17, 2017                                 Total Change is:    -1,220
    -1,720     -1,120       -100      1,000          0          0       -400          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       37.8       61.1        9.7        0.0        0.0        8.1        0.0        1.0        0.1        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        25 
         .         12          8          5          0          .          .          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   740,141
Positions
     6,464     45,087      7,624    285,301    205,811    127,428    132,781    123,978     18,333     17,230     41,896         10    144,970    169,974
 
Changes from:       October 17, 2017                                 Total Change is:       592
     3,743    -10,647      1,035    -14,835      3,225      1,103     12,354        161      3,056      2,223     -3,471        -41     -8,046      6,171
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        6.1        1.0       38.5       27.8       17.2       17.9       16.8        2.5        2.3        5.7        0.0       19.6       23.0
 
Number of Traders in Each Category                                    Total Traders:       165 
         9         15          4         37         30         34         32         30         20          8          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   849,162
Positions
     5,732    140,526      1,300    453,713     46,341    135,748     69,395    383,315     34,659     34,111      6,645      1,172    113,332     99,456
 
Changes from:       October 17, 2017                                 Total Change is:     2,155
     4,174      1,093      1,151    -17,448     -1,054      2,192      5,718    -11,311      6,190        149     -1,873          0         29      5,767
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       16.5        0.2       53.4        5.5       16.0        8.2       45.1        4.1        4.0        0.8        0.1       13.3       11.7
 
Number of Traders in Each Category                                    Total Traders:       114 
         .         13          .         48         13         35         15         15         19          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,703,742
Positions
    71,442    206,314      4,511    425,880    327,448    192,003    669,828    427,922     56,360    157,829    319,656      6,464    119,425    163,064
 
Changes from:       October 17, 2017                                 Total Change is:   -34,079
    -8,049     27,163     -2,603    -21,380      1,747     -1,616      1,293    -21,904      7,590    -10,604    -49,003      4,481     -3,191         66
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       12.1        0.3       25.0       19.2       11.3       39.3       25.1        3.3        9.3       18.8        0.4        7.0        9.6
 
Number of Traders in Each Category                                    Total Traders:       282 
        14         29          6         60         39         51         53         49         33         14         24          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,171,273
Positions
   145,577    185,338     33,324  1,095,515    898,146    480,590    631,967    707,144    109,606    330,378    173,914     35,378    308,938    547,833
 
Changes from:       October 17, 2017                                 Total Change is:   134,749
   -10,080     19,091      4,367     17,941     29,960        654    116,151     47,023    -18,235     28,020     27,900      5,437     -9,506     18,552
 
Percent of Open Interest Represented by Each Category of Trader
       4.6        5.8        1.1       34.5       28.3       15.2       19.9       22.3        3.5       10.4        5.5        1.1        9.7       17.3
 
Number of Traders in Each Category                                    Total Traders:       416 
        23         40         11         60         98         85         61         83         61         24         27         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   429,873
Positions
    18,564      5,046      2,155    141,641    180,030     34,655    121,275     41,593     11,728     12,698     15,509          0     87,157    139,157
 
Changes from:       October 17, 2017                                 Total Change is:     3,588
     4,846     -1,735     -2,075     -3,557      7,452      1,037      1,730        438     -3,606        132     -1,970          0      5,081      4,047
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        1.2        0.5       32.9       41.9        8.1       28.2        9.7        2.7        3.0        3.6        0.0       20.3       32.4
 
Number of Traders in Each Category                                    Total Traders:        71 
         4          .          .         16         26         27         10          7          6          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 3,027,773
Positions
    69,409    211,901     42,797  1,598,579    737,441    396,434    295,630    822,111    144,952    217,851    273,640      8,382    253,739    390,115
 
Changes from:       October 17, 2017                                 Total Change is:    67,113
   -32,611     18,149     -6,227    -13,628     23,017     11,752     67,216      4,762     23,932      1,127     -6,856        373     15,179     -1,789
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        7.0        1.4       52.8       24.4       13.1        9.8       27.2        4.8        7.2        9.0        0.3        8.4       12.9
 
Number of Traders in Each Category                                    Total Traders:       324 
        15         30         10         53         61         65         45         78         51         20         21          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,563,402
Positions
   495,743    395,787    431,869     11,718      7,332     20,844    116,834    185,977    320,628     57,833     55,075     69,420     38,513     76,470
 
Changes from:       October 17, 2017                                 Total Change is:    44,686
     9,147     29,876      7,500       -901       -350       -201     19,685     -2,159      6,521        321     -5,991        616      1,998      8,874
 
Percent of Open Interest Represented by Each Category of Trader
      31.7       25.3       27.6        0.7        0.5        1.3        7.5       11.9       20.5        3.7        3.5        4.4        2.5        4.9
 
Number of Traders in Each Category                                    Total Traders:       154 
        17         44         50          .          4          .         22         40         42          7         12          9
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Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,847,283
Positions
 5,403,926    409,000  2,175,660      5,745  2,530,230    715,095    475,634  2,701,118  1,920,144    816,573    407,856    834,672    499,834  1,153,508
 
Changes from:       October 17, 2017                                 Total Change is:  -130,224
    65,571      7,023     14,213          0    -48,013     -7,623    -59,999    -33,034   -149,222    -22,102    -21,869     48,690    -19,752     59,611
 
Percent of Open Interest Represented by Each Category of Trader
      42.1        3.2       16.9        0.0       19.7        5.6        3.7       21.0       14.9        6.4        3.2        6.5        3.9        9.0
 
Number of Traders in Each Category                                    Total Traders:       313 
        42         35         68          .         42         31         31        104        106         10         27         26
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Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    29,156
Positions
     5,430      7,615          0         56      8,047        159     11,942      8,354          0     11,540      4,864          5         24        112
 
Changes from:       October 17, 2017                                 Total Change is:      -235
         0        754          0          0       -297          0       -517       -789          0        316         83          0        -34         14
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       26.1        0.0        0.2       27.6        0.5       41.0       28.7        0.0       39.6       16.7        0.0        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          5          0          .         12          .          9          8          0          4          5          .
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Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    20,427
Positions
     1,597      1,191          0         70      6,801        364     17,790      7,655          0        249      3,984        342         15         90
 
Changes from:       October 17, 2017                                 Total Change is:      -539
    -1,573         72          0       -201        151        181        567       -711          0        249       -516        272        -34         12
 
Percent of Open Interest Represented by Each Category of Trader
       7.8        5.8        0.0        0.3       33.3        1.8       87.1       37.5        0.0        1.2       19.5        1.7        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        33 
         4          4          0          .          7          .          5          7          0          .          4          .
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Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    51,132
Positions
     1,067      6,213          0     13,867      4,926      1,073     11,057     29,982      2,582     12,732      4,350          0      8,754      2,006
 
Changes from:       October 17, 2017                                 Total Change is:     4,486
       347        301          0       -159        111        170      3,935      3,728        111        339        120          0       -257        -55
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       12.2        0.0       27.1        9.6        2.1       21.6       58.6        5.0       24.9        8.5        0.0       17.1        3.9
 
Number of Traders in Each Category                                    Total Traders:       155 
         4          .          0         15          6          .         32         36         17         47          9          0
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Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   617,178
Positions
   137,842     52,570     24,010     82,796     62,320    111,522     99,691    220,500     81,616     27,106      9,705     17,462     35,133     37,473
 
Changes from:       October 17, 2017                                 Total Change is:   -84,749
   -16,891      1,540    -20,600     12,656      1,566     -5,142    -30,668    -36,162    -21,416     -1,255     -3,688       -982       -451        135
 
Percent of Open Interest Represented by Each Category of Trader
      22.3        8.5        3.9       13.4       10.1       18.1       16.2       35.7       13.2        4.4        1.6        2.8        5.7        6.1
 
Number of Traders in Each Category                                    Total Traders:       267 
        21          8         14         17         37         23         50         86         56         21         19         24
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Traders in Financial Futures - Futures Only Positions as of October 24, 2017                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    56,451
Positions
       635     21,776          0     38,451        493          0     10,710     33,944         85      6,478        135          0         92         18
 
Changes from:       October 17, 2017                                 Total Change is:     5,127
         5          0          0         -4          2          0      5,106      5,117          0         13          3          0          7          5
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       38.6        0.0       68.1        0.9        0.0       19.0       60.1        0.2       11.5        0.2        0.0        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          0          8          .          0          9          8          .          7          .          0
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Updated October 27, 2017