Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   170,364
Positions
     7,049     84,530     10,368     42,605      8,624      2,075     43,666     20,209     17,994      6,126      2,800        636     39,847     23,129
 
Changes from:       November 21, 2017                                Total Change is:     2,051
       204      2,536        425      2,408         -7        -93       -467       -707       -585        304        -86         54       -199        514
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       49.6        6.1       25.0        5.1        1.2       25.6       11.9       10.6        3.6        1.6        0.4       23.4       13.6
 
Number of Traders in Each Category                                    Total Traders:        95 
         .         10          9         18          6          6         29         15         16          8          6          7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    82,037
Positions
    44,409      4,061        564      1,007      6,878          0     27,067     42,455      2,862          0      1,680          0      6,128     23,538
 
Changes from:       November 21, 2017                                Total Change is:    -5,453
    -1,232        439        142          0     -1,470          0     -2,833     -2,173     -1,451          0          0          0        -77       -939
 
Percent of Open Interest Represented by Each Category of Trader
      54.1        5.0        0.7        1.2        8.4        0.0       33.0       51.8        3.5        0.0        2.0        0.0        7.5       28.7
 
Number of Traders in Each Category                                    Total Traders:        53 
         7          4          .          .          7          0         13         19          6          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   231,832
Positions
    46,778     16,024     24,577     18,055     72,147      6,121     60,173     37,086     38,069      1,343      8,689      3,303     33,412     25,815
 
Changes from:       November 21, 2017                                Total Change is:    13,472
    -4,997       -706      3,787        843     -2,046      1,193      9,353      6,943      4,322       -453        680        -85       -491       -618
 
Percent of Open Interest Represented by Each Category of Trader
      20.2        6.9       10.6        7.8       31.1        2.6       26.0       16.0       16.4        0.6        3.7        1.4       14.4       11.1
 
Number of Traders in Each Category                                    Total Traders:       128 
         8          9         12         12         21          8         35         35         29          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   287,445
Positions
   148,035     18,713     21,853     21,733     35,672     10,179     32,205    125,473     29,694          0      1,536      2,610     21,136     41,715
 
Changes from:       November 21, 2017                                Total Change is:   -11,802
   -18,212      4,121       -346        639     -3,615      1,566       -325    -12,947      2,325       -420     -2,131        707      2,265     -1,481
 
Percent of Open Interest Represented by Each Category of Trader
      51.5        6.5        7.6        7.6       12.4        3.5       11.2       43.7       10.3        0.0        0.5        0.9        7.4       14.5
 
Number of Traders in Each Category                                    Total Traders:       120 
        10          9         12         13         22         11         22         36         23          0          6          4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   596,614
Positions
    41,220    214,492     40,450    240,067     98,289     23,857     59,901     67,727     80,001     18,426      9,672      6,660     86,031     55,466
 
Changes from:       November 21, 2017                                Total Change is:    42,376
      -301     19,251      4,675      7,369     -2,924      2,721      9,638     12,481      8,973      1,307       -584      1,240      6,755     -3,455
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       36.0        6.8       40.2       16.5        4.0       10.0       11.4       13.4        3.1        1.6        1.1       14.4        9.3
 
Number of Traders in Each Category                                    Total Traders:       264 
        19         17         20         73         34         41         43         36         35         22         19         17
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    38,688
Positions
     1,928     24,902          0     20,346      1,297      1,960        560      5,228        733        420      1,274          5     12,736      3,289
 
Changes from:       November 21, 2017                                Total Change is:     1,971
      -833        667          0      1,864          0         -1         98      1,144         95        420          0          0        328         66
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       64.4        0.0       52.6        3.4        5.1        1.4       13.5        1.9        1.1        3.3        0.0       32.9        8.5
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          0         16          .          7          .          5          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   156,881
Positions
    25,179     40,432      7,718      6,872     36,665      3,448     70,111     23,803     14,455        570          0        655     27,873     29,706
 
Changes from:       November 21, 2017                                Total Change is:     2,145
     2,558     -2,395        205        147      1,303        108     -2,177        592      1,747          1       -160        -14       -429        759
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       25.8        4.9        4.4       23.4        2.2       44.7       15.2        9.2        0.4        0.0        0.4       17.8       18.9
 
Number of Traders in Each Category                                    Total Traders:        92 
         7          9         10          7         16          6         30         20         19          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    49,012
Positions
       151     38,512        257     24,427          0          0     22,400      9,006        152        127          0          0      1,498      1,085
 
Changes from:       November 21, 2017                                Total Change is:     6,109
         0      1,663          0      6,554          0          0        -70      4,571         56        127          0          0       -558       -181
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       78.6        0.5       49.8        0.0        0.0       45.7       18.4        0.3        0.3        0.0        0.0        3.1        2.2
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          6          .          4          0          0         10          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   172,271
Positions
    18,838     89,210        690     49,007      9,139        197     93,046     58,439      2,125      1,418      9,298        111      6,840      3,062
 
Changes from:       November 21, 2017                                Total Change is:    -8,443
      -858        172        -67     -1,656     -5,464       -111     -5,671        151       -843        116     -1,670         86        560       -698
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       51.8        0.4       28.4        5.3        0.1       54.0       33.9        1.2        0.8        5.4        0.1        4.0        1.8
 
Number of Traders in Each Category                                    Total Traders:       141 
         9          5          4         14         11          .         48         35         11          8         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    26,277
Positions
        70     13,972      1,284      5,446      1,747        138     11,744      2,232      4,955        966      1,076         79      1,595        794
 
Changes from:       November 21, 2017                                Total Change is:     3,505
        70     -2,696      1,251     -5,564      1,421        138      2,801     -1,508      4,855          0       -175        -25        -21        244
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       53.2        4.9       20.7        6.6        0.5       44.7        8.5       18.9        3.7        4.1        0.3        6.1        3.0
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          .          4          .          .         15          5          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    61,260
Positions
    33,761      9,136         23      1,864      4,945          7     20,658     39,705      1,150        375        693          0      3,422      5,601
 
Changes from:       November 21, 2017                                Total Change is:     1,523
        29       -184          8        358      1,072          0        838      1,225        354        -86       -297          0         22       -655
 
Percent of Open Interest Represented by Each Category of Trader
      55.1       14.9        0.0        3.0        8.1        0.0       33.7       64.8        1.9        0.6        1.1        0.0        5.6        9.1
 
Number of Traders in Each Category                                    Total Traders:        88 
        10          .          .          7         12          .         20         31          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    21,890
Positions
     7,703     15,200      3,750      3,691        760          0      5,477        752        141        100        155          0      1,028      1,132
 
Changes from:       November 21, 2017                                Total Change is:      -967
      -233          0          0        806       -567          0     -1,554        -75         15       -100          0          0         99       -340
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       69.4       17.1       16.9        3.5        0.0       25.0        3.4        0.6        0.5        0.7        0.0        4.7        5.2
 
Number of Traders in Each Category                                    Total Traders:        29 
         4          .          .          .          .          0         10          6          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    77,570
Positions
     9,040     50,009      1,864     15,030      2,974        253     31,839      6,135      5,489      1,702      1,140        574     11,779      9,132
 
Changes from:       November 21, 2017                                Total Change is:    -1,455
       955     -3,655        123       -154       -476         -5     -2,721      1,705        632       -175         87        224       -334        -90
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       64.5        2.4       19.4        3.8        0.3       41.0        7.9        7.1        2.2        1.5        0.7       15.2       11.8
 
Number of Traders in Each Category                                    Total Traders:       124 
        10         21          7         19          .          .         39         18         13          7          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is   155,140
Positions
    18,080    100,018      3,728     30,059      5,948        506     63,678     12,269     10,979      3,404      2,280      1,148     23,558     18,264
 
Changes from:       November 21, 2017                                Total Change is:    -2,909
     1,911     -7,309        246       -308       -951        -10     -5,441      3,411      1,264       -349        173        447       -668       -179
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       64.5        2.4       19.4        3.8        0.3       41.0        7.9        7.1        2.2        1.5        0.7       15.2       11.8
 
Number of Traders in Each Category                                    Total Traders:       124 
        10         21          7         19          .          .         39         18         13          7          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is 1,013,247
Positions
    77,658    144,013     68,410    308,269    165,166     85,689     99,717    132,174    188,623     26,268     65,953     46,402    112,212    116,818
 
Changes from:       November 21, 2017                                Total Change is:    59,912
     3,811      2,029      7,555      2,760      1,107      5,120      1,383      4,671     29,782      1,928       -414      3,303      4,270      6,759
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       14.2        6.8       30.4       16.3        8.5        9.8       13.0       18.6        2.6        6.5        4.6       11.1       11.5
 
Number of Traders in Each Category                                    Total Traders:       726 
        38         42         48        140         99        115         96        145        137         78         88        109
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is   178,343
Positions
    37,750     17,994     10,081      9,788     21,804     15,627      6,597     15,959     47,781      8,612        565      7,881     34,225     40,651
 
Changes from:       November 21, 2017                                Total Change is:    29,287
     2,894      2,937      1,824      1,050        694      5,189        763      3,118     10,121      1,511        385      1,036      4,900      3,983
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       10.1        5.7        5.5       12.2        8.8        3.7        8.9       26.8        4.8        0.3        4.4       19.2       22.8
 
Number of Traders in Each Category                                    Total Traders:        66 
         5          9          7          6          7          5         10         16         24          6          7         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    22,239
Positions
    20,512      8,102          0          0     11,082         66          0      2,237         78          0          0          0      1,583        674
 
Changes from:       November 21, 2017                                Total Change is:       -19
       -43         29          0          0      1,368          0          0       -105         49          0          0          0        -25     -1,360
 
Percent of Open Interest Represented by Each Category of Trader
      92.2       36.4        0.0        0.0       49.8        0.3        0.0       10.1        0.4        0.0        0.0        0.0        7.1        3.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         9          5          0          0          4          .          0          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 4,174,520
Positions
   266,926    697,484    224,254  1,503,235    727,641    339,478    551,302    666,777    618,510    111,364    350,025    169,516    389,935    380,835
 
Changes from:       November 21, 2017                                Total Change is:   153,125
      -634     -9,757     33,875      9,405      2,917     -1,196     20,645     25,307     80,762      6,613        532      6,806     -3,150     13,879
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       16.7        5.4       36.0       17.4        8.1       13.2       16.0       14.8        2.7        8.4        4.1        9.3        9.1
 
Number of Traders in Each Category                                    Total Traders:       711 
        35         45         47        139         97        113         97        139        132         73         86        105
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    31,580
Positions
     1,421     30,144          0     11,838        224        536     14,795          0          0          0        330          0      2,990        346
 
Changes from:       November 21, 2017                                Total Change is:     1,108
        61      1,351          0        -18          0          0        773          0          0          0          0          0        292       -243
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       95.5        0.0       37.5        0.7        1.7       46.8        0.0        0.0        0.0        1.0        0.0        9.5        1.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         .         10          0          7          .          .          8          0          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    22,208
Positions
    15,570      5,962          1      2,778     14,343        291      1,649        521          0          0        280          0      1,919        810
 
Changes from:       November 21, 2017                                Total Change is:      -400
      -245       -345          0       -106          0          0         -4          0          0          0          0          0        -45        -55
 
Percent of Open Interest Represented by Each Category of Trader
      70.1       26.8        0.0       12.5       64.6        1.3        7.4        2.3        0.0        0.0        1.3        0.0        8.6        3.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         8          4          .          4          5          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    93,662
Positions
     4,083     44,000        447     42,378     36,602      3,120     29,481      4,927        963          0        260          0     13,190      3,343
 
Changes from:       November 21, 2017                                Total Change is:      -834
         9        154         -6     -1,765       -474         31      1,645       -366       -121          0          0          0       -627        -52
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       47.0        0.5       45.2       39.1        3.3       31.5        5.3        1.0        0.0        0.3        0.0       14.1        3.6
 
Number of Traders in Each Category                                    Total Traders:        98 
         .         10          .         33         19         14         24          8          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    62,847
Positions
    12,991     14,920      3,366     14,283     11,772        780     17,685     14,388      3,157      1,601      4,600      1,435      7,549      8,430
 
Changes from:       November 21, 2017                                Total Change is:       567
     1,039     -1,175       -426         72        501       -485        203      1,630        -69         78        488        139         15        -36
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       23.7        5.4       22.7       18.7        1.2       28.1       22.9        5.0        2.5        7.3        2.3       12.0       13.4
 
Number of Traders in Each Category                                    Total Traders:       296 
        18         24         10         48         28         19         54         63         30         21         39         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   314,236
Positions
    64,956     74,598     16,828     71,416     58,860      3,902     88,425     71,941     15,783      8,004     22,998      7,177     37,744     42,149
 
Changes from:       November 21, 2017                                Total Change is:     2,836
     5,196     -5,874     -2,128        361      2,504     -2,423      1,017      8,150       -344        390      2,439        694         73       -182
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       23.7        5.4       22.7       18.7        1.2       28.1       22.9        5.0        2.5        7.3        2.3       12.0       13.4
 
Number of Traders in Each Category                                    Total Traders:       296 
        18         24         10         48         28         19         54         63         30         21         39         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   573,625
Positions
    34,355    214,452      5,106    257,139    152,887     36,082    185,199    127,607     12,660     19,280      9,364      1,022     22,782     14,445
 
Changes from:       November 21, 2017                                Total Change is:    14,582
      -542     10,535      1,612       -335       -678      1,776      9,907        548        778        267        -27       -427      1,546        465
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       37.4        0.9       44.8       26.7        6.3       32.3       22.2        2.2        3.4        1.6        0.2        4.0        2.5
 
Number of Traders in Each Category                                    Total Traders:       307 
        15         31          9         72         42         34         66         52         27         15         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                                                                             
CFTC Code #23977A                                                    Open Interest is    70,138
Positions
    37,317     34,459      2,967      7,300     11,022        166     11,783     11,990        209      1,940      1,135        249      8,207      7,941
 
Changes from:       November 21, 2017                                Total Change is:       871
     1,616      1,351        -47       -951        322          5      1,361       -643         24          4       -223        -22     -1,119        105
 
Percent of Open Interest Represented by Each Category of Trader
      53.2       49.1        4.2       10.4       15.7        0.2       16.8       17.1        0.3        2.8        1.6        0.4       11.7       11.3
 
Number of Traders in Each Category                                    Total Traders:        82 
        18         13          .          8          5          .         16         14          7          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    42,099
Positions
     2,221     27,856          8     20,358      2,154        466      6,720      2,846        156      3,053      4,742          0      9,117      3,871
 
Changes from:       November 21, 2017                                Total Change is:      -233
       168        -33          8        -44        119        127       -400       -360          3          3       -186          0        -98         89
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       66.2        0.0       48.4        5.1        1.1       16.0        6.8        0.4        7.3       11.3        0.0       21.7        9.2
 
Number of Traders in Each Category                                    Total Traders:        51 
         .          8          .         16          4          6         10          4          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    62,744
Positions
     9,523     21,530      1,333     25,605      2,644        578     11,216     19,131      1,027      2,193      2,032          0     11,269     14,469
 
Changes from:       November 21, 2017                                Total Change is:     1,118
       903       -351        264       -635        120       -343       -403     -1,608         94         60       -220          0      1,178      3,162
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       34.3        2.1       40.8        4.2        0.9       17.9       30.5        1.6        3.5        3.2        0.0       18.0       23.1
 
Number of Traders in Each Category                                    Total Traders:        88 
        14         11          .         17          4          5         16         20         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   288,849
Positions
    17,117    183,795      3,768    178,681     69,564     14,615     54,140      6,853      3,392      7,802      1,272          0      9,334      5,590
 
Changes from:       November 21, 2017                                Total Change is:    -4,138
       -10       -110        -39     -3,010     -1,015       -194        571        515       -601       -320          4          0       -535     -2,698
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       63.6        1.3       61.9       24.1        5.1       18.7        2.4        1.2        2.7        0.4        0.0        3.2        1.9
 
Number of Traders in Each Category                                    Total Traders:       152 
        12          9          6         55         27         20         34          8          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,025,527
Positions
    57,246    695,983     18,872    564,530    167,484     64,689    219,186     30,424     20,757     49,386     16,241        820     30,041     10,257
 
Changes from:       November 21, 2017                                Total Change is:     4,667
    -2,189     -4,995     13,904    -20,756     -3,619       -661      7,733     -5,328      4,768        578         36        -60      1,349        621
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       67.9        1.8       55.0       16.3        6.3       21.4        3.0        2.0        4.8        1.6        0.1        2.9        1.0
 
Number of Traders in Each Category                                    Total Traders:       380 
        25         23         16        134         51         49         81         23         24         36          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is    99,064
Positions
    18,381     35,661     62,768     10,574          0          5      6,524          0        598        170         30          0         44          2
 
Changes from:       November 21, 2017                                Total Change is:         0
      -300       -300        300          0          0          0          0          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       36.0       63.4       10.7        0.0        0.0        6.6        0.0        0.6        0.2        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        28 
         .         12          8          5          0          .          4          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is   899,947
Positions
    11,696     66,212     16,178    277,242    216,001    141,878    115,607     86,584    119,277     13,334     54,048      5,774    198,961    193,994
 
Changes from:       November 21, 2017                                Total Change is:   -64,551
    -3,127      2,774    -28,503    -10,317    -13,994    -10,105      6,254      6,568    -28,817      1,226      2,627     -2,121     10,959      7,020
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        7.4        1.8       30.8       24.0       15.8       12.8        9.6       13.3        1.5        6.0        0.6       22.1       21.6
 
Number of Traders in Each Category                                    Total Traders:       164 
         7         16         16         35         29         34         29         29         41          6         11          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is   954,863
Positions
     4,987    128,142      9,562    458,210     83,989    150,205     62,846    389,240     69,660     36,058      6,645      3,052    160,283    114,368
 
Changes from:       November 21, 2017                                Total Change is:   -13,279
       875      4,914    -48,273     -8,992     21,461     -2,163      1,126    -15,166     12,656     -1,664          0      1,895     31,261     11,397
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       13.4        1.0       48.0        8.8       15.7        6.6       40.8        7.3        3.8        0.7        0.3       16.8       12.0
 
Number of Traders in Each Category                                    Total Traders:       120 
         .         12          6         46         17         37         17         16         26          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 1,868,303
Positions
    74,156    161,230     29,408    459,886    399,475    223,463    583,807    479,457    132,341    201,102    250,440     19,902    144,239    172,587
 
Changes from:       November 21, 2017                                Total Change is:  -338,540
    -7,894       -563    -43,630    -45,249    -33,363    -10,934    -13,447    -18,329   -217,453      1,777     10,577     -9,848      8,138    -14,996
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        8.6        1.6       24.6       21.4       12.0       31.2       25.7        7.1       10.8       13.4        1.1        7.7        9.2
 
Number of Traders in Each Category                                    Total Traders:       291 
        15         23         18         69         39         57         56         50         55         21         18         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,104,560
Positions
   121,772    211,678    201,434  1,244,090    910,189    579,592    568,441    811,479    463,507    345,362    129,433     69,496    510,865    727,752
 
Changes from:       November 21, 2017                                Total Change is:  -155,872
    -7,826     33,665   -109,010      6,985    -40,192     -1,463    -10,018      6,927   -173,697    -16,974     -7,547    -10,452    166,583    145,898
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        5.2        4.9       30.3       22.2       14.1       13.8       19.8       11.3        8.4        3.2        1.7       12.4       17.7
 
Number of Traders in Each Category                                    Total Traders:       405 
        20         36         42         62        103         89         54         79         84         24         26         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   485,745
Positions
    20,779     11,096      5,225    122,872    163,290     40,548    157,615     49,730     26,980     13,109     20,014        476     98,141    168,386
 
Changes from:       November 21, 2017                                Total Change is:    30,295
     3,191     -4,543        730     -3,667     -7,612      5,652     10,956     19,072      6,647       -202      8,386        476      6,512      1,487
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        2.3        1.1       25.3       33.6        8.3       32.4       10.2        5.6        2.7        4.1        0.1       20.2       34.7
 
Number of Traders in Each Category                                    Total Traders:        80 
         4          .          5         18         26         28         14          8         11          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,522,097
Positions
    84,784    277,123    102,242  1,486,603    594,993    489,413    397,070    848,628    394,962    184,035    268,163     33,364    349,626    513,209
 
Changes from:       November 21, 2017                                Total Change is:  -261,515
   -39,991     78,978   -125,971       -295    -66,044     -4,823     -2,051    -10,241   -155,264      9,779    -23,843     -2,304     59,405     47,996
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        7.9        2.9       42.2       16.9       13.9       11.3       24.1       11.2        5.2        7.6        0.9        9.9       14.6
 
Number of Traders in Each Category                                    Total Traders:       314 
        14         27         21         55         57         65         41         69         71         23         28         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,520,306
Positions
   458,280    258,817    517,744     12,290      6,670     73,102     52,003    244,217    271,991     39,315     26,910     60,411     35,170     60,444
 
Changes from:       November 21, 2017                                Total Change is:    66,927
    10,458     14,051     48,648       -101       -774        147      7,292      7,099     -4,466        761     -1,557      2,828      1,360        951
 
Percent of Open Interest Represented by Each Category of Trader
      30.1       17.0       34.1        0.8        0.4        4.8        3.4       16.1       17.9        2.6        1.8        4.0        2.3        4.0
 
Number of Traders in Each Category                                    Total Traders:       157 
        21         44         49          .          5          7         23         38         42          7         11         12
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is25,186,276
Positions
 6,563,439    575,310  4,361,748     44,315  3,029,103  1,733,146    629,259  2,546,858  9,368,270    221,896    580,574  1,666,584    597,619  1,324,684
 
Changes from:       November 21, 2017                                Total Change is:  -237,296
  -109,236     -4,463    108,201    -20,857     72,285    -47,702     20,244    -82,438   -254,908    111,143       -410    -93,140     48,958     65,278
 
Percent of Open Interest Represented by Each Category of Trader
      26.1        2.3       17.3        0.2       12.0        6.9        2.5       10.1       37.2        0.9        2.3        6.6        2.4        5.3
 
Number of Traders in Each Category                                    Total Traders:       337 
        41         33         71         10         41         43         53        107        125         16         29         32
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    27,643
Positions
     5,430      7,307          0        364      8,476        149      9,328      7,228          0     12,345      4,391          5         22         87
 
Changes from:       November 21, 2017                                Total Change is:      -469
         0       -429          0         61        -50          0       -628         60          0         98          0          0          0        -50
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       26.4        0.0        1.3       30.7        0.5       33.7       26.1        0.0       44.7       15.9        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          7          0          .         12          .          7         10          0          5          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                         
CFTC Code #246606                                                    Open Interest is    24,322
Positions
     2,184      5,451          0         69      6,037        401     21,105      8,734         29        139      3,142        357         38        171
 
Changes from:       November 21, 2017                                Total Change is:       258
       117        -31          0          0        -66          0        243        260         29       -117          0          0        -14         66
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       22.4        0.0        0.3       24.8        1.6       86.8       35.9        0.1        0.6       12.9        1.5        0.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          4          0          .          8          .          .          9          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    43,646
Positions
       555      1,589          0     12,504      7,553        815      9,914     23,823      3,037      8,828      4,296        170      7,824      2,362
 
Changes from:       November 21, 2017                                Total Change is:     3,336
      -927     -4,461          0        228      2,148       -395      4,330      4,006      1,237       -483        654        111       -764         37
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        3.6        0.0       28.6       17.3        1.9       22.7       54.6        7.0       20.2        9.8        0.4       17.9        5.4
 
Number of Traders in Each Category                                    Total Traders:       140 
         .          .          0         12          8          .         22         39         15         43          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   632,116
Positions
   114,380     56,799     28,206    108,711     91,757    112,789    102,695    178,341     97,571     19,324      7,847     19,503     28,937     39,303
 
Changes from:       November 21, 2017                                Total Change is:     3,217
     4,000      3,393      1,034      5,257        433     -8,182      7,907      7,076      2,011     -4,064         31       -949     -3,797     -1,630
 
Percent of Open Interest Represented by Each Category of Trader
      18.1        9.0        4.5       17.2       14.5       17.8       16.2       28.2       15.4        3.1        1.2        3.1        4.6        6.2
 
Number of Traders in Each Category                                    Total Traders:       275 
        21         11         20         20         37         26         55         82         61         23         15         21
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    82,276
Positions
       921     21,776          0     38,242        170        166     36,330     59,950         85      6,408        128          0        124          1
 
Changes from:       November 21, 2017                                Total Change is:    -5,320
       150          0          0       -435          0          0     -5,222     -5,318          0        174          0          0         13         -2
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       26.5        0.0       46.5        0.2        0.2       44.2       72.9        0.1        7.8        0.2        0.0        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          0          7          .          .         11          6          .         11          .          0
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Updated December 1, 2017