Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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   183,873
Positions
    22,078     10,775     44,795     32,361     21,598      5,148     18,657     44,778     20,429     10,064      1,868        916     29,424     33,565
 
Changes from:       May 29, 2018                                     Total Change is:    12,242
       572     -4,052     13,267        736         89     -1,309        -25      2,447        117       -639        830         98       -576        754
 
Percent of Open Interest Represented by Each Category of Trader
      12.0        5.9       24.4       17.6       11.7        2.8       10.1       24.4       11.1        5.5        1.0        0.5       16.0       18.3
 
Number of Traders in Each Category                                    Total Traders:        96 
        11          .         12         10         12          5         20         27         23          9          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is   103,214
Positions
    75,363      1,607      4,442      2,118     20,006        301     12,382     43,777      1,445        480      1,674          0      6,683     29,961
 
Changes from:       May 29, 2018                                     Total Change is:    -6,145
     1,459        185        106          0         34        105     -3,408     -7,740         -5          0         49          0     -4,401      1,122
 
Percent of Open Interest Represented by Each Category of Trader
      73.0        1.6        4.3        2.1       19.4        0.3       12.0       42.4        1.4        0.5        1.6        0.0        6.5       29.0
 
Number of Traders in Each Category                                    Total Traders:        60 
         9          .          5          .         12          .          8         24          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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   292,697
Positions
    62,763     42,188     44,325     35,796     68,676      8,078     63,850     35,757     42,658      2,409      8,713      3,892     28,925     38,410
 
Changes from:       May 29, 2018                                     Total Change is:    33,114
     8,117     -3,938     24,717     -3,103      2,549       -647      7,164      6,816      1,331       -100        154        113     -4,477      2,019
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       14.4       15.1       12.2       23.5        2.8       21.8       12.2       14.6        0.8        3.0        1.3        9.9       13.1
 
Number of Traders in Each Category                                    Total Traders:       124 
         8          8          9         11         26         10         29         29         29          5          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   182,172
Positions
    24,258     27,649     19,781     33,438     26,030      9,339     39,276     38,575     23,672      2,116        981      2,034     28,258     34,110
 
Changes from:       May 29, 2018                                     Total Change is:   -27,820
   -16,543     -1,068        861     -1,773     -4,921      2,016     -8,723    -18,279     -1,862          9       -127       -123     -1,683     -4,318
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       15.2       10.9       18.4       14.3        5.1       21.6       21.2       13.0        1.2        0.5        1.1       15.5       18.7
 
Number of Traders in Each Category                                    Total Traders:       124 
         9          7         10         16         21         13         35         28         28          5          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   700,377
Positions
    91,593    219,066     58,189    258,348    108,509     41,760     52,570     93,069     86,866     20,951      9,717     11,651     78,449     71,549
 
Changes from:       May 29, 2018                                     Total Change is:    13,233
    13,757    -17,341     13,213      6,545      5,619      2,016     -7,965     12,685     -1,133      1,025     -1,038     -1,590    -12,635        802
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       31.3        8.3       36.9       15.5        6.0        7.5       13.3       12.4        3.0        1.4        1.7       11.2       10.2
 
Number of Traders in Each Category                                    Total Traders:       297 
        21          8         18         87         36         45         32         62         47         29         20         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    37,028
Positions
         0     24,624          0     17,636      4,972      1,926      3,837          0         49          0        771          5     13,575      4,681
 
Changes from:       May 29, 2018                                     Total Change is:       370
         0         14          0         75         36         30        321          0         49          0          0          0       -105        241
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       66.5        0.0       47.6       13.4        5.2       10.4        0.0        0.1        0.0        2.1        0.0       36.7       12.6
 
Number of Traders in Each Category                                    Total Traders:        28 
         0          .          0         13          7          8          4          0          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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   167,852
Positions
    83,927     16,443      8,191      5,968     41,469      3,006     27,966     44,753     15,248      1,990        458      1,321     20,234     36,963
 
Changes from:       May 29, 2018                                     Total Change is:   -12,969
    -2,290        738        529      1,121     -2,203     -1,102     -9,180     -7,949      1,100         75       -555        -99     -3,122     -3,428
 
Percent of Open Interest Represented by Each Category of Trader
      50.0        9.8        4.9        3.6       24.7        1.8       16.7       26.7        9.1        1.2        0.3        0.8       12.1       22.0
 
Number of Traders in Each Category                                    Total Traders:        95 
         9          6          6          8         13          6         23         28         21          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    27,480
Positions
     2,301     22,286        227     14,077        216          0      7,170      1,254        579        100        245          0      3,026      2,673
 
Changes from:       May 29, 2018                                     Total Change is:       958
       -49          0        226      1,488         24          0     -1,382         94        566       -125          0          0        234         48
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       81.1        0.8       51.2        0.8        0.0       26.1        4.6        2.1        0.4        0.9        0.0       11.0        9.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          4          .          .          .          0          8          4          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   203,383
Positions
    45,157    107,504      1,451     90,543     30,390          0     50,737     38,718      8,276      2,770      9,644         26      4,422      7,373
 
Changes from:       May 29, 2018                                     Total Change is:    20,581
    13,817     18,946       -515      4,516      6,284          0     -1,208     -8,814      3,051        803        317          4        114      1,309
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       52.9        0.7       44.5       14.9        0.0       24.9       19.0        4.1        1.4        4.7        0.0        2.2        3.6
 
Number of Traders in Each Category                                    Total Traders:       145 
         6          8          .          9         16          0         29         48         13          9         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    42,457
Positions
    24,930        423      1,304      5,350     28,700          0      7,755      8,635        368        738      1,057        112      1,900      1,858
 
Changes from:       May 29, 2018                                     Total Change is:   -10,722
     5,111     -2,629     -5,826       -133     -1,150         -8     -9,585       -562       -150       -339         30        109         99       -536
 
Percent of Open Interest Represented by Each Category of Trader
      58.7        1.0        3.1       12.6       67.6        0.0       18.3       20.3        0.9        1.7        2.5        0.3        4.5        4.4
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          .          .          6          0         11         14          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    62,065
Positions
    29,345     19,823         74      4,571      9,713          0     23,151     23,618      2,338          0        205          0      2,586      6,294
 
Changes from:       May 29, 2018                                     Total Change is:      -458
       -36       -136         52       -954         69          0       -121       -338        672          0       -527          0        -71       -250
 
Percent of Open Interest Represented by Each Category of Trader
      47.3       31.9        0.1        7.4       15.6        0.0       37.3       38.1        3.8        0.0        0.3        0.0        4.2       10.1
 
Number of Traders in Each Category                                    Total Traders:        83 
         9          .          .          5         14          0         19         32          9          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    12,143
Positions
         0      7,118         15      3,897      2,082          0      6,403        781        670          0          0          0      1,158      1,477
 
Changes from:       May 29, 2018                                     Total Change is:        62
         0         75         15      1,221         15          0     -1,609       -402        328          0       -167          0        107        198
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       58.6        0.1       32.1       17.1        0.0       52.7        6.4        5.5        0.0        0.0        0.0        9.5       12.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          .          .          .          .          0         10          4          4          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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    50,488
Positions
    17,180     30,658      2,052      8,298      1,167        267     11,336      7,231        791      1,777        894        679      8,109      6,749
 
Changes from:       May 29, 2018                                     Total Change is:    -3,665
      -325       -173        246       -298     -1,034        -71       -926     -1,620     -1,148         69        272        -71     -1,142        -65
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       60.7        4.1       16.4        2.3        0.5       22.5       14.3        1.6        3.5        1.8        1.3       16.1       13.4
 
Number of Traders in Each Category                                    Total Traders:        99 
        14         20          8         12          .          .         28          9         10          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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   100,976
Positions
    34,360     61,316      4,104     16,595      2,334        533     22,672     14,462      1,581      3,554      1,788      1,358     16,219     13,499
 
Changes from:       May 29, 2018                                     Total Change is:    -7,330
      -649       -347        491       -595     -2,067       -142     -1,852     -3,240     -2,296        138        543       -142     -2,284       -130
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       60.7        4.1       16.4        2.3        0.5       22.5       14.3        1.6        3.5        1.8        1.3       16.1       13.4
 
Number of Traders in Each Category                                    Total Traders:        99 
        14         20          8         12          .          .         28          9         10          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   922,300
Positions
    50,934    118,325    115,973    261,625    189,223     73,676     65,414     75,642    136,347     29,383     35,581     31,565    157,384    145,969
 
Changes from:       May 29, 2018                                     Total Change is:     3,870
    -4,393       -367      5,134      7,718        849       -132     -6,258     -8,436      1,990       -600       -840         76        335      5,595
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       12.8       12.6       28.4       20.5        8.0        7.1        8.2       14.8        3.2        3.9        3.4       17.1       15.8
 
Number of Traders in Each Category                                    Total Traders:       610 
        46         28         52        162         93        113         80        106        117         50         43         56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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   139,394
Positions
    65,848      2,925      2,875     10,228     20,693      1,074     15,495      5,636     13,644      4,010         98      3,231     22,988     89,217
 
Changes from:       May 29, 2018                                     Total Change is:       -89
    -1,022        465        -94      1,994        604        -40       -135     -5,421        988        123       -270       -516     -1,386      4,195
 
Percent of Open Interest Represented by Each Category of Trader
      47.2        2.1        2.1        7.3       14.8        0.8       11.1        4.0        9.8        2.9        0.1        2.3       16.5       64.0
 
Number of Traders in Each Category                                    Total Traders:        67 
        15          .          7          5          6          .         13         12         20          8          4          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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    25,476
Positions
    23,339     17,212        915        259      2,810        115          0      1,244         38          0      2,329          0        810        813
 
Changes from:       May 29, 2018                                     Total Change is:       625
       676     -1,517        915         24        925        -24          0       -120          0          0        253          0       -966        193
 
Percent of Open Interest Represented by Each Category of Trader
      91.6       67.6        3.6        1.0       11.0        0.5        0.0        4.9        0.1        0.0        9.1        0.0        3.2        3.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         8          5          .          .          5          .          0          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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    24,813
Positions
     3,388     23,904          0      8,417          0        316      7,966          0          1      2,327          0          0      2,398        592
 
Changes from:       May 29, 2018                                     Total Change is:    -4,000
       396     -2,594          0     -1,265          0          0     -2,563          0          1       -673          0          0        104     -1,407
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       96.3        0.0       33.9        0.0        1.3       32.1        0.0        0.0        9.4        0.0        0.0        9.7        2.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         .         10          0          6          0          .          5          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 3,914,528
Positions
   208,562    860,133    282,354  1,267,709    853,372    352,282    338,298    438,727    524,814    128,152    178,702    140,382    671,976    283,762
 
Changes from:       May 29, 2018                                     Total Change is:    19,794
   -11,349      1,346     20,635     27,433         39        729    -52,065    -36,526     26,462     -3,785     -3,018      3,128      8,606      6,999
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       22.0        7.2       32.4       21.8        9.0        8.6       11.2       13.4        3.3        4.6        3.6       17.2        7.2
 
Number of Traders in Each Category                                    Total Traders:       597 
        41         33         47        162         91        112         75        107        114         47         40         51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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    33,548
Positions
     6,389     29,210        686     20,446          0      1,483        734          0        408      1,538      1,026          0      1,864        735
 
Changes from:       May 29, 2018                                     Total Change is:     1,334
       437        -21        686        576          0          0          0          0        -51          0        808          0       -314        -88
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       87.1        2.0       60.9        0.0        4.4        2.2        0.0        1.2        4.6        3.1        0.0        5.6        2.2
 
Number of Traders in Each Category                                    Total Traders:        30 
         6          9          .         10          0          .          .          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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    10,032
Positions
     1,450      6,490         56      4,674      1,417         36          0      1,294         39      1,035          0          0      2,742        700
 
Changes from:       May 29, 2018                                     Total Change is:      -466
      -153       -261         49     -2,364       -113          0          0          0          0      1,035          0          0        967       -141
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       64.7        0.6       46.6       14.1        0.4        0.0       12.9        0.4       10.3        0.0        0.0       27.3        7.0
 
Number of Traders in Each Category                                    Total Traders:        22 
         .         11          .          5          .          .          0          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    28,917
Positions
    20,632     11,334      1,822      4,370     11,589        410        527          0          0          0      3,037          0      1,156        725
 
Changes from:       May 29, 2018                                     Total Change is:     1,898
    -1,132       -245      1,822      1,054       -158          0         -1          0          0          0        485          0        155         -6
 
Percent of Open Interest Represented by Each Category of Trader
      71.3       39.2        6.3       15.1       40.1        1.4        1.8        0.0        0.0        0.0       10.5        0.0        4.0        2.5
 
Number of Traders in Each Category                                    Total Traders:        24 
        10          4          .          4          .          .          .          0          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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    84,105
Positions
     5,293     34,923      1,104     42,641     35,851      4,558     17,199      2,785        333      1,604        727          0     11,373      3,824
 
Changes from:       May 29, 2018                                     Total Change is:     2,207
    -1,523      1,765        529      2,229       -322        251       -559        385        -97      1,403         -6          0        -26       -298
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       41.5        1.3       50.7       42.6        5.4       20.4        3.3        0.4        1.9        0.9        0.0       13.5        4.5
 
Number of Traders in Each Category                                    Total Traders:        90 
         .         11          .         34         18         14         15          5          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    55,745
Positions
    14,196     12,530      3,660     10,964     11,888        644     11,833     12,711      3,548      2,538      1,809      1,142      7,220      7,813
 
Changes from:       May 29, 2018                                     Total Change is:     2,276
    -2,909      2,165        600        795       -423       -220      2,370     -1,923      1,298       -179        287        125        397        368
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       22.5        6.6       19.7       21.3        1.2       21.2       22.8        6.4        4.6        3.2        2.0       13.0       14.0
 
Number of Traders in Each Category                                    Total Traders:       282 
        21         24         16         54         33         21         42         63         35         20         25         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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   278,723
Positions
    70,982     62,650     18,298     54,820     59,442      3,221     59,163     63,553     17,738     12,691      9,046      5,708     36,102     39,065
 
Changes from:       May 29, 2018                                     Total Change is:    11,382
   -14,547     10,826      2,998      3,975     -2,116     -1,098     11,852     -9,615      6,488       -895      1,433        626      1,983      1,840
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       22.5        6.6       19.7       21.3        1.2       21.2       22.8        6.4        4.6        3.2        2.0       13.0       14.0
 
Number of Traders in Each Category                                    Total Traders:       282 
        21         24         16         54         33         21         42         63         35         20         25         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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   570,551
Positions
    46,159    178,354      7,225    242,961    190,497     38,166    174,630    116,670     15,641     19,565      4,831      1,937     24,266     17,231
 
Changes from:       May 29, 2018                                     Total Change is:    15,830
     3,072      8,511      3,859      5,873        481     -1,146        419      2,472      1,856      3,330       -857        240     -1,673        414
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       31.3        1.3       42.6       33.4        6.7       30.6       20.4        2.7        3.4        0.8        0.3        4.3        3.0
 
Number of Traders in Each Category                                    Total Traders:       314 
        18         25          8         81         50         34         56         58         33         16         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                                                                             
CFTC Code #23977A                                                    Open Interest is    10,450
Positions
     3,193      3,713        306        470        219          0      1,794      1,540          0        905        260         30      3,752      4,382
 
Changes from:       May 29, 2018                                     Total Change is:      -257
        43         85          2        259       -875          0       -462        720          0          0          0          0        -99       -189
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       35.5        2.9        4.5        2.1        0.0       17.2       14.7        0.0        8.7        2.5        0.3       35.9       41.9
 
Number of Traders in Each Category                                    Total Traders:        24 
         8          .          .          .          .          0          4          .          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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    49,016
Positions
     3,033     34,481        505     20,480      3,739        371     12,352      2,955      1,911      2,034         71      1,050      7,280      3,933
 
Changes from:       May 29, 2018                                     Total Change is:     4,922
       301        -20        224        194         -5         -2      1,992      1,005      1,629       -535         71      1,021         98        999
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       70.3        1.0       41.8        7.6        0.8       25.2        6.0        3.9        4.1        0.1        2.1       14.9        8.0
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          4          .         14          .          .         11          5          8          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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    78,322
Positions
    25,377     16,674      1,830     17,516      7,126      1,527      5,977     21,870      3,361         77      2,597        594     22,063     22,743
 
Changes from:       May 29, 2018                                     Total Change is:    16,012
     1,408       -574      1,007       -928        813        -26     -1,686        900      3,011         77       -369        194     12,955     11,056
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       21.3        2.3       22.4        9.1        1.9        7.6       27.9        4.3        0.1        3.3        0.8       28.2       29.0
 
Number of Traders in Each Category                                    Total Traders:        68 
        13          9          8         13          5          7          9         16          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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   309,896
Positions
    34,499    182,946      3,743    202,540     80,870     22,748     32,195     12,215      1,533      2,716      1,328          0      9,922      4,513
 
Changes from:       May 29, 2018                                     Total Change is:    -5,947
      -540     -5,145        -73     -2,317     -6,488      2,503     -5,143      3,940       -169         80         -8          0       -288       -507
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       59.0        1.2       65.4       26.1        7.3       10.4        3.9        0.5        0.9        0.4        0.0        3.2        1.5
 
Number of Traders in Each Category                                    Total Traders:       158 
         9         12          4         59         30         24         25         15          9          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 1,014,354
Positions
    70,276    682,624      4,845    628,914    156,225     92,797    120,648     27,672      9,508     44,448     16,009        419     42,499     24,255
 
Changes from:       May 29, 2018                                     Total Change is:   -14,850
     3,765    -19,548        735    -23,090      8,035     -1,906     -6,617     -8,312      1,000      3,888       -155         99      7,276      5,202
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       67.3        0.5       62.0       15.4        9.1       11.9        2.7        0.9        4.4        1.6        0.0        4.2        2.4
 
Number of Traders in Each Category                                    Total Traders:       403 
        27         24         15        149         63         66         68         26         20         38          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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   110,630
Positions
    25,403     39,383     69,845     10,738          0        270      3,570        731        178        570         30          0         56        193
 
Changes from:       May 29, 2018                                     Total Change is:      -375
      -780       -744        269        -19          0          0        120          0          0         30          0          0          5        100
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       35.6       63.1        9.7        0.0        0.2        3.2        0.7        0.2        0.5        0.0        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        33 
         .         13          8          8          0          .          4          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 1,001,347
Positions
    15,627     79,816     42,169    328,550    237,796    225,173     76,134     69,621    115,869     34,141     28,808     14,997    148,688    187,099
 
Changes from:       May 29, 2018                                     Total Change is:  -107,461
    -1,835      3,189     -9,610    -14,609      5,702     -8,240     -7,950    -20,068    -41,127        580      4,659     -1,720    -22,951    -40,247
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        8.0        4.2       32.8       23.7       22.5        7.6        7.0       11.6        3.4        2.9        1.5       14.8       18.7
 
Number of Traders in Each Category                                    Total Traders:       194 
         7         20         19         52         36         57         30         27         45         11         11          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,028,586
Positions
    12,306    211,431      8,097    533,298     75,292    174,260     76,876    396,185     36,188     58,306     19,342      5,061    124,194    102,730
 
Changes from:       May 29, 2018                                     Total Change is:   -71,223
    -3,438     32,359    -26,860      1,001      6,795    -15,124       -609    -56,803     -1,781     -3,685     15,169      4,286    -25,014    -29,264
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       20.6        0.8       51.8        7.3       16.9        7.5       38.5        3.5        5.7        1.9        0.5       12.1       10.0
 
Number of Traders in Each Category                                    Total Traders:       132 
         .         16          7         52         10         39         15         24         22          5          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 1,880,280
Positions
    37,086    173,439     24,655    744,630    374,573    238,599    368,747    516,671    122,005    208,350    254,713      7,227    128,981    168,398
 
Changes from:       May 29, 2018                                     Total Change is:  -312,586
     7,942    -59,474     -7,807    -23,173    -41,064     -2,997    -51,178    -22,222   -146,271    -44,194     14,346     -5,861    -39,047    -41,235
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        9.2        1.3       39.6       19.9       12.7       19.6       27.5        6.5       11.1       13.5        0.4        6.9        9.0
 
Number of Traders in Each Category                                    Total Traders:       331 
        13         32          7         78         47         64         50         62         49         25         24          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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 4,294,046
Positions
    87,963    393,879    210,767  1,572,756    726,788    600,881    420,507    907,115    542,439    394,096    256,536    108,961    355,676    546,680
 
Changes from:       May 29, 2018                                     Total Change is:  -527,509
   -16,711      9,204    -57,355    -67,666    -52,458    -35,786    -25,845    -64,498   -224,404    -21,671     10,829     -4,175    -73,895   -108,866
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        9.2        4.9       36.6       16.9       14.0        9.8       21.1       12.6        9.2        6.0        2.5        8.3       12.7
 
Number of Traders in Each Category                                    Total Traders:       472 
        20         55         49         84         97        109         59         96         93         25         36         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   525,972
Positions
    26,796     41,781      5,849    186,571    166,272     55,067     96,124     29,480      9,661     41,096     36,628          0    104,808    181,234
 
Changes from:       May 29, 2018                                     Total Change is:   -53,915
    -9,422     -2,773     -6,548     -4,077     -3,110    -22,017      8,364     -3,023     -2,010      2,317      3,593         -2    -20,520    -18,025
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        7.9        1.1       35.5       31.6       10.5       18.3        5.6        1.8        7.8        7.0        0.0       19.9       34.5
 
Number of Traders in Each Category                                    Total Traders:        97 
         4          7          .         22         31         30         14          8          8          4          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,047,855
Positions
    99,632    359,008    108,968  1,941,443    582,977    597,833    323,064  1,217,083    397,169    263,627    324,471     53,644    262,474    406,701
 
Changes from:       May 29, 2018                                     Total Change is:  -241,028
     5,392    -41,031    -41,198    -38,965     -7,972    -10,228    -32,203     -6,811    -47,789    -11,884     16,177     17,108    -81,262   -119,284
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        8.9        2.7       48.0       14.4       14.8        8.0       30.1        9.8        6.5        8.0        1.3        6.5       10.0
 
Number of Traders in Each Category                                    Total Traders:       354 
        17         40         27         83         56         75         46         70         72         20         22         12
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,887,053
Positions
   539,708    369,251    506,365      4,864     18,055     73,291     64,863    234,254    433,287    147,185    110,011     90,795     26,696     51,744
 
Changes from:       May 29, 2018                                     Total Change is:  -271,444
       688   -115,558    -37,053      4,864    -21,893    -21,930    -54,175    -33,742         87   -151,105    -23,058     10,019    -22,839    -28,316
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       19.6       26.8        0.3        1.0        3.9        3.4       12.4       23.0        7.8        5.8        4.8        1.4        2.7
 
Number of Traders in Each Category                                    Total Traders:       151 
        29         27         48          .          8          5         25         34         49          5         12          8
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is29,674,813
Positions
 6,551,953  1,361,255  4,978,888    241,084  2,521,795  2,711,304    641,498  2,311,762 12,066,756    100,956    588,061  1,699,712    682,663  1,435,280
 
Changes from:       May 29, 2018                                     Total Change is: 1,111,301
   228,771    -60,019     15,506     67,231     90,531    155,402    -12,696     66,474    651,923     -4,498    155,918     25,032    -15,370     10,533
 
Percent of Open Interest Represented by Each Category of Trader
      22.1        4.6       16.8        0.8        8.5        9.1        2.2        7.8       40.7        0.3        2.0        5.7        2.3        4.8
 
Number of Traders in Each Category                                    Total Traders:       323 
        33         50         77         10         39         42         49         89        110         17         24         31
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    33,640
Positions
    18,444      5,570          0         54      9,504        136      4,331     10,408          0     10,386      7,690        249         40         83
 
Changes from:       May 29, 2018                                     Total Change is:       430
      -476       -180          0         -6        540          0        542         -4          0        410        106        -15        -25        -17
 
Percent of Open Interest Represented by Each Category of Trader
      54.8       16.6        0.0        0.2       28.3        0.4       12.9       30.9        0.0       30.9       22.9        0.7        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          6          0          .         14          .          5          9          0          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                         
CFTC Code #246606                                                    Open Interest is    19,590
Positions
       857      4,123          0        290      3,279        685     17,747      9,057          0          0      2,365          0         11         81
 
Changes from:       May 29, 2018                                     Total Change is:       363
       -70        345          0          0         39          0        473        134          0          0       -187          0        -40         32
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       21.0        0.0        1.5       16.7        3.5       90.6       46.2        0.0        0.0       12.1        0.0        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          5          0          .          9          .          5          8          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     5,618
Positions
         0          0          0        153         28          0      1,455      3,915        284      1,109        700        134      2,483        557
 
Changes from:       May 29, 2018                                     Total Change is:       138
         0          0          0          3        -12          0       -167        349        160        -56       -310         65        133       -114
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        2.7        0.5        0.0       25.9       69.7        5.1       19.7       12.5        2.4       44.2        9.9
 
Number of Traders in Each Category                                    Total Traders:        55 
         0          0          0          .          .          0          7         16          5         20          8          4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     2,556
Positions
         0          0          0         47         29          0      1,126      1,845         27        540        305          0        816        350
 
Changes from:       May 29, 2018                                     Total Change is:      -158
         0          0          0          9          4          0        -46         33        -28         54       -111         -3       -144        -53
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        1.8        1.1        0.0       44.1       72.2        1.1       21.1       11.9        0.0       31.9       13.7
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          0          0          .          .          0          6         10          .          5          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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    45,345
Positions
       560      5,421        187     13,245        554        466     15,199     33,311      1,674      6,416      1,133        181      7,416      2,418
 
Changes from:       May 29, 2018                                     Total Change is:    -1,051
       -50        548         34        344       -472        -97        440       -374         15     -1,786        139         27         22       -872
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       12.0        0.4       29.2        1.2        1.0       33.5       73.5        3.7       14.1        2.5        0.4       16.4        5.3
 
Number of Traders in Each Category                                    Total Traders:       134 
         .          .          .         15          .          .         33         29         15         38          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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   427,468
Positions
    47,450     29,737     43,821     95,541     67,429     26,039     64,394    118,819     85,856     19,233      6,284     19,995     25,139     29,488
 
Changes from:       May 29, 2018                                     Total Change is:     2,985
     4,272     -6,355      1,013     -1,611     -3,667      4,383     -4,798      4,722      3,750      3,378        753     -1,631     -5,771         17
 
Percent of Open Interest Represented by Each Category of Trader
      11.1        7.0       10.3       22.4       15.8        6.1       15.1       27.8       20.1        4.5        1.5        4.7        5.9        6.9
 
Number of Traders in Each Category                                    Total Traders:       221 
        18          7         17         24         31         18         54         48         59         15         12         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 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    72,627
Positions
       830          0          0     41,038         33        210     23,904     72,056         85      6,282        153          0        278         90
 
Changes from:       May 29, 2018                                     Total Change is:    -5,386
        24          0          0     -2,626         -1          0     -3,378     -5,441          0        541          7          0         53         49
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        0.0        0.0       56.5        0.0        0.3       32.9       99.2        0.1        8.6        0.2        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          0          0         12          .          .          8          6          .         10          .          0
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Updated June 8, 2018