Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   161,065
Positions
    24,308     59,656      1,095     34,731     13,004        462     37,963     53,426      6,566     15,961      2,112        510     39,469     24,234
 
Changes from:       July 3, 2017                                     Total Change is:    15,986
      -400     38,902        397     -3,540     -4,117        -27     14,649    -15,722       -123        108        -90        -39      4,961     -3,195
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       37.0        0.7       21.6        8.1        0.3       23.6       33.2        4.1        9.9        1.3        0.3       24.5       15.0
 
Number of Traders in Each Category                                    Total Traders:        91 
         6          7          4         11          5          .         24         24         16          7          5          5
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Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    37,943
Positions
     3,329      9,532         20      2,607      2,935          0     15,284      7,435      1,160          0      1,560          0     15,543     15,301
 
Changes from:       July 3, 2017                                     Total Change is:      -548
     1,392       -197          1         63         -5          0       -344     -1,063        421          0          0          0     -2,081        295
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       25.1        0.1        6.9        7.7        0.0       40.3       19.6        3.1        0.0        4.1        0.0       41.0       40.3
 
Number of Traders in Each Category                                    Total Traders:        33 
         4          5          .          .          .          0         10          7          6          0          .          0
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Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   193,648
Positions
    70,312     26,839        500     17,896     69,719      3,188     36,287     45,030      7,633     26,765     10,816      1,942     29,125     27,981
 
Changes from:       July 3, 2017                                     Total Change is:    -7,731
     2,063      2,895        -27     -3,987        890       -951     -2,809    -11,362         34       -725        247        -19     -1,310        562
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       13.9        0.3        9.2       36.0        1.6       18.7       23.3        3.9       13.8        5.6        1.0       15.0       14.4
 
Number of Traders in Each Category                                    Total Traders:       113 
         7          9          .         13         20          9         23         30         20          5          6          .
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Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   239,786
Positions
   108,078     14,142        398     22,373     58,748      5,427     41,321    109,607      6,489     36,805      5,053        546     18,349     39,376
 
Changes from:       July 3, 2017                                     Total Change is:    32,189
    29,768      1,886         -1        573     -6,172        832     -1,315     31,391      1,947       -961      3,080        402        944     -1,176
 
Percent of Open Interest Represented by Each Category of Trader
      45.1        5.9        0.2        9.3       24.5        2.3       17.2       45.7        2.7       15.3        2.1        0.2        7.7       16.4
 
Number of Traders in Each Category                                    Total Traders:       127 
        10          6          .         15         19          9         24         42         17          6          5          .
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Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   436,899
Positions
    39,612    139,185      1,919    182,032     77,190     15,127     72,673     72,383     12,997     31,535     61,311      1,173     79,831     55,614
 
Changes from:       July 3, 2017                                     Total Change is:    14,403
     1,142     11,995        501      3,849      6,697      2,769      4,356     -2,547       -243     -1,177     -6,335         11      3,195      1,555
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       31.9        0.4       41.7       17.7        3.5       16.6       16.6        3.0        7.2       14.0        0.3       18.3       12.7
 
Number of Traders in Each Category                                    Total Traders:       248 
        14         17         10         52         33         38         41         39         28         35         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is    98,130
Positions
     3,086     38,027        246      8,059     10,490      2,660     53,331     15,041      2,671        772      6,850         86     27,219     22,059
 
Changes from:       July 3, 2017                                     Total Change is:    -2,605
       568      6,953       -878     -2,029        576        413        472     -7,908       -269         19     -1,927       -143       -758        578
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       38.8        0.3        8.2       10.7        2.7       54.3       15.3        2.7        0.8        7.0        0.1       27.7       22.5
 
Number of Traders in Each Category                                    Total Traders:        93 
         6          8          .          9         12          6         33         17         10          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    35,944
Positions
     6,170     22,811          1      7,876          0          0     20,419      9,040         90          0      2,953          0      1,388      1,049
 
Changes from:       July 3, 2017                                     Total Change is:     1,410
       553       -388          0        476          0          0        446      1,979          0       -111       -231          0         46         50
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       63.5        0.0       21.9        0.0        0.0       56.8       25.2        0.3        0.0        8.2        0.0        3.9        2.9
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          5          .          .          0          0         13          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   213,241
Positions
    18,204    153,198        289     52,665      3,366        437    127,823     40,968      2,185      2,637      9,207          0      9,001      3,591
 
Changes from:       July 3, 2017                                     Total Change is:     2,511
       -18      7,101          3       -851          6          1      6,536     -6,865      1,133       -472      1,237       -300     -3,521        195
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       71.8        0.1       24.7        1.6        0.2       59.9       19.2        1.0        1.2        4.3        0.0        4.2        1.7
 
Number of Traders in Each Category                                    Total Traders:       153 
         4          9          .         21          5          .         62         24          8         15         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    14,666
Positions
       504      8,780        144      5,073        591          0      7,271      3,429        126        130        940          0      1,418        656
 
Changes from:       July 3, 2017                                     Total Change is:    -5,585
       191     -1,911       -522       -108          0          0     -4,354     -1,250       -991          0       -296          0        199       -615
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       59.9        1.0       34.6        4.0        0.0       49.6       23.4        0.9        0.9        6.4        0.0        9.7        4.5
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .          .          .          0         12          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    58,499
Positions
     1,282     27,393          0      3,223     10,027          0     46,215     14,451        464      1,129      1,428          0      6,186      4,736
 
Changes from:       July 3, 2017                                     Total Change is:       939
         8      2,066          0        694       -142          0        111     -1,134        322        307       -386          0       -503        213
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       46.8        0.0        5.5       17.1        0.0       79.0       24.7        0.8        1.9        2.4        0.0       10.6        8.1
 
Number of Traders in Each Category                                    Total Traders:        91 
         .         10          0         10          .          0         32         20          .          6          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    20,164
Positions
     4,231     11,894      4,029      1,514        764          0      9,332      2,148         97          0        200          0        961      1,032
 
Changes from:       July 3, 2017                                     Total Change is:    -6,591
     2,493     -5,508       -386        815         20          0     -8,475       -648        -81       -821          0          0       -136         12
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       59.0       20.0        7.5        3.8        0.0       46.3       10.7        0.5        0.0        1.0        0.0        4.8        5.1
 
Number of Traders in Each Category                                    Total Traders:        28 
         4          .          .          5          .          0         10          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    64,752
Positions
     7,441     40,263      1,221     12,359        521        933     30,347      8,092      2,655      1,330      1,948         17      8,452      9,104
 
Changes from:       July 3, 2017                                     Total Change is:    -2,660
      -115     -2,934         27        498        -52          6     -2,665        234         17        -61        572          0       -368       -530
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       62.2        1.9       19.1        0.8        1.4       46.9       12.5        4.1        2.1        3.0        0.0       13.1       14.1
 
Number of Traders in Each Category                                    Total Traders:       108 
        11         23          .         16          .          .         31         16          6          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   129,503
Positions
    14,882     80,525      2,441     24,717      1,041      1,865     60,693     16,184      5,309      2,659      3,896         34     16,903     18,208
 
Changes from:       July 3, 2017                                     Total Change is:    -5,320
      -229     -5,868         54        996       -104         12     -5,329        468         33       -122      1,144          0       -735     -1,059
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       62.2        1.9       19.1        0.8        1.4       46.9       12.5        4.1        2.1        3.0        0.0       13.1       14.1
 
Number of Traders in Each Category                                    Total Traders:       108 
        11         23          .         16          .          .         31         16          6          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   614,457
Positions
    34,019    135,570      8,247    299,765    160,902     69,547     75,405     98,146     24,212     24,903     41,822      2,615     75,745     73,397
 
Changes from:       July 3, 2017                                     Total Change is:     1,347
    -5,847      6,529        897      4,027     -7,525      2,428      1,576       -286       -645     -2,397        134       -926      2,233        740
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       22.1        1.3       48.8       26.2       11.3       12.3       16.0        3.9        4.1        6.8        0.4       12.3       11.9
 
Number of Traders in Each Category                                    Total Traders:       589 
        33         40         22        117         87         88         86        115         76         52         59         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is    45,526
Positions
     2,435     20,143        400     11,765     10,695        298      3,683      1,758          0      2,511        127          0     24,434     12,105
 
Changes from:       July 3, 2017                                     Total Change is:     2,855
      -121      1,780          0         66      1,647         -5         56       -190          0         50       -380          0      2,809          3
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       44.2        0.9       25.8       23.5        0.7        8.1        3.9        0.0        5.5        0.3        0.0       53.7       26.6
 
Number of Traders in Each Category                                    Total Traders:        48 
         4          9          .          7          4          .          8         13          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,844,657
Positions
   165,837    585,049     31,320  1,443,361    754,396    342,883    363,768    487,101    115,901    112,579    209,094     12,454    256,554    306,459
 
Changes from:       July 3, 2017                                     Total Change is:    -7,540
   -24,653     27,722        510     20,114    -45,550     11,857      6,489     -1,592     -2,113    -12,882      1,923     -3,984     -2,878      3,687
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       20.6        1.1       50.7       26.5       12.1       12.8       17.1        4.1        4.0        7.4        0.4        9.0       10.8
 
Number of Traders in Each Category                                    Total Traders:       582 
        33         39         21        116         85         87         83        116         69         52         58         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                    
CFTC Code #13874C                                                    Open Interest is    21,053
Positions
     4,117     19,282          0      8,977        697        368      4,273          0          0        270          0          0      3,048        706
 
Changes from:       July 3, 2017                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       91.6        0.0       42.6        3.3        1.7       20.3        0.0        0.0        1.3        0.0        0.0       14.5        3.4
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          6          0          6          .          .          .          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                    
CFTC Code #13874E                                                    Open Interest is    15,504
Positions
     1,857     13,279          0      1,341        663        131      9,708        288        522          0          0          0      1,945        621
 
Changes from:       July 3, 2017                                     Total Change is:        21
       825        273          0          0        227          0       -820         77        -77          0       -378          0         93       -101
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       85.6        0.0        8.6        4.3        0.8       62.6        1.9        3.4        0.0        0.0        0.0       12.5        4.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          6          0          .          .          .          7          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    92,890
Positions
     4,405     40,004        519     45,678     39,839      3,915     25,665      3,856        776          0        280          0     11,932      3,701
 
Changes from:       July 3, 2017                                     Total Change is:    -1,551
       -95     -2,475         27       -256        273        -86         33        979       -431          0          0          0       -743        162
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       43.1        0.6       49.2       42.9        4.2       27.6        4.2        0.8        0.0        0.3        0.0       12.8        4.0
 
Number of Traders in Each Category                                    Total Traders:        82 
         4         12          .         27         16         14         18          4          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    55,985
Positions
     9,069     16,989        926     14,497      8,021      1,046     21,011     16,901      1,117      1,900      3,380         33      6,387      7,572
 
Changes from:       July 3, 2017                                     Total Change is:    -2,443
     1,720     -1,832        -35       -628        160       -124     -2,294     -1,160         52       -350       -328          4       -788        820
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       30.3        1.7       25.9       14.3        1.9       37.5       30.2        2.0        3.4        6.0        0.1       11.4       13.5
 
Number of Traders in Each Category                                    Total Traders:       253 
        16         25          6         43         23         12         41         59         18         16         30          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   279,925
Positions
    45,344     84,945      4,629     72,486     40,107      5,228    105,054     84,505      5,587      9,498     16,901        163     31,936     37,860
 
Changes from:       July 3, 2017                                     Total Change is:   -12,214
     8,602     -9,160       -174     -3,142        802       -621    -11,468     -5,799        261     -1,750     -1,641         18     -3,940      4,100
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       30.3        1.7       25.9       14.3        1.9       37.5       30.2        2.0        3.4        6.0        0.1       11.4       13.5
 
Number of Traders in Each Category                                    Total Traders:       253 
        16         25          6         43         23         12         41         59         18         16         30          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   571,124
Positions
    57,232    102,721      4,094    237,048    192,211     44,965    169,835    182,598     16,275     13,105      7,383        218     28,352     20,659
 
Changes from:       July 3, 2017                                     Total Change is:    -1,292
     2,257     -7,587        461     10,327      1,246        849     -6,619      2,905      2,723     -8,871     -1,217         46     -2,465       -718
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       18.0        0.7       41.5       33.7        7.9       29.7       32.0        2.8        2.3        1.3        0.0        5.0        3.6
 
Number of Traders in Each Category                                    Total Traders:       309 
        25         21          5         67         48         35         52         66         25         16         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    36,551
Positions
     1,148     18,323          0     15,519      1,268        492      6,337      2,638         95      4,848     10,633          0      8,112      3,102
 
Changes from:       July 3, 2017                                     Total Change is:       108
        17          0          0        -42        786         29       -467       -717          0        690       -200          0       -119        210
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       50.1        0.0       42.5        3.5        1.3       17.3        7.2        0.3       13.3       29.1        0.0       22.2        8.5
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          0         17          .          4          6          6          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    69,592
Positions
    13,195      3,522      1,213     25,308     11,105      1,791     16,908      9,728        258        784      1,152          0     10,135     40,823
 
Changes from:       July 3, 2017                                     Total Change is:     2,155
     1,440        686        562       -534      1,126        444      2,170     -3,960         66       -634          0       -103     -1,256      3,334
 
Percent of Open Interest Represented by Each Category of Trader
      19.0        5.1        1.7       36.4       16.0        2.6       24.3       14.0        0.4        1.1        1.7        0.0       14.6       58.7
 
Number of Traders in Each Category                                    Total Traders:        76 
        15          6          .         13          5          5         19         14          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   319,564
Positions
    42,562    198,283      2,809    193,191     74,460     14,396     41,451      8,858     14,212      2,573      1,115          0      8,370      5,431
 
Changes from:       July 3, 2017                                     Total Change is:     9,645
       -91      1,791       -443      6,667        -67      1,111     -2,117      3,475      2,795        268         10          0      1,455        973
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       62.0        0.9       60.5       23.3        4.5       13.0        2.8        4.4        0.8        0.3        0.0        2.6        1.7
 
Number of Traders in Each Category                                    Total Traders:       144 
        11         10          4         53         25         22         30          8         11          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is 1,031,885
Positions
    26,932    762,484      4,962    645,252    112,324     64,206    179,265     38,310     29,591     56,474     13,410        759     24,444      5,839
 
Changes from:       July 3, 2017                                     Total Change is:    31,177
    -2,838     14,943        -22     16,912      2,047      8,277        712      7,792      1,048      6,155        -38       -142      1,075     -2,728
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       73.9        0.5       62.5       10.9        6.2       17.4        3.7        2.9        5.5        1.3        0.1        2.4        0.6
 
Number of Traders in Each Category                                    Total Traders:       359 
        24         22          6        118         40         51         68         25         17         49         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A                                                    Open Interest is    86,082
Positions
    19,266     31,475     54,114      6,195          0          5      5,862          0        458        158         30          0         24          0
 
Changes from:       July 3, 2017                                     Total Change is:     3,671
       465      1,263      2,808          0          0          0        800          0       -400          0          0          0         -2          0
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       36.6       62.9        7.2        0.0        0.0        6.8        0.0        0.5        0.2        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .         11          9          .          0          .          .          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   730,834
Positions
     7,913     49,603      4,633    288,277    168,614    133,731    122,169    143,858     13,708     12,713     52,918      3,308    144,382    160,461
 
Changes from:       July 3, 2017                                     Total Change is:    -3,726
      -121    -12,251      1,913      7,617     20,932     -2,921      1,290    -22,131      4,839      1,247     10,628        499    -18,089     -5,234
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        6.8        0.6       39.4       23.1       18.3       16.7       19.7        1.9        1.7        7.2        0.5       19.8       22.0
 
Number of Traders in Each Category                                    Total Traders:       174 
         8         14          4         42         32         37         37         23         17          8         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   785,147
Positions
         0    158,976      1,693    427,141     46,978    115,594     68,411    325,648     21,654     39,108     16,680      1,678    109,868     96,246
 
Changes from:       July 3, 2017                                     Total Change is:   -10,181
    -3,075    -14,136       -275     -3,831       -257     10,880     -8,569       -712      3,023        662     -9,664         -1     -8,995        961
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       20.2        0.2       54.4        6.0       14.7        8.7       41.5        2.8        5.0        2.1        0.2       14.0       12.3
 
Number of Traders in Each Category                                    Total Traders:       115 
         0         13          .         46         10         31         14         23         10          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,333,159
Positions
    48,984     90,721      5,165    441,593    229,947    175,342    312,855    305,357     34,967    191,416    323,141      4,999    117,838    163,520
 
Changes from:       July 3, 2017                                     Total Change is:   -32,206
   -26,375     -4,420     -1,523     18,091     17,964    -18,138      3,132    -11,472     -9,166      3,349     -4,782      2,245     -3,821     -2,914
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        6.8        0.4       33.1       17.2       13.2       23.5       22.9        2.6       14.4       24.2        0.4        8.8       12.3
 
Number of Traders in Each Category                                    Total Traders:       250 
        10         18          6         52         38         45         39         46         29         18         29          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,136,441
Positions
   115,437    216,266     23,527  1,126,617    977,783    479,709    621,342    558,859    116,334    280,214    197,511     38,474    334,787    527,978
 
Changes from:       July 3, 2017                                     Total Change is:    48,578
    -1,482     20,731     -1,956     47,380     37,890      2,256     19,714    -39,127      8,698    -11,206      3,086      8,174    -23,000      8,826
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        6.9        0.8       35.9       31.2       15.3       19.8       17.8        3.7        8.9        6.3        1.2       10.7       16.8
 
Number of Traders in Each Category                                    Total Traders:       398 
        21         43         16         59         83         73         65         67         44         25         35         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   392,806
Positions
    11,642      9,080      4,037     92,840    172,919     26,682    149,732     38,478     10,559      9,947      6,629          0     87,367    124,422
 
Changes from:       July 3, 2017                                     Total Change is:    -3,045
    -3,520     -8,404        253     10,628      1,589      1,728     -7,880      3,465     -1,669     -2,543     -2,000          0        -42      1,993
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        2.3        1.0       23.6       44.0        6.8       38.1        9.8        2.7        2.5        1.7        0.0       22.2       31.7
 
Number of Traders in Each Category                                    Total Traders:        61 
         .          .          .         11         23         24         10          8          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,986,911
Positions
    60,282    307,479     31,160  1,695,172    706,703    403,036    277,310    806,782     83,268    172,072    254,710     11,409    253,202    382,364
 
Changes from:       July 3, 2017                                     Total Change is:   -77,855
     1,781     16,269    -21,118    -25,872     25,152     -4,751    -45,839   -126,646     27,759      5,975     -3,735        477    -16,267      8,738
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       10.3        1.0       56.8       23.7       13.5        9.3       27.0        2.8        5.8        8.5        0.4        8.5       12.8
 
Number of Traders in Each Category                                    Total Traders:       300 
        13         32         10         55         50         63         43         60         39         12         35          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,582,233
Positions
   388,656    172,607    496,527     12,619     26,402     14,791    195,969    279,944    345,388     22,560    119,524     69,271     36,452     57,779
 
Changes from:       July 3, 2017                                     Total Change is:    12,308
     3,165     23,537     13,741          0      6,841       -136      2,283     -4,481        803      4,406    -16,932     -7,347     -4,607     -3,718
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       10.9       31.4        0.8        1.7        0.9       12.4       17.7       21.8        1.4        7.6        4.4        2.3        3.7
 
Number of Traders in Each Category                                    Total Traders:       152 
        18         37         48          .          7          .         11         49         49          7         12         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,971,072
Positions
 4,393,193    770,484  2,642,411    105,536  1,696,887    661,245    449,410  2,327,517  2,261,036    956,547    508,048    883,841    617,853  1,219,603
 
Changes from:       July 3, 2017                                     Total Change is:   -79,672
   -62,666     20,241     68,987    -13,314      9,088    -35,310    -38,773    -67,398    -47,892    100,709    -20,206     -9,649    -41,764      2,467
 
Percent of Open Interest Represented by Each Category of Trader
      33.9        5.9       20.4        0.8       13.1        5.1        3.5       17.9       17.4        7.4        3.9        6.8        4.8        9.4
 
Number of Traders in Each Category                                    Total Traders:       302 
        34         43         66          4         34         26         37         92         91         11         31         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    29,615
Positions
     4,320      4,818          0        292     13,308         90     16,540      7,223          0      8,263      4,030         39         71        107
 
Changes from:       July 3, 2017                                     Total Change is:       305
      -777         16          0        -17       -349         -4        712        646          0        364          0          0         27         -4
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       16.3        0.0        1.0       44.9        0.3       55.9       24.4        0.0       27.9       13.6        0.1        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          6          0          .         12          .          6         10          0          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    22,873
Positions
     9,499        901          0        608      8,011         98     12,275      9,704          0        341      4,067         13         39         79
 
Changes from:       July 3, 2017                                     Total Change is:        80
      -210        -55          0       -189       -185         -2        324        335          0        157        -57         13        -13         31
 
Percent of Open Interest Represented by Each Category of Trader
      41.5        3.9        0.0        2.7       35.0        0.4       53.7       42.4        0.0        1.5       17.8        0.1        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        32 
         4          .          0          .          5          .          6          7          0          .          4          .
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Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    53,048
Positions
       399     18,886          0     11,088      5,740        568     20,173     17,468      2,832     10,416      4,596          0      7,572      2,958
 
Changes from:       July 3, 2017                                     Total Change is:     2,327
        -2        -57          0        317        181          4      8,796       -167       -364     -5,921      2,984          0       -503       -254
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       35.6        0.0       20.9       10.8        1.1       38.0       32.9        5.3       19.6        8.7        0.0       14.3        5.6
 
Number of Traders in Each Category                                    Total Traders:       135 
         4          .          0          8          6          .         28         37         13         39          8          0
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Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   576,528
Positions
   108,037     42,540     30,418     58,638     43,223     74,937    102,567    190,412    126,750     21,521     12,180     23,004     30,656     33,064
 
Changes from:       July 3, 2017                                     Total Change is:    13,837
    -2,679      3,877      8,028      3,259      1,594       -783     -2,891    -15,199     19,141     -2,865      1,835     -3,532     -3,841     -1,124
 
Percent of Open Interest Represented by Each Category of Trader
      18.7        7.4        5.3       10.2        7.5       13.0       17.8       33.0       22.0        3.7        2.1        4.0        5.3        5.7
 
Number of Traders in Each Category                                    Total Traders:       251 
        21          5         20         21         21         15         60         65         63         24         20         27
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Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    44,922
Positions
        61         52          0     36,489      1,729          0      3,220     42,382        256      4,645        177        210         41        116
 
Changes from:       July 3, 2017                                     Total Change is:    -7,037
         0     -2,394          0     -6,893         62          0       -129     -4,713          0          0         -2          0        -15         10
 
Percent of Open Interest Represented by Each Category of Trader
       0.1        0.1        0.0       81.2        3.8        0.0        7.2       94.3        0.6       10.3        0.4        0.5        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          0          8          .          0          5         12          .          7          .          .
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Traders in Financial Futures - Futures Only Positions as of July 11, 2017                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,394
Positions
     3,170      8,286          0     10,422        158        282        450      5,844        352        218          0          0        500        472
 
Changes from:       July 3, 2017                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       53.8        0.0       67.7        1.0        1.8        2.9       38.0        2.3        1.4        0.0        0.0        3.2        3.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          8          .          .          .          5          .          .          0          0
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Updated July 14, 2017