Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   140,651
Positions
    22,180      8,680      7,546     29,744     27,047      5,864     30,944     43,077      5,229      9,087      8,166         31     30,026     35,011
 
Changes from:       November 13, 2018                                Total Change is:    18,652
    10,261     -1,995      5,088     -3,190      1,380      1,812      1,894      5,472      2,541        506      2,736         13       -273      1,605
 
Percent of Open Interest Represented by Each Category of Trader
      15.8        6.2        5.4       21.1       19.2        4.2       22.0       30.6        3.7        6.5        5.8        0.0       21.3       24.9
 
Number of Traders in Each Category                                    Total Traders:       108 
         6          6          .         11         18          6         18         36         12          8          5          .
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Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    81,100
Positions
    47,532      2,607          0      1,394     15,797        397     20,810     29,580      2,127        541      4,396          0      8,299     26,196
 
Changes from:       November 13, 2018                                Total Change is:     3,471
       800        -94          0       -675        236         20      1,210      3,602      1,214        541        126          0        361     -1,633
 
Percent of Open Interest Represented by Each Category of Trader
      58.6        3.2        0.0        1.7       19.5        0.5       25.7       36.5        2.6        0.7        5.4        0.0       10.2       32.3
 
Number of Traders in Each Category                                    Total Traders:        51 
         6          4          0          .         13          .          9         14          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   227,556
Positions
    98,856     33,338      2,962     44,656     90,641      3,561     42,791     39,504     10,803      1,637     10,435        152     22,138     36,160
 
Changes from:       November 13, 2018                                Total Change is:    -1,496
    -3,499        969       -593          0     -1,872        652      3,803     -5,030         13        139      2,369         17     -2,028      1,979
 
Percent of Open Interest Represented by Each Category of Trader
      43.4       14.7        1.3       19.6       39.8        1.6       18.8       17.4        4.7        0.7        4.6        0.1        9.7       15.9
 
Number of Traders in Each Category                                    Total Traders:       127 
        10          5          7         11         28         10         25         37         17          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   223,144
Positions
   116,640      4,843      2,815     33,693     57,601      6,686     32,015     95,076      5,971      2,196      5,599        590     22,538     43,963
 
Changes from:       November 13, 2018                                Total Change is:    -8,586
    -6,769        358        -91     -2,319     -1,949      1,368     -5,018     -8,806      2,673      1,021        -55        331        218     -2,415
 
Percent of Open Interest Represented by Each Category of Trader
      52.3        2.2        1.3       15.1       25.8        3.0       14.3       42.6        2.7        1.0        2.5        0.3       10.1       19.7
 
Number of Traders in Each Category                                    Total Traders:       126 
        11          .          4         18         24          8         25         35         20          .          6          .
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Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   535,707
Positions
    37,248     91,480     24,298    291,421    160,146     24,353     36,514    136,774     16,702     18,325     18,746        208     86,638     63,000
 
Changes from:       November 13, 2018                                Total Change is:    15,467
    -1,629     -7,641     13,467     -5,223        798      1,178     -5,343      5,998      5,811         47       -296        -11      7,170     -3,837
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       17.1        4.5       54.4       29.9        4.5        6.8       25.5        3.1        3.4        3.5        0.0       16.2       11.8
 
Number of Traders in Each Category                                    Total Traders:       286 
        17         11         10         92         38         45         31         57         24         23         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    36,830
Positions
         0     22,304          0     14,172      6,520      2,160      6,582          0          1        402        774          5     13,508      5,066
 
Changes from:       November 13, 2018                                Total Change is:      -794
         0        262          0       -376       -151       -138       -460          0        -64        402         -4          0       -158       -699
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       60.6        0.0       38.5       17.7        5.9       17.9        0.0        0.0        1.1        2.1        0.0       36.7       13.8
 
Number of Traders in Each Category                                    Total Traders:        28 
         0          .          0         13          7          7          4          0          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    28,641
Positions
         0      6,706        719     10,740     12,464      2,441      8,201          0          6          0        505          0      6,534      5,800
 
Changes from:       November 13, 2018                                Total Change is:       436
         0        320          7        303        -20        -14        -61          0          6          0          0          0        195        137
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       23.4        2.5       37.5       43.5        8.5       28.6        0.0        0.0        0.0        1.8        0.0       22.8       20.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          .          .          7          8          8          4          0          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   141,872
Positions
    79,890     12,750      2,683     12,176     38,460      1,648     18,142     41,199      4,717        139      7,282         41     22,436     33,092
 
Changes from:       November 13, 2018                                Total Change is:    -4,423
    -6,783      3,612       -298      2,252     -4,961        177     -1,205        -81        273        139      1,369        -67      1,089     -4,447
 
Percent of Open Interest Represented by Each Category of Trader
      56.3        9.0        1.9        8.6       27.1        1.2       12.8       29.0        3.3        0.1        5.1        0.0       15.8       23.3
 
Number of Traders in Each Category                                    Total Traders:        91 
         7          6          .          8         18          4         16         30         15          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    32,082
Positions
         0     21,304        512     28,506        690          0        890      7,750          3        339        498          0      1,832      1,325
 
Changes from:       November 13, 2018                                Total Change is:     2,604
         0       -184        506      2,097       -233          0       -354      3,083         -3          0        -55          0        358       -510
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       66.4        1.6       88.9        2.2        0.0        2.8       24.2        0.0        1.1        1.6        0.0        5.7        4.1
 
Number of Traders in Each Category                                    Total Traders:        29 
         0          5          .          6          .          0          4          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   186,030
Positions
    39,265    112,700      1,379     58,830     11,776        717     71,157     17,753      6,144      3,231     30,278          8      5,299      5,275
 
Changes from:       November 13, 2018                                Total Change is:      -216
    -2,302     -3,444          0     -2,013      4,331         62      2,105       -773      2,033        219     -2,996          8       -328        563
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       60.6        0.7       31.6        6.3        0.4       38.3        9.5        3.3        1.7       16.3        0.0        2.8        2.8
 
Number of Traders in Each Category                                    Total Traders:       131 
         6          5          .         14         14          .         29         35          9         12         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    10,789
Positions
         0      2,258          0      2,432      1,802          0      5,422      4,328         94        877        835          0      1,964      1,472
 
Changes from:       November 13, 2018                                Total Change is:      -128
         0          0          0          0        195          0       -271        -10        -66        198       -105          0         11       -142
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       20.9        0.0       22.5       16.7        0.0       50.3       40.1        0.9        8.1        7.7        0.0       18.2       13.6
 
Number of Traders in Each Category                                    Total Traders:        34 
         0          .          0          .          4          0         10          9          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    53,661
Positions
    30,544      6,117          0      6,932      4,931          0      9,653     30,398      2,201        976      3,464        481      2,874      6,069
 
Changes from:       November 13, 2018                                Total Change is:     3,646
    -1,481        888          0      3,693     -1,555          0      1,087      4,422       -111        352       -174        -25        131        201
 
Percent of Open Interest Represented by Each Category of Trader
      56.9       11.4        0.0       12.9        9.2        0.0       18.0       56.6        4.1        1.8        6.5        0.9        5.4       11.3
 
Number of Traders in Each Category                                    Total Traders:        84 
         5          5          0          5         11          0         25         26         11          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    38,900
Positions
     9,981     22,824      1,016      8,894        213        598      6,797      4,965      2,204      1,650      1,091         38      7,724      5,953
 
Changes from:       November 13, 2018                                Total Change is:    -3,583
      -207     -3,704        186     -2,355        -48        259     -2,985        -89      1,023        276       -343          6        215       -873
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       58.7        2.6       22.9        0.5        1.5       17.5       12.8        5.7        4.2        2.8        0.1       19.9       15.3
 
Number of Traders in Each Category                                    Total Traders:        95 
        13         15          5         17          .          4         26         11          5          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    77,799
Positions
    19,961     45,647      2,032     17,787        425      1,196     13,593      9,929      4,407      3,300      2,181         76     15,447     11,906
 
Changes from:       November 13, 2018                                Total Change is:    -7,165
      -413     -7,408        372     -4,710        -95        518     -5,969       -177      2,046        551       -686         11        429     -1,746
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       58.7        2.6       22.9        0.5        1.5       17.5       12.8        5.7        4.2        2.8        0.1       19.9       15.3
 
Number of Traders in Each Category                                    Total Traders:        95 
        13         15          5         17          .          4         26         11          5          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    28,640
Positions
     3,264     22,572          0     23,309      1,378        496        405      3,363          0          0        454          0      1,166        377
 
Changes from:       November 13, 2018                                Total Change is:       281
      -600        453          0        571        -41         89          0       -161          0          0          0          0        221        -59
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       78.8        0.0       81.4        4.8        1.7        1.4       11.7        0.0        0.0        1.6        0.0        4.1        1.3
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          6          0         12          .          4          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   668,984
Positions
    56,264    145,201     88,909    245,924    172,785     72,155     61,711     69,015     26,273     40,206     33,280      2,695     74,847     58,672
 
Changes from:       November 13, 2018                                Total Change is:    20,304
     2,589     18,826      5,308     -5,820      1,671      5,489      4,067    -10,863        533      3,819      1,186        866      3,453     -2,711
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       21.7       13.3       36.8       25.8       10.8        9.2       10.3        3.9        6.0        5.0        0.4       11.2        8.8
 
Number of Traders in Each Category                                    Total Traders:       617 
        39         42         33        176         98        129         93        101         77         45         23         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    59,056
Positions
    26,003     20,516        689      4,116     19,387          0     13,113      5,242          0          0        816          0     15,135     12,406
 
Changes from:       November 13, 2018                                Total Change is:     3,787
     1,952      4,493       -834       -879       -115        -16      2,920       -594       -200        -60        816          0        904        237
 
Percent of Open Interest Represented by Each Category of Trader
      44.0       34.7        1.2        7.0       32.8        0.0       22.2        8.9        0.0        0.0        1.4        0.0       25.6       21.0
 
Number of Traders in Each Category                                    Total Traders:        41 
         9          6          .          .          .          0         10          8          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    15,561
Positions
     5,426     13,875          0      7,071        642        102        384        252          0        404          0          0      2,174        690
 
Changes from:       November 13, 2018                                Total Change is:     1,710
       469      1,683          0      1,438          0       -173          0        252          0          0          0          0        -24        -52
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       89.2        0.0       45.4        4.1        0.7        2.5        1.6        0.0        2.6        0.0        0.0       14.0        4.4
 
Number of Traders in Each Category                                    Total Traders:        23 
         5          9          0          5          .          .          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 3,049,639
Positions
   312,210    784,329    280,194  1,227,153    785,100    342,663    302,245    378,121     72,109    204,809    166,098      9,695    298,561    231,330
 
Changes from:       November 13, 2018                                Total Change is:    82,587
    23,128     91,607     10,771    -23,932      9,703     26,750     16,785    -40,294     -7,385     23,177      5,628        548     12,745    -14,741
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       25.7        9.2       40.2       25.7       11.2        9.9       12.4        2.4        6.7        5.4        0.3        9.8        7.6
 
Number of Traders in Each Category                                    Total Traders:       614 
        38         43         28        175         99        129         93         99         70         45         22         11
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Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    18,219
Positions
     5,246     16,333          1      8,653      1,137          0      1,470          0          0      1,228          0          0      1,621        748
 
Changes from:       November 13, 2018                                Total Change is:       364
        49        384          0        350          0          0         30          0          0          0          0          0        -65        -20
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       89.6        0.0       47.5        6.2        0.0        8.1        0.0        0.0        6.7        0.0        0.0        8.9        4.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         4         11          .          8          .          0          .          0          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    16,135
Positions
     3,651     12,448          0      8,217        330        765        544          0          0        590        890          0      2,368      1,702
 
Changes from:       November 13, 2018                                Total Change is:       221
      -243        649          0       -360       -738        279          0          0          0          0          0          0        545         31
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       77.1        0.0       50.9        2.0        4.7        3.4        0.0        0.0        3.7        5.5        0.0       14.7       10.5
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          7          0          7          .          .          .          0          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                              
CFTC Code #13874N                                                    Open Interest is   237,007
Positions
   172,901    173,251     63,356          0          0          0          0          0          0          0          0          0        750        400
 
Changes from:       November 13, 2018                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      73.0       73.1       26.7        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         8         12         12          0          0          0          0          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    64,183
Positions
     9,022     14,690      1,944     37,422     36,939      3,267      3,654      1,313        916          0        210          0      7,958      4,904
 
Changes from:       November 13, 2018                                Total Change is:       393
       328     -1,326        395       -344      1,416        375        187       -386        230          0          0          0       -778       -311
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       22.9        3.0       58.3       57.6        5.1        5.7        2.0        1.4        0.0        0.3        0.0       12.4        7.6
 
Number of Traders in Each Category                                    Total Traders:        78 
         8          7          .         31         19         16         10          .          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    51,279
Positions
    17,038     10,140      1,263     11,612     17,004      2,326      7,793      7,817      2,222      1,800      2,658        106      7,120      7,744
 
Changes from:       November 13, 2018                                Total Change is:     1,547
    -2,044      2,362        373        641        557        -34        178     -3,180      1,135        474        485        -19        843       -133
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       19.8        2.5       22.6       33.2        4.5       15.2       15.2        4.3        3.5        5.2        0.2       13.9       15.1
 
Number of Traders in Each Category                                    Total Traders:       284 
        24         22          9         55         45         31         48         53         21         13         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   256,397
Positions
    85,192     50,702      6,313     58,061     85,018     11,630     38,966     39,084     11,110      8,999     13,290        528     35,598     38,722
 
Changes from:       November 13, 2018                                Total Change is:     7,734
   -10,218     11,812      1,864      3,207      2,786       -171        888    -15,898      5,674      2,370      2,426        -95      4,215       -664
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       19.8        2.5       22.6       33.2        4.5       15.2       15.2        4.3        3.5        5.2        0.2       13.9       15.1
 
Number of Traders in Each Category                                    Total Traders:       284 
        24         22          9         55         45         31         48         53         21         13         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   470,247
Positions
    76,986     63,651      8,094    213,608    178,485     37,287     90,893    135,395      9,021     13,258     17,302        735     20,365     20,277
 
Changes from:       November 13, 2018                                Total Change is:     6,907
     3,039     -7,848      2,343     -4,645      6,955      2,095      4,705        791        592     -2,215      1,006        112        881        861
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       13.5        1.7       45.4       38.0        7.9       19.3       28.8        1.9        2.8        3.7        0.2        4.3        4.3
 
Number of Traders in Each Category                                    Total Traders:       273 
        26         18          9         73         60         46         35         42         14         10          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    31,459
Positions
     5,583     13,975         68     13,505      1,622        674      4,162     10,579         77      1,900        478          0      5,490      3,986
 
Changes from:       November 13, 2018                                Total Change is:       907
         0        -10          0     -1,272        -30          3      2,385        558         -4          0        262          0       -205        128
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       44.4        0.2       42.9        5.2        2.1       13.2       33.6        0.2        6.0        1.5        0.0       17.5       12.7
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          5          .         18          4          4          4          4          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    59,843
Positions
     9,357     14,831      1,813     18,758      7,221      2,728     18,421     16,733        334        804      1,651         25      7,603     14,507
 
Changes from:       November 13, 2018                                Total Change is:        -2
     1,157        191       -629       -678        932        161       -961      3,589        -17        282       -128         25        658     -4,126
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       24.8        3.0       31.3       12.1        4.6       30.8       28.0        0.6        1.3        2.8        0.0       12.7       24.2
 
Number of Traders in Each Category                                    Total Traders:        71 
        15          9          4         15          5          8          8         14          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   276,359
Positions
    23,254    152,715        628    209,387     83,862     14,157     17,445     13,896        350      2,698      3,673          0      8,440      7,078
 
Changes from:       November 13, 2018                                Total Change is:      -841
      -578      5,162     -2,473     -1,121        523        674      2,453     -4,800        228       -132       -171          0        108         16
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       55.3        0.2       75.8       30.3        5.1        6.3        5.0        0.1        1.0        1.3        0.0        3.1        2.6
 
Number of Traders in Each Category                                    Total Traders:       163 
        11         15          4         58         37         27         17         16          6          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,223,184
Positions
   133,686    712,860      9,192    804,779    308,215    112,131     74,944     45,910      4,358     18,602     12,605        787     64,705     17,126
 
Changes from:       November 13, 2018                                Total Change is:    14,908
    -3,112     14,595        584     18,739      2,251     -4,501      4,823      3,581        625     -1,511        308       -105       -634     -2,430
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       58.3        0.8       65.8       25.2        9.2        6.1        3.8        0.4        1.5        1.0        0.1        5.3        1.4
 
Number of Traders in Each Category                                    Total Traders:       415 
        24         23          9        162         73         77         52         39         11         33          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   113,377
Positions
    34,797     56,470     56,255     13,389          0        330      7,938        138         41        590         30          0         37        113
 
Changes from:       November 13, 2018                                Total Change is:       115
      -425        520       -275          0          0          0        815          0          0          0          0          0          0       -130
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       49.8       49.6       11.8        0.0        0.3        7.0        0.1        0.0        0.5        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        32 
         .         15          7          7          0          .          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is   938,083
Positions
     8,515     96,205      7,401    493,090    275,625    190,197     52,660     82,963     15,444     26,331     68,229      6,058    138,387    195,961
 
Changes from:       November 13, 2018                                Total Change is:    20,131
    -2,656       -802      3,759      7,855     -7,605      6,979     -2,078     11,779      4,488       -232     -3,017      1,201        815      3,349
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       10.3        0.8       52.6       29.4       20.3        5.6        8.8        1.6        2.8        7.3        0.6       14.8       20.9
 
Number of Traders in Each Category                                    Total Traders:       186 
         7         17          8         61         30         50         21         32         23          8          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,144,263
Positions
    16,652    225,087        325    670,660     68,531    176,039     38,728    507,681     40,369     52,793     11,558        169    148,528    114,504
 
Changes from:       November 13, 2018                                Total Change is:    -2,337
      -553      3,701         25    -10,587     -2,865      5,781      1,899     -9,072      5,652      2,122     -3,630        -55     -6,621     -1,874
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       19.7        0.0       58.6        6.0       15.4        3.4       44.4        3.5        4.6        1.0        0.0       13.0       10.0
 
Number of Traders in Each Category                                    Total Traders:       132 
         4         15          .         57         13         42          8         27         21          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 2,902,182
Positions
   117,441    206,956     61,984  1,122,768    393,595    376,381    411,514  1,255,003    181,507    460,650    217,012     30,326    139,611    179,418
 
Changes from:       November 13, 2018                                Total Change is:   297,651
    19,831     51,850     29,728     71,099    -24,554    -23,482     66,514    202,481     40,238     90,689     12,059      7,515     -4,481      1,816
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        7.1        2.1       38.7       13.6       13.0       14.2       43.2        6.3       15.9        7.5        1.0        4.8        6.2
 
Number of Traders in Each Category                                    Total Traders:       362 
        18         29         12        100         39         72         48         74         41         29         24         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,371,145
Positions
   101,182    396,414     59,575  1,988,577    825,414    699,570    473,268  1,386,736    157,121    454,814    315,927     40,491    396,547    489,897
 
Changes from:       November 13, 2018                                Total Change is:   120,608
    19,925    -12,198     28,673     16,704    -48,635     42,078     -5,888     92,173     40,710    -32,306    -17,284     -2,337     13,049     -2,572
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        9.1        1.4       45.5       18.9       16.0       10.8       31.7        3.6       10.4        7.2        0.9        9.1       11.2
 
Number of Traders in Each Category                                    Total Traders:       442 
        24         44         20        110         79        103         49         88         65         23         24         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   724,405
Positions
    31,245     91,064      4,462    228,772    231,931     95,712    167,634     54,864     28,197     58,107     39,586      1,150    109,126    177,439
 
Changes from:       November 13, 2018                                Total Change is:    42,390
     4,514     30,619        990      5,899    -13,676     -7,234     13,177      5,593     20,181      1,939     -3,175        150      2,774      8,942
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       12.6        0.6       31.6       32.0       13.2       23.1        7.6        3.9        8.0        5.5        0.2       15.1       24.5
 
Number of Traders in Each Category                                    Total Traders:       115 
         5          9          4         30         35         37         13         11          9          5          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 5,046,082
Positions
    89,237    642,529     61,988  2,677,072    524,634    880,590    494,567  1,775,007    233,393    247,731    510,163     33,616    327,888    384,162
 
Changes from:       November 13, 2018                                Total Change is:   201,420
    21,969     12,465      4,950     45,495     -4,713     82,967     78,763    121,413    -49,544      1,605     42,684     -5,813     21,028     -2,989
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       12.7        1.2       53.1       10.4       17.5        9.8       35.2        4.6        4.9       10.1        0.7        6.5        7.6
 
Number of Traders in Each Category                                    Total Traders:       367 
        14         40         19         99         60         88         35         78         44         15         26         11
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Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,913,282
Positions
   510,828    257,642    490,629      5,058     28,419     72,587    106,751    281,797    471,106     29,479     68,064    184,848     41,996     58,190
 
Changes from:       November 13, 2018                                Total Change is:   128,617
    24,886    -50,211     53,297        361        605       -247    -38,488     21,583     79,865      4,315     18,865     -3,394      8,022      8,254
 
Percent of Open Interest Represented by Each Category of Trader
      26.7       13.5       25.6        0.3        1.5        3.8        5.6       14.7       24.6        1.5        3.6        9.7        2.2        3.0
 
Number of Traders in Each Category                                    Total Traders:       155 
        27         35         52          .          4          5         26         34         48          4         14          8
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Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is14,089,218
Positions
 5,093,547  1,350,220  2,272,176    460,038  1,661,302  1,201,112    983,787  2,694,831  2,479,362    376,063    417,134    620,134    602,999  1,392,947
 
Changes from:       November 13, 2018                                Total Change is:    15,497
  -354,123    139,763    122,027    -26,871   -331,369     46,598     83,974   -127,459    140,612     28,513     55,563    -28,251      3,018     -1,987
 
Percent of Open Interest Represented by Each Category of Trader
      36.2        9.6       16.1        3.3       11.8        8.5        7.0       19.1       17.6        2.7        3.0        4.4        4.3        9.9
 
Number of Traders in Each Category                                    Total Traders:       310 
        33         50         74          8         34         37         33         88        107         14         25         29
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Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    26,781
Positions
     1,515      7,863      2,603          0          0          0      7,774      1,390     14,841          0          0          0         48         84
 
Changes from:       November 13, 2018                                Total Change is:     2,812
        50         30         73          0          0          0        345        322      2,372          0          0          0        -28         15
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       29.4        9.7        0.0        0.0        0.0       29.0        5.2       55.4        0.0        0.0        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          5          5          0          0          0          6         10         14          0          0          0
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Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    26,121
Positions
     5,211      3,820      5,292        100          0          0      6,879      7,946      7,930        200          0          0        509      1,133
 
Changes from:       November 13, 2018                                Total Change is:       807
      -109        263       -121          0          0          0      1,160        839       -144          0          0          0         21        -30
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       14.6       20.3        0.4        0.0        0.0       26.3       30.4       30.4        0.8        0.0        0.0        1.9        4.3
 
Number of Traders in Each Category                                    Total Traders:        37 
         5          6          7          .          0          0         11         12         17          .          0          0
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Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    29,688
Positions
     1,112      5,167          0      1,089     10,173          0     18,145     10,252        214      9,105      1,136          0         23      2,746
 
Changes from:       November 13, 2018                                Total Change is:    -2,082
      -417       -392          0          0       -342          0     -1,455     -1,033          2       -195          0          0        -17       -317
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       17.4        0.0        3.7       34.3        0.0       61.1       34.5        0.7       30.7        3.8        0.0        0.1        9.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          4          0          .         12          0          .          9          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                         
CFTC Code #246606                                                    Open Interest is    16,497
Positions
     3,997      5,400          0        901      2,516         12     11,550      7,185          0          0        207          0         37      1,177
 
Changes from:       November 13, 2018                                Total Change is:      -502
     1,575       -230          0          0        -18          3     -2,071         65          0          0          0          0         -9       -322
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       32.7        0.0        5.5       15.3        0.1       70.0       43.6        0.0        0.0        1.3        0.0        0.2        7.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          4          0          .          8          .          .          9          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-Year Eris Standard- Initial - ERIS FUTURES EXCHANGE   100,000 USD notional principal                                                                     
CFTC Code #ZB9105                                                    Open Interest is    76,975
Positions
       200      3,371     36,459        590         25          0      7,380     10,437     26,407      5,693         30        246          0          0
 
Changes from:       November 13, 2018                                Total Change is:       412
         0         60          0          0         25          0        404        327          0         28          0          0        -20          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.3        4.4       47.4        0.8        0.0        0.0        9.6       13.6       34.3        7.4        0.0        0.3        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          .          .          0          7          .          .          6          .          .
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Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     3,476
Positions
        55          0          0          0        150          0        483        712        225      1,060      1,935          0      1,653        454
 
Changes from:       November 13, 2018                                Total Change is:      -194
         0          0          0          0        150          0        -81       -407       -142        -30        160         -4         63         49
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        0.0        0.0        0.0        4.3        0.0       13.9       20.5        6.5       30.5       55.7        0.0       47.6       13.1
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          0          0          0          .          0          9         10          5         17          5          0
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Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     3,729
Positions
         0          0          0          0        166          0      2,152      1,912        586        315        672         13        663        380
 
Changes from:       November 13, 2018                                Total Change is:       199
       -31          0          0          0        -84          0       -310       -441        585        -84         53         13         26         73
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        4.5        0.0       57.7       51.3       15.7        8.4       18.0        0.3       17.8       10.2
 
Number of Traders in Each Category                                    Total Traders:        43 
         0          0          0          0          .          0         17         13          8          5          4          .
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Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    57,264
Positions
       376     42,983          0     20,691        622        444     23,673      6,001      3,535      2,632      1,625        272      5,641      1,782
 
Changes from:       November 13, 2018                                Total Change is:    -1,065
        10          0          0       -825        317         77       -874     -1,915      1,449       -954       -451         41         11       -583
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       75.1        0.0       36.1        1.1        0.8       41.3       10.5        6.2        4.6        2.8        0.5        9.9        3.1
 
Number of Traders in Each Category                                    Total Traders:       107 
         .          .          0         15          4          .         42         12         13         22          7          .
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Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   479,672
Positions
    42,492     60,667     32,464    102,549     24,650     16,990     73,401    128,367    150,442     10,436      7,643     24,980     25,918     33,469
 
Changes from:       November 13, 2018                                Total Change is:     6,332
    -5,772      5,545      4,988     -7,503     -2,165       -610     11,042     -8,816      7,468     -1,116       -881      1,673     -3,838       -870
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       12.6        6.8       21.4        5.1        3.5       15.3       26.8       31.4        2.2        1.6        5.2        5.4        7.0
 
Number of Traders in Each Category                                    Total Traders:       227 
        12         18         23         25         26         18         49         55         65         12         19         26
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Traders in Financial Futures - Futures Only Positions as of November 20, 2018                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    28,421
Positions
     2,202        908      1,153     15,075      1,865      2,434      5,292     21,630        242      1,821        161          0        202         28
 
Changes from:       November 13, 2018                                Total Change is:    -8,723
      -677        908          0        403        -96       -168     -8,259     -9,369          0        -25          0          0          3          2
 
Percent of Open Interest Represented by Each Category of Trader
       7.7        3.2        4.1       53.0        6.6        8.6       18.6       76.1        0.9        6.4        0.6        0.0        0.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          .          .         11          .          .          6         11          .          9          .          0
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Updated November 23, 2018