Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   145,225
Positions
    27,025     10,391      6,670     33,964     26,446      4,388      9,992     41,586     20,568      9,968      1,055      1,072     31,578     33,049
 
Changes from:       April 24, 2018                                   Total Change is:     1,327
     4,664     -9,323          2      1,162      6,657        948     -5,284       -337     -1,355      1,457         41        673       -940      4,021
 
Percent of Open Interest Represented by Each Category of Trader
      18.6        7.2        4.6       23.4       18.2        3.0        6.9       28.6       14.2        6.9        0.7        0.7       21.7       22.8
 
Number of Traders in Each Category                                    Total Traders:        89 
        10          4          8         13         12          7         11         26         18          9          .          5
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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    85,976
Positions
    48,340      1,322        266      1,136     16,689        196     28,170     38,015        907        480      1,674          0      6,481     26,907
 
Changes from:       April 24, 2018                                   Total Change is:    13,664
    14,471         89        -16          0      6,063       -166       -772      4,123        372          0          0          0       -225      3,199
 
Percent of Open Interest Represented by Each Category of Trader
      56.2        1.5        0.3        1.3       19.4        0.2       32.8       44.2        1.1        0.6        1.9        0.0        7.5       31.3
 
Number of Traders in Each Category                                    Total Traders:        56 
         9          .          .          .         11          .         10         20          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   248,759
Positions
    26,781     62,463     11,201     53,807     54,937      8,815     63,695     28,365     41,923      2,388      8,082      3,564     36,586     29,408
 
Changes from:       April 24, 2018                                   Total Change is:    23,742
    20,709      4,931     -4,239     23,167      1,043      2,697    -31,690      2,593     11,278      1,038       -432      2,263     -1,482      3,608
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       25.1        4.5       21.6       22.1        3.5       25.6       11.4       16.9        1.0        3.2        1.4       14.7       11.8
 
Number of Traders in Each Category                                    Total Traders:       130 
         .         12          9         18         21          9         38         29         31          4          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   206,594
Positions
    25,399     48,130     18,296     42,293     21,408     12,108     48,980     42,295     25,143        602      1,567      2,356     31,417     35,291
 
Changes from:       April 24, 2018                                   Total Change is:    11,922
     6,797     -3,148      2,849      1,693      2,056        234     -4,564        787      2,966     -1,035         -1      1,103      1,879      5,075
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       23.3        8.9       20.5       10.4        5.9       23.7       20.5       12.2        0.3        0.8        1.1       15.2       17.1
 
Number of Traders in Each Category                                    Total Traders:       115 
         6          9         10         22         18         13         24         28         22          5          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   608,298
Positions
    41,335    267,147     28,086    269,464     79,463     38,063     59,243     59,345     63,307     19,272      6,371      8,201     81,328     58,317
 
Changes from:       April 24, 2018                                   Total Change is:    45,743
     3,316      3,246      3,850      7,152      1,487      4,957      6,064      9,450     16,409      1,586      1,319      4,080     -1,670        945
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       43.9        4.6       44.3       13.1        6.3        9.7        9.8       10.4        3.2        1.0        1.3       13.4        9.6
 
Number of Traders in Each Category                                    Total Traders:       275 
        18         10         18         87         32         48         32         54         37         24         15         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    36,748
Positions
       460     25,531          0     19,371      3,633      1,853      1,035        967          0          0        771          5     14,024      3,988
 
Changes from:       April 24, 2018                                   Total Change is:       425
       460         -6          0       -201        740        222        524        297       -252          0          0          0       -328       -576
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       69.5        0.0       52.7        9.9        5.0        2.8        2.6        0.0        0.0        2.1        0.0       38.2       10.9
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          0         15          6          9          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   175,406
Positions
    51,302     19,954      8,440      5,026     43,253      5,865     59,646     39,769     17,170      1,967        540      1,852     24,138     38,563
 
Changes from:       April 24, 2018                                   Total Change is:    25,975
    10,562     -1,402     -1,114     -2,175     13,103      1,313     11,759      5,950      2,525      1,391        540      1,086        628      3,974
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       11.4        4.8        2.9       24.7        3.3       34.0       22.7        9.8        1.1        0.3        1.1       13.8       22.0
 
Number of Traders in Each Category                                    Total Traders:        94 
         7          8          8          7         17          7         23         25         20          6          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    28,269
Positions
     3,653     22,857          6      5,150        234          3     17,535      3,078          0        225        395          0      1,697      1,696
 
Changes from:       April 24, 2018                                   Total Change is:      -789
       -95     -2,920          0     -2,967        234          3      2,113      1,731          0          0          0          0        157        163
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       80.9        0.0       18.2        0.8        0.0       62.0       10.9        0.0        0.8        1.4        0.0        6.0        6.0
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          4          .          .          .          .          9          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   217,814
Positions
     7,418     95,244      6,339    119,005     11,744          0     73,296     90,159      1,548      2,748      9,732          0      7,460      3,048
 
Changes from:       April 24, 2018                                   Total Change is:   -15,250
      -466     -1,464        447      8,518        236          0    -23,736    -15,226        679        -14        576          0       -678       -497
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       43.7        2.9       54.6        5.4        0.0       33.7       41.4        0.7        1.3        4.5        0.0        3.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       149 
         .         12          4         28          6          0         51         26          9          9         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    45,508
Positions
    13,242          0      9,390      5,783     23,767          0     14,154      8,572        574        448        810          3      1,914      2,392
 
Changes from:       April 24, 2018                                   Total Change is:     9,345
         0       -300      8,188         89        276          0        315        166        419        -64        115          0        398        481
 
Percent of Open Interest Represented by Each Category of Trader
      29.1        0.0       20.6       12.7       52.2        0.0       31.1       18.8        1.3        1.0        1.8        0.0        4.2        5.3
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          0          4          .          4          0         11         12          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    47,605
Positions
     6,962     23,729          0      7,761      5,105          0     27,136     12,016      1,266          0        422          0      4,480      5,067
 
Changes from:       April 24, 2018                                   Total Change is:    -7,780
     2,789     -7,985          0     -3,222       -362          0     -6,813       -371         58       -100        -82          0       -492        962
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       49.8        0.0       16.3       10.7        0.0       57.0       25.2        2.7        0.0        0.9        0.0        9.4       10.6
 
Number of Traders in Each Category                                    Total Traders:        85 
         7          4          0          8          6          0         29         28          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    11,002
Positions
         0      7,675          0      3,071        370          0      5,826      1,316        546        143          0          0      1,416      1,095
 
Changes from:       April 24, 2018                                   Total Change is:       239
         0       -168          0     -1,720          0          0      2,004        175        -39          0          0          0         -6        271
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       69.8        0.0       27.9        3.4        0.0       53.0       12.0        5.0        1.3        0.0        0.0       12.9       10.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0          .          .          0          7          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    53,286
Positions
    19,486     27,385      1,382      8,236      3,066        314     12,008     10,174      1,082      2,012      3,118        481      8,286      6,285
 
Changes from:       April 24, 2018                                   Total Change is:    -1,599
    -1,282       -458       -407        -90        416         -3        843       -405       -559         64         34       -155        -10        -62
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       51.4        2.6       15.5        5.8        0.6       22.5       19.1        2.0        3.8        5.9        0.9       15.6       11.8
 
Number of Traders in Each Category                                    Total Traders:       104 
        16         16          5         11          4          .         28         15         12          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   106,571
Positions
    38,971     54,769      2,764     16,471      6,131        628     24,015     20,349      2,163      4,024      6,236        962     16,573     12,569
 
Changes from:       April 24, 2018                                   Total Change is:    -3,197
    -2,563       -915       -815       -179        831         -5      1,685       -810     -1,118        127         68       -310        -20       -123
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       51.4        2.6       15.5        5.8        0.6       22.5       19.1        2.0        3.8        5.9        0.9       15.6       11.8
 
Number of Traders in Each Category                                    Total Traders:       104 
        16         16          5         11          4          .         28         15         12          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   849,124
Positions
    43,106    173,684     69,454    250,166    154,028     72,314     79,922     63,907    130,167     30,631     29,807     44,095    129,269    111,668
 
Changes from:       April 24, 2018                                   Total Change is:    -7,075
      -512     -5,437        987    -10,020     11,240      2,999       -359    -16,997     -9,524     -1,032     -1,722     11,792     -1,405       -412
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       20.5        8.2       29.5       18.1        8.5        9.4        7.5       15.3        3.6        3.5        5.2       15.2       13.2
 
Number of Traders in Each Category                                    Total Traders:       610 
        36         36         44        158        102        115         84        104        107         52         37         50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   103,889
Positions
    39,935      4,250      3,196      7,086     12,297        723     11,098      8,061     12,093      3,643        337      3,874     22,241     59,058
 
Changes from:       April 24, 2018                                   Total Change is:    -1,252
     3,308       -200        702         84       -442       -265       -537      2,732     -2,514        -70       -855       -584     -1,376        174
 
Percent of Open Interest Represented by Each Category of Trader
      38.4        4.1        3.1        6.8       11.8        0.7       10.7        7.8       11.6        3.5        0.3        3.7       21.4       56.8
 
Number of Traders in Each Category                                    Total Traders:        62 
        15          4          9          5          5          .         11         11         19          6          4          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    26,810
Positions
    25,466     11,630          0        128     10,311        214          0      1,822         37          0      2,076          0        965        720
 
Changes from:       April 24, 2018                                   Total Change is:       168
       148      2,361          0        128     -2,515        -98          0          0          0          0        425          0        -10         -5
 
Percent of Open Interest Represented by Each Category of Trader
      95.0       43.4        0.0        0.5       38.5        0.8        0.0        6.8        0.1        0.0        7.7        0.0        3.6        2.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         8          4          0          .          7          .          0          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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    20,157
Positions
     2,206     18,827          0      9,842          0        312      2,364        538          0      3,011          0          0      2,422        480
 
Changes from:       April 24, 2018                                   Total Change is:     2,933
      -428      3,456          0      1,880          0        -55       -505          0         -2      1,727          0          0        316       -466
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       93.4        0.0       48.8        0.0        1.5       11.7        2.7        0.0       14.9        0.0        0.0       12.0        2.4
 
Number of Traders in Each Category                                    Total Traders:        29 
         .         10          0         10          0          .          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 3,726,174
Positions
   164,507    995,817    182,642  1,231,459    724,717    341,894    425,229    360,340    509,260    137,399    149,811    198,644    535,141    263,050
 
Changes from:       April 24, 2018                                   Total Change is:   -29,115
    -4,051    -11,140    -13,626    -48,779     60,156     14,574     17,041    -82,497    -51,200     -8,975     -8,500     66,047       -145     -2,929
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       26.7        4.9       33.0       19.4        9.2       11.4        9.7       13.7        3.7        4.0        5.3       14.4        7.1
 
Number of Traders in Each Category                                    Total Traders:       598 
        32         38         41        158        100        114         83        102        105         49         36         47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    31,424
Positions
     5,325     29,424          0     19,407          0      1,282      1,448          0          0      1,628        218          0      2,334        500
 
Changes from:       April 24, 2018                                   Total Change is:    -1,039
       741       -998         -9     -1,176          0          0       -571          0          0          0        218          0        -24       -250
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       93.6        0.0       61.8        0.0        4.1        4.6        0.0        0.0        5.2        0.7        0.0        7.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        28 
         4          9          0         10          0          .          .          0          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is    11,549
Positions
     3,433      6,676          0      4,901      1,517      1,252        352      1,292         41          0          0          0      1,570        771
 
Changes from:       April 24, 2018                                   Total Change is:      -654
       109     -1,031          0       -803        -22          0          0          0          0          0          0          0         40        399
 
Percent of Open Interest Represented by Each Category of Trader
      29.7       57.8        0.0       42.4       13.1       10.8        3.0       11.2        0.4        0.0        0.0        0.0       13.6        6.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          9          0          4          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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    29,009
Positions
    23,691     11,748          0      3,366     13,598        321        439          0          0        200      2,551          0        992        791
 
Changes from:       April 24, 2018                                   Total Change is:       138
       295        722          0      2,112     -1,825          0     -2,596          0          0        200      1,200          0        127         41
 
Percent of Open Interest Represented by Each Category of Trader
      81.7       40.5        0.0       11.6       46.9        1.1        1.5        0.0        0.0        0.7        8.8        0.0        3.4        2.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         9          4          0          .          .          .          .          0          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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    75,898
Positions
     7,269     27,412        662     37,204     35,105      5,754     13,562      1,238        936          0        733          0     10,511      4,058
 
Changes from:       April 24, 2018                                   Total Change is:    -1,054
       503       -124         57     -2,364        494       -176        380       -866         35          0        513          0        511       -987
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       36.1        0.9       49.0       46.3        7.6       17.9        1.6        1.2        0.0        1.0        0.0       13.8        5.3
 
Number of Traders in Each Category                                    Total Traders:        77 
         4          8          .         31         16         12         13          .          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    51,202
Positions
    16,874      6,850      3,314      8,997     11,830      1,022      9,329     13,927      2,198      1,884      3,870      1,051      6,534      7,141
 
Changes from:       April 24, 2018                                   Total Change is:    -1,083
      -628      1,224       -368        428        -94        260       -479     -4,120         46        394      1,549          3       -738        417
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       13.4        6.5       17.6       23.1        2.0       18.2       27.2        4.3        3.7        7.6        2.1       12.8       13.9
 
Number of Traders in Each Category                                    Total Traders:       271 
        22         21         13         48         40         22         33         70         19         14         23          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   256,011
Positions
    84,371     34,252     16,568     44,984     59,150      5,108     46,645     69,633     10,990      9,420     19,348      5,255     32,669     35,706
 
Changes from:       April 24, 2018                                   Total Change is:    -5,417
    -3,140      6,119     -1,840      2,139       -468      1,299     -2,396    -20,598        231      1,968      7,744         13     -3,691      2,083
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       13.4        6.5       17.6       23.1        2.0       18.2       27.2        4.3        3.7        7.6        2.1       12.8       13.9
 
Number of Traders in Each Category                                    Total Traders:       271 
        22         21         13         48         40         22         33         70         19         14         23          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   512,707
Positions
    48,040    137,768      2,466    232,734    195,107     38,995    137,336    103,117     15,802     16,860      2,333      1,400     19,073     15,717
 
Changes from:       April 24, 2018                                   Total Change is:     4,126
     1,866        932        411     -5,021        605     -2,063     10,134      4,044        377     -1,967        924       -258        648       -846
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       26.9        0.5       45.4       38.1        7.6       26.8       20.1        3.1        3.3        0.5        0.3        3.7        3.1
 
Number of Traders in Each Category                                    Total Traders:       294 
        18         24          4         82         45         35         45         62         31         11          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                                                                             
CFTC Code #23977A                                                    Open Interest is     9,978
Positions
     3,027      2,847      1,068        240        529          0        807      1,558          0        745        260         30      4,061      3,686
 
Changes from:       April 24, 2018                                   Total Change is:      -149
      -476       -505        429        -30        -84          0       -123        389          0          0          0          0         51       -378
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       28.5       10.7        2.4        5.3        0.0        8.1       15.6        0.0        7.5        2.6        0.3       40.7       36.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         6          4          .          .          .          0          .          4          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    44,213
Positions
     1,668     34,512        272     20,622      3,654        491     12,364      1,146        921      1,811        212          0      6,064      3,005
 
Changes from:       April 24, 2018                                   Total Change is:       352
      -289        -25        272     -1,274        -10          3        790       -446        258        676        212          0        -84         88
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       78.1        0.6       46.6        8.3        1.1       28.0        2.6        2.1        4.1        0.5        0.0       13.7        6.8
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          4          .         16          .          .         11          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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    66,328
Positions
    26,850     13,678        863     18,383     10,506      1,341      9,018     18,266        635        233      2,641          0      9,005     18,398
 
Changes from:       April 24, 2018                                   Total Change is:     1,999
    -1,468        730        -23      1,149     -6,551          4      2,613      4,434        -26        233      1,021          0       -483      2,410
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       20.6        1.3       27.7       15.8        2.0       13.6       27.5        1.0        0.4        4.0        0.0       13.6       27.7
 
Number of Traders in Each Category                                    Total Traders:        71 
        10          6          .         15          4          5         14         18          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   295,495
Positions
    26,156    191,175      3,619    194,489     68,314     18,647     39,265      5,689      1,315      1,829      1,295          0     10,175      5,441
 
Changes from:       April 24, 2018                                   Total Change is:     5,241
       207     13,437         39     -2,166      1,019        963      6,229    -10,226       -374          0        -47          0        343        430
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       64.7        1.2       65.8       23.1        6.3       13.3        1.9        0.4        0.6        0.4        0.0        3.4        1.8
 
Number of Traders in Each Category                                    Total Traders:       156 
         8         12          4         62         28         23         33          8          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,077,695
Positions
    38,698    790,208      3,978    737,830    126,233     77,807    124,650     36,804      8,311     47,333     19,016        922     38,166     14,416
 
Changes from:       April 24, 2018                                   Total Change is:   -25,264
       603    -11,588       -120     13,421      2,617      2,430    -30,456    -12,012     -5,600     -7,420     -1,113        670      1,208       -548
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       73.3        0.4       68.5       11.7        7.2       11.6        3.4        0.8        4.4        1.8        0.1        3.5        1.3
 
Number of Traders in Each Category                                    Total Traders:       394 
        20         24          8        159         47         64         66         32         17         37          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   107,728
Positions
    27,844     39,426     67,020     10,687          0        250      1,180        731        178        520         30          0         49         93
 
Changes from:       April 24, 2018                                   Total Change is:       484
      -139        190        694         70          0          0        232          0       -270        -54          0          0        -49       -130
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       36.6       62.2        9.9        0.0        0.2        1.1        0.7        0.2        0.5        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         4         12          8          7          0          .          4          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 1,013,579
Positions
    19,913     37,104     42,084    348,148    243,606    208,250     96,132    135,794    102,585     34,898     10,548     13,719    147,848    219,889
 
Changes from:       April 24, 2018                                   Total Change is:    40,289
        10    -16,512      5,286     14,883      5,715     25,636      4,181      9,335     -2,528     -4,350     -1,424      4,130     -6,958     10,652
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        3.7        4.2       34.3       24.0       20.5        9.5       13.4       10.1        3.4        1.0        1.4       14.6       21.7
 
Number of Traders in Each Category                                    Total Traders:       186 
        11         14         19         48         33         48         26         36         42          9          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   985,375
Positions
    15,128    172,728        382    547,130    100,987    144,933     68,959    425,089     26,293     56,683      1,888      1,751    124,116    111,324
 
Changes from:       April 24, 2018                                   Total Change is:     8,447
     2,707    -11,516        -87     -6,121        -59     11,582      6,535     16,984     -7,362        929       -796       -510        774        210
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       17.5        0.0       55.5       10.2       14.7        7.0       43.1        2.7        5.8        0.2        0.2       12.6       11.3
 
Number of Traders in Each Category                                    Total Traders:       129 
         .         17          4         48         14         36         15         25         23          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 2,080,632
Positions
    35,713    156,723     30,418    749,018    516,194    249,126    451,324    491,696    182,307    219,004    245,758     27,027    136,693    181,382
 
Changes from:       April 24, 2018                                   Total Change is:     8,150
     2,522      3,986      3,918     21,266     20,452      3,111     -7,158     11,647    -15,472     -8,385    -17,125      2,019      6,330     -4,386
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        7.5        1.5       36.0       24.8       12.0       21.7       23.6        8.8       10.5       11.8        1.3        6.6        8.7
 
Number of Traders in Each Category                                    Total Traders:       340 
        11         36         11         77         49         62         52         67         53         21         27         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 4,389,790
Positions
   124,179    210,883    240,151  1,703,978    895,664    538,061    437,755  1,034,073    472,198    386,850    286,452     94,974    391,644    617,333
 
Changes from:       April 24, 2018                                   Total Change is:   -24,028
   -11,436     10,561     40,093    -65,079    -75,378     27,914      6,901    -16,911    -20,256     -1,825        847      8,026     -8,365      1,074
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        4.8        5.5       38.8       20.4       12.3       10.0       23.6       10.8        8.8        6.5        2.2        8.9       14.1
 
Number of Traders in Each Category                                    Total Traders:       445 
        30         40         46         78         95         99         51        100         86         21         30         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   531,857
Positions
    26,829     25,533      8,089    148,307    166,545     53,861    141,063     55,307      8,433     40,082     40,175          0    105,193    173,914
 
Changes from:       April 24, 2018                                   Total Change is:    -7,325
    -5,113      1,280     -1,105     18,030        613      2,679     -7,321     -4,924     -8,036     -3,313      4,573       -168     -2,978     -2,237
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        4.8        1.5       27.9       31.3       10.1       26.5       10.4        1.6        7.5        7.6        0.0       19.8       32.7
 
Number of Traders in Each Category                                    Total Traders:        99 
         5          7          4         22         29         29         15         10          7          4          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018                                                                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,988,348
Positions
    86,146    314,835    110,434  2,042,226    819,771    540,037    311,047  1,091,501    355,969    242,945    266,544     24,992    274,551    464,264
 
Changes from:       April 24, 2018                                   Total Change is:   143,622
   -29,479     18,787     30,381    167,014     11,409    -14,132    -68,099    115,606     -2,296     54,609    -17,301      1,417      4,208       -249
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        7.9        2.8       51.2       20.6       13.5        7.8       27.4        8.9        6.1        6.7        0.6        6.9       11.6
 
Number of Traders in Each Category                                    Total Traders:       361 
        14         33         25         83         62         82         34         88         65         24         23         13
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018                                                                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,172,971
Positions
   594,171    444,021    550,961          0     27,369    143,075     86,767    212,546    462,484    170,336    138,804    134,222     30,955     59,490
 
Changes from:       April 24, 2018                                   Total Change is:  -261,913
   -29,584   -108,264    -39,353     -4,500    -18,343        129   -188,717    -56,477     -3,723     47,250     -1,602    -37,132     -6,283      2,853
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       20.4       25.4        0.0        1.3        6.6        4.0        9.8       21.3        7.8        6.4        6.2        1.4        2.7
 
Number of Traders in Each Category                                    Total Traders:       153 
        25         31         45          0          7          7         23         38         45          8         14         11
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 is31,992,483
Positions
 7,674,059  1,267,838  4,795,009    192,753  2,991,462  2,998,296    534,176  2,753,166 13,028,793    145,707    742,025  1,930,043    693,648  1,485,851
 
Changes from:       April 24, 2018                                   Total Change is:   114,407
    69,528    177,195   -114,384     -1,406   -165,690     65,248     78,700    166,797    -79,187    -35,353    -22,972    133,056     -1,795    -45,657
 
Percent of Open Interest Represented by Each Category of Trader
      24.0        4.0       15.0        0.6        9.4        9.4        1.7        8.6       40.7        0.5        2.3        6.0        2.2        4.6
 
Number of Traders in Each Category                                    Total Traders:       341 
        42         40         78         11         39         45         43        109        119         22         23         31
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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    29,201
Positions
    18,737      4,459          0         59      8,845        135      1,377     11,371          0      8,585      4,033        264         44         94
 
Changes from:       April 24, 2018                                   Total Change is:    -1,419
    -1,363        156          0          1        -52         19         -3     -1,548          0        -70          0          0         -3          6
 
Percent of Open Interest Represented by Each Category of Trader
      64.2       15.3        0.0        0.2       30.3        0.5        4.7       38.9        0.0       29.4       13.8        0.9        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          6          0          .         14          .          .         12          0          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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    18,505
Positions
     1,057      2,817          0        263      3,380        685     16,444      9,072          0         40      2,443          0         16        108
 
Changes from:       April 24, 2018                                   Total Change is:       139
      -319        398          0         41        -20          0        454       -118          0          0       -170          0        -37         49
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       15.2        0.0        1.4       18.3        3.7       88.9       49.0        0.0        0.2       13.2        0.0        0.1        0.6
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          4          0          .          9          .          6          8          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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     5,816
Positions
         0          0          0        144          0          0      1,920      3,965        130      1,223        919         70      2,329        732
 
Changes from:       April 24, 2018                                   Total Change is:        63
         0          0          0         62          0          0         82       -134         85        -50         -4          3       -119        113
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        2.5        0.0        0.0       33.0       68.2        2.2       21.0       15.8        1.2       40.0       12.6
 
Number of Traders in Each Category                                    Total Traders:        57 
         0          0          0          .          0          0         11         15          .         21          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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     1,991
Positions
         0          0          0          0          0          0      1,198      1,348         27        177        283          0        589        333
 
Changes from:       April 24, 2018                                   Total Change is:      -389
         0          0          0       -105          0          0          4       -334        -19        -21        -53         -8       -240         25
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        0.0        0.0       60.2       67.7        1.4        8.9       14.2        0.0       29.6       16.7
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          0          0          0          0          0          7          9          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    35,682
Positions
       107      3,987          0      9,059      1,464        568     10,444     25,281      1,254      7,433      1,077         56      6,761      1,995
 
Changes from:       April 24, 2018                                   Total Change is:     3,404
       107         10        -75      1,620     -1,621        -53      1,220      4,852         98        550        226         27        -90        -61
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       11.2        0.0       25.4        4.1        1.6       29.3       70.9        3.5       20.8        3.0        0.2       18.9        5.6
 
Number of Traders in Each Category                                    Total Traders:       149 
         .          .          0         12          6          .         40         33         14         43         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   372,034
Positions
    38,403     72,180     35,595     80,255     31,391     18,570     70,859     89,954     71,668     14,639      6,948     16,595     25,450     29,133
 
Changes from:       April 24, 2018                                   Total Change is:    14,997
     5,104     -6,999      1,114      7,018      6,911       -779     -7,520      2,833      8,216       -216         47      1,702        358      1,952
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       19.4        9.6       21.6        8.4        5.0       19.0       24.2       19.3        3.9        1.9        4.5        6.8        7.8
 
Number of Traders in Each Category                                    Total Traders:       207 
        16          8         18         23         31         20         59         42         56          9          9         17
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    68,308
Positions
       816          0          0     46,667      1,669        156     14,052     66,279         85      6,290        119          0        242          0
 
Changes from:       April 24, 2018                                   Total Change is:    16,120
        16          0          0     12,974       -140        -10      3,117     16,267          0         42          3          0        -19          0
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        0.0        0.0       68.3        2.4        0.2       20.6       97.0        0.1        9.2        0.2        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          0          0         11          .          .         10          7          .         10          .          0
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Updated May 4, 2018