Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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   259,577
Positions
    37,775    127,706     19,106     39,038      7,140      6,390     74,972     30,593     26,611      4,505     14,058      2,878     48,302     25,095
 
Changes from:       September 5, 2017                                Total Change is:    16,719
     8,412      1,742      9,557     -6,295      2,235     -3,112        163      2,169      3,475        192      3,077        229      4,099     -2,653
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       49.2        7.4       15.0        2.8        2.5       28.9       11.8       10.3        1.7        5.4        1.1       18.6        9.7
 
Number of Traders in Each Category                                    Total Traders:       113 
         6         10         10         16          5          8         40         19         23          5         10          7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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    45,012
Positions
     6,003      8,159        421      3,144      2,957          0     20,285     11,420      3,529          0      2,898          0     11,630     15,627
 
Changes from:       September 5, 2017                                Total Change is:     1,598
      -258        678       -216        206       -295          0      1,541        556      1,104          0        142          0       -779       -371
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       18.1        0.9        7.0        6.6        0.0       45.1       25.4        7.8        0.0        6.4        0.0       25.8       34.7
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          5          .          4          .          0         14         10         10          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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   319,559
Positions
    84,741     12,269     39,588     21,169     72,080      5,273     54,583     91,504     48,521     26,206     11,118      5,715     33,763     33,490
 
Changes from:       September 5, 2017                                Total Change is:    55,426
       304      6,404     22,469      2,240     -1,473         39     12,658     10,718     14,910        319        156     -1,364      3,850      3,567
 
Percent of Open Interest Represented by Each Category of Trader
      26.5        3.8       12.4        6.6       22.6        1.7       17.1       28.6       15.2        8.2        3.5        1.8       10.6       10.5
 
Number of Traders in Each Category                                    Total Traders:       131 
         8          7         11         16         19         11         33         34         33          5          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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   239,910
Positions
    65,215     18,293     15,439     22,518     45,130      7,401     35,725     82,452     30,124     33,680      1,123      4,157     25,651     35,791
 
Changes from:       September 5, 2017                                Total Change is:   -17,988
   -12,586     -1,132      1,362       -172       -770     -1,683     -4,555    -21,740      6,064     -4,701     -2,702        184     -1,900      2,431
 
Percent of Open Interest Represented by Each Category of Trader
      27.2        7.6        6.4        9.4       18.8        3.1       14.9       34.4       12.6       14.0        0.5        1.7       10.7       14.9
 
Number of Traders in Each Category                                    Total Traders:       110 
         9          8          8         16         12         10         27         31         27          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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   566,805
Positions
    54,314    157,583     24,572    190,031     96,273     19,797     81,520     56,069     71,584     20,515     63,461     10,379     94,093     67,087
 
Changes from:       September 5, 2017                                Total Change is:    -5,802
     4,924     -6,082     -4,304     -6,704      2,380     -6,615      3,626      8,339     -3,908       -194      3,377       -391      7,762      1,400
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       27.8        4.3       33.5       17.0        3.5       14.4        9.9       12.6        3.6       11.2        1.8       16.6       11.8
 
Number of Traders in Each Category                                    Total Traders:       261 
        16         15         17         61         39         43         40         42         38         23         21         16
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Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 2017                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    36,520
Positions
     2,150     25,817         50     14,686      1,595      1,305      2,850        898      1,514        412        836          0     13,553      4,505
 
Changes from:       September 5, 2017                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       70.7        0.1       40.2        4.4        3.6        7.8        2.5        4.1        1.1        2.3        0.0       37.1       12.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .         10          .          4          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 2017                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)               
CFTC Code #399741                                                    Open Interest is    23,569
Positions
       726     11,785        370      9,155      5,279      1,210      3,857      1,956        600          0          0          0      7,651      2,369
 
Changes from:       September 5, 2017                                Total Change is:     1,664
         0        393        370        516       -390         82       -335        451        600          0          0          0        431        158
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       50.0        1.6       38.8       22.4        5.1       16.4        8.3        2.5        0.0        0.0        0.0       32.5       10.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          4          .          5          4          5          5          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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   206,192
Positions
     4,055    100,081     14,756     16,092     17,257      3,616     98,183     15,678     24,856        611      5,891      3,005     41,017     21,052
 
Changes from:       September 5, 2017                                Total Change is:    14,343
       201      3,585      6,299        170     -2,363     -1,319     -1,607      1,338     10,495         57     -1,277       -158        204     -2,257
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       48.5        7.2        7.8        8.4        1.8       47.6        7.6       12.1        0.3        2.9        1.5       19.9       10.2
 
Number of Traders in Each Category                                    Total Traders:       107 
         6         10         10          8         13          8         41         16         27          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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    48,708
Positions
     1,834     28,226      6,773      8,127          0          0     28,366      8,912        153      1,135      2,825          0      2,320      1,819
 
Changes from:       September 5, 2017                                Total Change is:     8,636
      -770      3,233      1,722       -122          0          0      7,106      3,299         10        103       -165          0        587        537
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       57.9       13.9       16.7        0.0        0.0       58.2       18.3        0.3        2.3        5.8        0.0        4.8        3.7
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          5          4          5          0          0         12          6          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 2017                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   258,293
Positions
     9,424    168,906      1,373     52,936      5,477        279    149,211     35,014     32,692      2,891     11,160        396      9,091      2,996
 
Changes from:       September 5, 2017                                Total Change is:    17,376
       387     -1,190        739     -4,837        405          0      3,357       -523     17,363       -204        393        396        175       -207
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       65.4        0.5       20.5        2.1        0.1       57.8       13.6       12.7        1.1        4.3        0.2        3.5        1.2
 
Number of Traders in Each Category                                    Total Traders:       158 
         .         10          .         19          8          .         63         31         19         11         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 2017                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    30,536
Positions
       270     16,351         50      5,045        238          0     20,965     11,460      1,159      1,020        900          0      2,027        378
 
Changes from:       September 5, 2017                                Total Change is:     2,289
       -50     -1,269         50       -151       -210          0      1,722      3,134        687       -116        -40          0        147        -63
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       53.5        0.2       16.5        0.8        0.0       68.7       37.5        3.8        3.3        2.9        0.0        6.6        1.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          .          .          .          0         11         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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    49,256
Positions
     5,872     12,109      6,537      1,909      8,214          0     23,775     14,522      3,551      2,017        922          0      5,595      3,401
 
Changes from:       September 5, 2017                                Total Change is:     3,162
     1,598       -245      3,413       -532     -1,659          0     -2,532      1,227        423        385        -11          0        407         14
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       24.6       13.3        3.9       16.7        0.0       48.3       29.5        7.2        4.1        1.9        0.0       11.4        6.9
 
Number of Traders in Each Category                                    Total Traders:        75 
         7          4          5         10          4          0         29         12         10          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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    39,391
Positions
     4,927     12,773     11,472      3,026        552          0     17,286     11,940      1,590          0        250          0      1,090        814
 
Changes from:       September 5, 2017                                Total Change is:    11,064
         0        357      6,024        173         15          0      3,976      3,626        874          0        150          0         17         18
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       32.4       29.1        7.7        1.4        0.0       43.9       30.3        4.0        0.0        0.6        0.0        2.8        2.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          4          7          .          0          6         10          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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    85,091
Positions
     6,858     51,582      8,007     14,792      2,869        365     40,154      6,138      2,852      1,416      1,969        555     10,092     10,754
 
Changes from:       September 5, 2017                                Total Change is:     9,444
      -344        351      6,409      1,082       -462         59      1,210      1,409         10          6         34        276        738      1,358
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       60.6        9.4       17.4        3.4        0.4       47.2        7.2        3.4        1.7        2.3        0.7       11.9       12.6
 
Number of Traders in Each Category                                    Total Traders:       120 
        14         25         13         15          .          .         39         11         12          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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   170,182
Positions
    13,717    103,164     16,014     29,583      5,738        729     80,308     12,276      5,705      2,832      3,938      1,111     20,184     21,508
 
Changes from:       September 5, 2017                                Total Change is:    18,888
      -689        703     12,818      2,164       -924        117      2,420      2,818         20         11         68        552      1,475      2,717
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       60.6        9.4       17.4        3.4        0.4       47.2        7.2        3.4        1.7        2.3        0.7       11.9       12.6
 
Number of Traders in Each Category                                    Total Traders:       120 
        14         25         13         15          .          .         39         11         12          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 2017                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,001,505
Positions
    50,464    151,679     93,036    340,646    168,470     99,458     94,483    124,385    166,426     21,427     47,962     37,207     98,357    112,882
 
Changes from:       September 5, 2017                                Total Change is:   105,622
    -2,487     -3,114     30,397     15,689        191     20,405      2,121      8,508     26,417     -3,084      1,723      6,628      9,538     14,467
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       15.1        9.3       34.0       16.8        9.9        9.4       12.4       16.6        2.1        4.8        3.7        9.8       11.3
 
Number of Traders in Each Category                                    Total Traders:       705 
        38         45         55        134         99        116         93        138        140         76         82         93
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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   129,578
Positions
    12,185     25,985     14,212     18,097     13,024      6,026      9,597      9,508     28,903      3,079        178      6,075     31,404     25,667
 
Changes from:       September 5, 2017                                Total Change is:    18,145
      -151       -874      4,290      1,736        164      2,206        -86      2,013      7,961       -285       -442      1,821        653      1,006
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       20.1       11.0       14.0       10.1        4.7        7.4        7.3       22.3        2.4        0.1        4.7       24.2       19.8
 
Number of Traders in Each Category                                    Total Traders:        76 
         8         10          9          8          5          4         12         18         27          7          8          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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 #138748                                                    Open Interest is    34,099
Positions
    11,100      2,686     18,148          0      8,378        231        657      2,388        200          0          0          0      3,763      2,068
 
Changes from:       September 5, 2017                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      32.6        7.9       53.2        0.0       24.6        0.7        1.9        7.0        0.6        0.0        0.0        0.0       11.0        6.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         8          .          5          0          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 2017                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 4,359,634
Positions
   249,638    686,710    335,877  1,616,332    780,819    463,576    492,412    642,366    619,630     93,593    240,777    153,808    334,767    436,071
 
Changes from:       September 5, 2017                                Total Change is:   437,387
   -20,340    -19,862    139,193     69,706         80     91,054     29,789     51,230     73,525    -14,704     10,118     24,741     44,423     67,307
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       15.8        7.7       37.1       17.9       10.6       11.3       14.7       14.2        2.1        5.5        3.5        7.7       10.0
 
Number of Traders in Each Category                                    Total Traders:       685 
        37         45         50        131         98        113         92        133        134         72         77         90
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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    33,212
Positions
     4,646     26,438      5,378      7,801        191        493     11,463          0          0          0          0          0      3,431        712
 
Changes from:       September 5, 2017                                Total Change is:     4,173
       287     -1,060      5,378       -705       -187         31       -681          0          0          0          0          0       -137         11
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       79.6       16.2       23.5        0.6        1.5       34.5        0.0        0.0        0.0        0.0        0.0       10.3        2.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          7          .          4          .          .          5          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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 #13874J                                                    Open Interest is    40,129
Positions
    17,348     11,324     12,173      2,672     11,451        284        991          0          0          0        280          0      6,661      4,617
 
Changes from:       September 5, 2017                                Total Change is:    16,651
       728        165     12,173         43        640          4       -768          0          0          0          0          0      4,471      3,669
 
Percent of Open Interest Represented by Each Category of Trader
      43.2       28.2       30.3        6.7       28.5        0.7        2.5        0.0        0.0        0.0        0.7        0.0       16.6       11.5
 
Number of Traders in Each Category                                    Total Traders:        21 
         8          4          7          4          .          .          .          0          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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    90,709
Positions
     3,705     33,859      4,405     40,844     38,156      4,494     22,635      2,296      1,545          0        280          0     13,081      5,674
 
Changes from:       September 5, 2017                                Total Change is:     5,106
      -727        529      4,353       -816     -1,506         90        187        236        273          0          0          0      1,746      1,131
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       37.3        4.9       45.0       42.1        5.0       25.0        2.5        1.7        0.0        0.3        0.0       14.4        6.3
 
Number of Traders in Each Category                                    Total Traders:        77 
         4         10          8         24         16         15         14          6          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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    74,385
Positions
    17,411     14,348      7,402     10,435     10,668      6,800     18,281     17,753      3,297      2,715      3,919        863      7,181      9,335
 
Changes from:       September 5, 2017                                Total Change is:    15,076
     1,757      1,425      5,941         18      2,195      5,254        610     -1,147      1,148       -137       -314        149        337        425
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       19.3       10.0       14.0       14.3        9.1       24.6       23.9        4.4        3.6        5.3        1.2        9.7       12.5
 
Number of Traders in Each Category                                    Total Traders:       285 
        17         28         20         45         31         20         51         60         41         15         37         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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   371,923
Positions
    87,054     71,739     37,008     52,176     53,340     33,999     91,404     88,765     16,487     13,573     19,597      4,315     35,907     46,674
 
Changes from:       September 5, 2017                                Total Change is:    75,378
     8,784      7,125     29,705         90     10,973     26,268      3,050     -5,733      5,739       -686     -1,568        745      1,684      2,124
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       19.3       10.0       14.0       14.3        9.1       24.6       23.9        4.4        3.6        5.3        1.2        9.7       12.5
 
Number of Traders in Each Category                                    Total Traders:       285 
        17         28         20         45         31         20         51         60         41         15         37         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 2017                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                 
CFTC Code #239742                                                    Open Interest is   812,836
Positions
     5,029    137,384    123,472     86,606     20,684    317,276     86,101     25,495    155,077      2,675      2,139     12,007     24,593     19,303
 
Changes from:       September 5, 2017                                Total Change is:   772,919
      -132    127,314    105,655     81,435     20,684    316,757     81,474     21,643    152,945      2,675        970     11,454     20,657     15,498
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       16.9       15.2       10.7        2.5       39.0       10.6        3.1       19.1        0.3        0.3        1.5        3.0        2.4
 
Number of Traders in Each Category                                    Total Traders:       217 
        11         15         24         48         20         77         35         26         56          5          .          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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   490,058
Positions
   170,904     51,983     18,918    143,627    200,723     22,652     95,297    159,285      9,044      9,278      7,342        429     19,908     19,682
 
Changes from:       September 5, 2017                                Total Change is:   -55,469
    74,151    -30,623     14,014    -54,964      3,364    -23,986    -58,584    -15,547       -836     -2,020     -1,808        -13     -3,231        -35
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       10.6        3.9       29.3       41.0        4.6       19.4       32.5        1.8        1.9        1.5        0.1        4.1        4.0
 
Number of Traders in Each Category                                    Total Traders:       256 
        24         20         15         47         45         26         43         58         26          8         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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    34,932
Positions
       725     25,420          0     19,282        444         36      4,463      1,357         95      4,437      4,220          0      5,894      3,360
 
Changes from:       September 5, 2017                                Total Change is:    -9,286
    -1,147      7,052     -7,401      1,956          0          5        567       -155     -1,439       -737     -6,490          0     -1,090       -858
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       72.8        0.0       55.2        1.3        0.1       12.8        3.9        0.3       12.7       12.1        0.0       16.9        9.6
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          4          0         20          .          .          7          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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    47,313
Positions
     3,860      2,356      2,054     15,839     13,990      1,946     13,062      5,130         71        573      1,275          0      9,908     20,491
 
Changes from:       September 5, 2017                                Total Change is:   -17,730
   -10,727     -4,531        113     -1,754     -1,104        114      2,124     -2,576     -3,069     -1,698       -207          0     -2,833     -6,470
 
Percent of Open Interest Represented by Each Category of Trader
       8.2        5.0        4.3       33.5       29.6        4.1       27.6       10.8        0.2        1.2        2.7        0.0       20.9       43.3
 
Number of Traders in Each Category                                    Total Traders:        65 
        10          5          .         11          5          4         19         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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   356,770
Positions
    48,605    204,206     41,488    185,071     75,499     16,026     45,969      5,321      9,248      2,274      1,510          0      8,089      3,472
 
Changes from:       September 5, 2017                                Total Change is:     7,727
      -765     -2,390     11,454     -4,805     -1,658        727      1,503      1,789       -362       -294          0          0        269     -1,833
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       57.2       11.6       51.9       21.2        4.5       12.9        1.5        2.6        0.6        0.4        0.0        2.3        1.0
 
Number of Traders in Each Category                                    Total Traders:       149 
        12         10         12         55         29         22         31          5          9          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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 1,240,801
Positions
    35,489    789,306     98,642    627,214    137,715     86,525    236,806     36,473     38,161     52,840     17,173      1,439     63,686     35,368
 
Changes from:       September 5, 2017                                Total Change is:   103,636
     5,113      3,541     53,577     -8,592        662      2,286       -359     10,869     10,701      5,751         84        286     34,873     21,630
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       63.6        7.9       50.5       11.1        7.0       19.1        2.9        3.1        4.3        1.4        0.1        5.1        2.9
 
Number of Traders in Each Category                                    Total Traders:       369 
        22         22         15        128         52         51         71         21         26         39         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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   106,910
Positions
    22,303     39,452     67,023      6,277          0          5     10,474          0        398        408         30          0         22          2
 
Changes from:       September 5, 2017                                Total Change is:     3,902
    -1,220        780      3,120          0          0          0      2,002          0          0          0          0          0          0          2
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       36.9       62.7        5.9        0.0        0.0        9.8        0.0        0.4        0.4        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         .         12          8          .          0          .          .          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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   888,076
Positions
     3,603     61,449     19,114    297,537    194,469    139,529     91,699    100,177    134,842     12,630     55,404     18,206    170,916    164,886
 
Changes from:       September 5, 2017                                Total Change is:     8,722
    -3,142      9,481     -1,329      7,358        619        260    -11,309        403     16,645        526         70      6,544     -6,831    -23,970
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        6.9        2.2       33.5       21.9       15.7       10.3       11.3       15.2        1.4        6.2        2.1       19.2       18.6
 
Number of Traders in Each Category                                    Total Traders:       175 
         .         19         14         46         24         39         29         37         52          6         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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   842,404
Positions
     3,160    145,239      2,362    469,051     23,866    127,262     60,264    412,601     30,991     29,631      7,518        523    119,160     92,042
 
Changes from:       September 5, 2017                                Total Change is:   -43,541
       250    -12,720      1,004    -16,813     -5,044      6,219     -4,009     -8,407    -29,616     -1,535          0          0        958      5,023
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       17.2        0.3       55.7        2.8       15.1        7.2       49.0        3.7        3.5        0.9        0.1       14.1       10.9
 
Number of Traders in Each Category                                    Total Traders:       113 
         .         14          6         49         13         34         12         19         19          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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 1,600,081
Positions
    54,302    177,240     19,492    399,316    270,760    198,060    479,777    292,779    114,944    183,537    354,799     10,322    140,331    161,685
 
Changes from:       September 5, 2017                                Total Change is:    27,406
    -1,458    -28,463     -7,682    -29,508     17,150     28,810     30,075     -8,780      7,700      2,138      5,252       -230     -2,439     13,649
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       11.1        1.2       25.0       16.9       12.4       30.0       18.3        7.2       11.5       22.2        0.6        8.8       10.1
 
Number of Traders in Each Category                                    Total Traders:       282 
        11         29         13         60         42         50         55         42         45         18         25          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 2017                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 4,035,846
Positions
   140,503    204,758    191,760  1,089,788  1,019,621    609,630    640,199    630,971    573,978    285,052    150,588    100,511    404,425    554,030
 
Changes from:       September 5, 2017                                Total Change is:  -153,806
     1,652    -61,711     11,539    -49,499     57,821    -67,134    -30,213    -62,137    -37,837        410        179      9,814      7,462     -4,339
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        5.1        4.8       27.0       25.3       15.1       15.9       15.6       14.2        7.1        3.7        2.5       10.0       13.7
 
Number of Traders in Each Category                                    Total Traders:       418 
        20         34         43         63         97         94         67         78         98         21         38         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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   421,713
Positions
     3,623     31,155      1,616    133,494    167,636     32,827    145,941     30,235     11,176     10,415     11,515          0     82,621    135,553
 
Changes from:       September 5, 2017                                Total Change is:    -5,442
    -3,699       -295       -290      2,971     -1,856      2,783     -6,742    -16,262        529        416        694          0     -1,410      9,255
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        7.4        0.4       31.7       39.8        7.8       34.6        7.2        2.7        2.5        2.7        0.0       19.6       32.1
 
Number of Traders in Each Category                                    Total Traders:        65 
         .          7          .         16         22         26         11          .          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 2017                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 3,344,735
Positions
   101,046    238,079     78,239  1,629,189    671,823    385,385    394,300  1,121,227    208,598    210,692    248,710     23,441    313,845    369,234
 
Changes from:       September 5, 2017                                Total Change is:   -54,403
     7,811    -36,487       -576    -61,502    -49,680        800     10,084     11,768    -15,144     -7,220     20,303       -722     12,066     15,334
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        7.1        2.3       48.7       20.1       11.5       11.8       33.5        6.2        6.3        7.4        0.7        9.4       11.0
 
Number of Traders in Each Category                                    Total Traders:       308 
        13         32         25         57         51         63         47         63         60         21         24         10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,737,117
Positions
   517,442    288,570    472,370     12,619     27,213     23,247     75,898    240,119    470,884     69,486     88,790     55,816     39,355     70,109
 
Changes from:       September 5, 2017                                Total Change is:    43,724
   -10,189     31,451      7,034     -1,459        823      1,357     10,726    -55,762     30,821     -6,595     17,201      7,850      4,179      2,949
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       16.6       27.2        0.7        1.6        1.3        4.4       13.8       27.1        4.0        5.1        3.2        2.3        4.0
 
Number of Traders in Each Category                                    Total Traders:       172 
        18         48         50          .          7          .         23         51         45          5         10          9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 2017                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is23,301,004
Positions
 4,664,987  1,187,555  4,201,901    139,570  2,260,552    982,074    849,062  2,064,966  9,126,404    840,608    595,847  1,779,433    716,965  1,102,271
 
Changes from:       September 5, 2017                                Total Change is:   527,601
   -87,742    -37,124    160,247     -9,161    120,254        863     -7,490   -117,820    455,527    111,276     49,514    -67,524    -28,395    -36,336
 
Percent of Open Interest Represented by Each Category of Trader
      20.0        5.1       18.0        0.6        9.7        4.2        3.6        8.9       39.2        3.6        2.6        7.6        3.1        4.7
 
Number of Traders in Each Category                                    Total Traders:       377 
        28         57         78          7         44         41         55        118        128         13         45         44
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Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 2017                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    37,613
Positions
     3,914      8,021      3,480        131     11,659        165     19,720      8,769        670      9,032      4,367        446         55         36
 
Changes from:       September 5, 2017                                Total Change is:     4,086
       -34        991      3,480        -49       -747         55        -83       -222        670        -83       -220        130          0        -51
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       21.3        9.3        0.3       31.0        0.4       52.4       23.3        1.8       24.0       11.6        1.2        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          7          .          .         12          .          6         10          .          4          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    22,890
Positions
     9,427        741          0        528      9,173        127     10,735      6,921      1,966         57      3,895          4         46         63
 
Changes from:       September 5, 2017                                Total Change is:     2,375
      -427         35          0         81        585          0        855       -194      1,966       -101          0          0          1        -17
 
Percent of Open Interest Represented by Each Category of Trader
      41.2        3.2        0.0        2.3       40.1        0.6       46.9       30.2        8.6        0.2       17.0        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         4          .          0          .          6          .          8          5          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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    55,993
Positions
       607     14,751      2,221     11,942      6,424      1,107     20,294     20,166      3,481      7,871      5,328         44      8,426      2,472
 
Changes from:       September 5, 2017                                Total Change is:       -61
       112          2      2,221     -1,875        275        477      2,804       -257     -3,076         99        551         43       -866       -297
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       26.3        4.0       21.3       11.5        2.0       36.2       36.0        6.2       14.1        9.5        0.1       15.0        4.4
 
Number of Traders in Each Category                                    Total Traders:       150 
         4          4          .         13          8          .         31         36         17         39         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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   640,340
Positions
   129,073     56,170     32,320     70,485     59,137    124,611    106,595    193,653     98,788     20,348     12,664     23,762     34,358     39,235
 
Changes from:       September 5, 2017                                Total Change is:    21,615
     4,288     10,053       -565     -5,643     -9,236     13,852     -3,350     -8,496      7,731      1,601      2,693      4,965     -1,264        618
 
Percent of Open Interest Represented by Each Category of Trader
      20.2        8.8        5.0       11.0        9.2       19.5       16.6       30.2       15.4        3.2        2.0        3.7        5.4        6.1
 
Number of Traders in Each Category                                    Total Traders:       261 
        21          9         21         24         30         28         47         79         63         17         18         23
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Traders in Financial Futures - Options and Futures Combined Positions as of September 12, 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    65,407
Positions
       486        792          0     39,675      1,515          0     19,179     62,261        671      5,296        134          0        100         34
 
Changes from:       September 5, 2017                                Total Change is:    17,009
        -7         65          0      1,242        -22          0     15,162     16,435        586          0          1          0         26        -56
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        1.2        0.0       60.7        2.3        0.0       29.3       95.2        1.0        8.1        0.2        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0          9          .          0          7          8          .          8          .          0
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Updated September 15, 2017