Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   157,927
Positions
    59,648     16,388        598     33,724     33,614      2,413     20,264     57,445      7,051      7,505      2,637        414     26,310     37,367
 
Changes from:       July 10, 2018                                    Total Change is:    -1,577
       983       -178       -135        195     -1,108          9     -1,462     -4,773      1,115       -981         45          0     -1,301      3,448
 
Percent of Open Interest Represented by Each Category of Trader
      37.8       10.4        0.4       21.4       21.3        1.5       12.8       36.4        4.5        4.8        1.7        0.3       16.7       23.7
 
Number of Traders in Each Category                                    Total Traders:       109 
        12          .          .         10         19          5         18         34         13          7          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    91,952
Positions
    72,813      2,717          1      1,189     17,148        324     10,633     40,670        232        465      1,625          0      6,295     29,235
 
Changes from:       July 10, 2018                                    Total Change is:     2,042
     3,322       -125          0        101         90          0     -1,153        981         15          0        -49          0       -243      1,130
 
Percent of Open Interest Represented by Each Category of Trader
      79.2        3.0        0.0        1.3       18.6        0.4       11.6       44.2        0.3        0.5        1.8        0.0        6.8       31.8
 
Number of Traders in Each Category                                    Total Traders:        55 
         7          .          .          .         11          .          7         23          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   187,151
Positions
    72,782      7,759        579     39,958     78,745      4,604     38,849     41,122      4,040      1,100      8,128         63     25,176     42,111
 
Changes from:       July 10, 2018                                    Total Change is:     8,518
      -911        194       -309        365      3,217        198      9,658      4,906     -1,821        127       -219         56      1,155      2,296
 
Percent of Open Interest Represented by Each Category of Trader
      38.9        4.1        0.3       21.4       42.1        2.5       20.8       22.0        2.2        0.6        4.3        0.0       13.5       22.5
 
Number of Traders in Each Category                                    Total Traders:       110 
         9          4          .         12         26         10         23         30         14          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   215,413
Positions
    83,103      4,739        463     32,351     47,098      5,417     67,784    106,291      2,941      4,073      2,665         69     19,212     45,730
 
Changes from:       July 10, 2018                                    Total Change is:    33,347
    25,117    -11,596       -503       -936      9,006        194     10,437     33,609       -145        446      1,049          1     -1,264      1,732
 
Percent of Open Interest Represented by Each Category of Trader
      38.6        2.2        0.2       15.0       21.9        2.5       31.5       49.3        1.4        1.9        1.2        0.0        8.9       21.2
 
Number of Traders in Each Category                                    Total Traders:       136 
        10          4          .         13         25          9         26         48         13          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   490,064
Positions
    62,569    155,564      3,352    263,390    115,528     34,046     32,316    103,269      6,947     18,947     10,850        498     67,999     60,010
 
Changes from:       July 10, 2018                                    Total Change is:    12,468
     1,489     15,025       -301     16,629      1,470       -228     -3,282     -1,431     -1,692       -294      2,044         30        117     -2,449
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       31.7        0.7       53.7       23.6        6.9        6.6       21.1        1.4        3.9        2.2        0.1       13.9       12.2
 
Number of Traders in Each Category                                    Total Traders:       278 
        21          7         11         84         40         40         27         61         18         20         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    32,981
Positions
       407     17,765          0     15,878      6,411      2,313        510      1,553          0          0        771          5     13,868      4,163
 
Changes from:       July 10, 2018                                    Total Change is:       -85
         1          0          0       -104        -63         22          0       -550          0          0          0          0         -4        506
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       53.9        0.0       48.1       19.4        7.0        1.5        4.7        0.0        0.0        2.3        0.0       42.0       12.6
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          0         13          7          8          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    27,480
Positions
     3,960      6,212        562      8,169     12,580      1,908      5,491      1,344          0          0          0          0      7,390      4,874
 
Changes from:       July 10, 2018                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       22.6        2.0       29.7       45.8        6.9       20.0        4.9        0.0        0.0        0.0        0.0       26.9       17.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          5          8          9          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   132,268
Positions
    79,110      4,052        523      6,063     40,186      1,686     24,402     44,972      2,229        903        529          0     17,352     38,091
 
Changes from:       July 10, 2018                                    Total Change is:    -2,903
    -1,989        450        -46        149         -8          1     -1,078     -1,833       -348        502        143         -1        -93     -1,261
 
Percent of Open Interest Represented by Each Category of Trader
      59.8        3.1        0.4        4.6       30.4        1.3       18.4       34.0        1.7        0.7        0.4        0.0       13.1       28.8
 
Number of Traders in Each Category                                    Total Traders:        87 
        10          4          .          6         16          4         17         30         13          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    27,469
Positions
         0     15,452          0     22,382        121          0      2,504     10,826         18        555          0          0      2,010      1,052
 
Changes from:       July 10, 2018                                    Total Change is:     5,057
         0      1,399          0      5,086         -7          0       -499      4,119          3        455          0          0         12       -457
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       56.3        0.0       81.5        0.4        0.0        9.1       39.4        0.1        2.0        0.0        0.0        7.3        3.8
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          5          0          4          .          0          7          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   155,008
Positions
     5,659     90,520        831     90,283      9,784        359     45,729     38,628      2,737      3,486      7,721         23      5,901      4,405
 
Changes from:       July 10, 2018                                    Total Change is:    13,122
       -41      7,145          9      7,003     -3,920        162      4,700     11,188     -1,042      1,058        476        -11      1,284       -885
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       58.4        0.5       58.2        6.3        0.2       29.5       24.9        1.8        2.2        5.0        0.0        3.8        2.8
 
Number of Traders in Each Category                                    Total Traders:       137 
         .         10          .         17         12          .         36         37          8         10         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    45,684
Positions
    28,427      2,556      2,604      3,634     25,785          0      8,189      9,991        627        615      1,836          3      1,585      2,282
 
Changes from:       July 10, 2018                                    Total Change is:      -441
         0          0          0       -772        161          0        313     -1,271        -88          0        931          0        106       -174
 
Percent of Open Interest Represented by Each Category of Trader
      62.2        5.6        5.7        8.0       56.4        0.0       17.9       21.9        1.4        1.3        4.0        0.0        3.5        5.0
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          .          .          4          0         12         13          4          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    53,254
Positions
    35,969          0          0        909     12,054         16     12,171     31,968      1,706          0        872          4      2,479      6,634
 
Changes from:       July 10, 2018                                    Total Change is:       467
    -1,446          0          0        305        165         16      1,463        416         76       -103        151          0        156       -357
 
Percent of Open Interest Represented by Each Category of Trader
      67.5        0.0        0.0        1.7       22.6        0.0       22.9       60.0        3.2        0.0        1.6        0.0        4.7       12.5
 
Number of Traders in Each Category                                    Total Traders:        98 
        10          0          0          5         20          .         18         40          7          0          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is     7,990
Positions
     3,791        830          0      2,693      2,176          0        172      3,378        192          0        220          0      1,142      1,194
 
Changes from:       July 10, 2018                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      47.4       10.4        0.0       33.7       27.2        0.0        2.2       42.3        2.4        0.0        2.8        0.0       14.3       14.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          .          .          0          .          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    43,209
Positions
    10,658     26,176        828      9,073        171        387     10,655      6,698      1,516      1,490        876          0      8,604      6,558
 
Changes from:       July 10, 2018                                    Total Change is:       844
      -337      2,123         23        186         21        -48        964       -544       -257       -167       -444          0        480        -30
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       60.6        1.9       21.0        0.4        0.9       24.7       15.5        3.5        3.4        2.0        0.0       19.9       15.2
 
Number of Traders in Each Category                                    Total Traders:       102 
        13         22          .         15          .          .         24         19          7          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    86,417
Positions
    21,315     52,352      1,655     18,145        342        774     21,309     13,396      3,031      2,980      1,751          0     17,208     13,116
 
Changes from:       July 10, 2018                                    Total Change is:     1,688
      -674      4,245         46        371         42        -95      1,928     -1,088       -514       -333       -888          0        959        -60
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       60.6        1.9       21.0        0.4        0.9       24.7       15.5        3.5        3.4        2.0        0.0       19.9       15.2
 
Number of Traders in Each Category                                    Total Traders:       102 
        13         22          .         15          .          .         24         19          7          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    28,445
Positions
     3,093     23,064          0     22,911      1,588        242          0      2,667          0          0        461          0      2,199        423
 
Changes from:       July 10, 2018                                    Total Change is:    -1,132
     1,256       -824          0     -2,636          0          0          0       -480          0          0        461          0        248       -289
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       81.1        0.0       80.5        5.6        0.9        0.0        9.4        0.0        0.0        1.6        0.0        7.7        1.5
 
Number of Traders in Each Category                                    Total Traders:        24 
         4          7          0         10          .          4          0          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   617,923
Positions
    39,961     90,495     35,135    282,273    187,652     57,931     66,372     92,386     19,643     21,763     39,206      7,416     87,429     88,059
 
Changes from:       July 10, 2018                                    Total Change is:    14,546
     6,737     -4,427      2,268       -372         62     -2,408      2,372      6,722      2,373     -1,254      3,501       -244      5,075      6,699
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       14.6        5.7       45.7       30.4        9.4       10.7       15.0        3.2        3.5        6.3        1.2       14.1       14.3
 
Number of Traders in Each Category                                    Total Traders:       581 
        30         41         24        161         93        101         77        115         79         31         33         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    62,475
Positions
    29,434      9,898          0      7,304     18,262         13      5,139      1,130         73      5,210        108         32     15,270     32,959
 
Changes from:       July 10, 2018                                    Total Change is:     3,287
     1,812       -182          0         12          0          0        159       -685         71        480         99          0        753      3,984
 
Percent of Open Interest Represented by Each Category of Trader
      47.1       15.8        0.0       11.7       29.2        0.0        8.2        1.8        0.1        8.3        0.2        0.1       24.4       52.8
 
Number of Traders in Each Category                                    Total Traders:        44 
         7          7          0          5          4          .         10          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    25,275
Positions
     1,169     24,401          0      8,518          0        314     11,626          0          0      1,167          0          0      2,481        560
 
Changes from:       July 10, 2018                                    Total Change is:        14
         0        -18          0       -221          0          0         79          0          0          0          0          0        156         32
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       96.5        0.0       33.7        0.0        1.2       46.0        0.0        0.0        4.6        0.0        0.0        9.8        2.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          9          0          6          0          .          5          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 2,777,242
Positions
   162,110    512,462     66,200  1,383,818    855,920    280,619    321,909    472,027     82,105     83,925    196,652     35,759    360,797    275,498
 
Changes from:       July 10, 2018                                    Total Change is:    56,296
    32,848    -13,003      3,115     -1,544        688    -12,415     11,843     37,811     10,731    -10,972     14,711      1,082     21,608     13,576
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       18.5        2.4       49.8       30.8       10.1       11.6       17.0        3.0        3.0        7.1        1.3       13.0        9.9
 
Number of Traders in Each Category                                    Total Traders:       577 
        30         41         23        163         91        100         75        116         76         28         33         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    27,651
Positions
     3,991     24,199          0     18,350         14      1,573        974          0          0        745      1,121          0      2,018        744
 
Changes from:       July 10, 2018                                    Total Change is:       387
       548        259          0       -186          0          0          0          0          0          0          0          0         25        128
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       87.5        0.0       66.4        0.1        5.7        3.5        0.0        0.0        2.7        4.1        0.0        7.3        2.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          7          0          7          .          .          .          0          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is    13,492
Positions
     4,835      9,717          8      5,041      1,367        361        334      1,333         18      1,035          0          0      1,860        688
 
Changes from:       July 10, 2018                                    Total Change is:       730
       800        712          0         14        -29          0          0          0          0          0          0          0        -84         47
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       72.0        0.1       37.4       10.1        2.7        2.5        9.9        0.1        7.7        0.0        0.0       13.8        5.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         4         10          .          5          .          .          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    27,992
Positions
    19,671     15,865          0      5,391      7,440        304        747        651          0          0      2,476          0      1,879      1,256
 
Changes from:       July 10, 2018                                    Total Change is:     1,653
     1,583      2,655          0        -75     -1,816          0          0        651          0          0          0          0        145        163
 
Percent of Open Interest Represented by Each Category of Trader
      70.3       56.7        0.0       19.3       26.6        1.1        2.7        2.3        0.0        0.0        8.8        0.0        6.7        4.5
 
Number of Traders in Each Category                                    Total Traders:        25 
         5          7          0          4          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    83,974
Positions
     3,841     38,034        516     41,957     32,096      5,151     19,284      2,601      1,010          0      1,021          0     12,215      3,545
 
Changes from:       July 10, 2018                                    Total Change is:      -492
       221        898         28       -490       -198       -440       -150         35        -24          0          0          0        363       -791
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       45.3        0.6       50.0       38.2        6.1       23.0        3.1        1.2        0.0        1.2        0.0       14.5        4.2
 
Number of Traders in Each Category                                    Total Traders:        86 
         5          9          .         35         15         13         15          5         10          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    49,735
Positions
     8,788     14,000        394     15,320      9,659        585     14,039     15,856        748      2,505      1,255         16      7,340      7,222
 
Changes from:       July 10, 2018                                    Total Change is:     1,076
      -259      2,238        -38       -146        178         48      1,211     -1,572         92        -46        127        -30        244         32
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       28.1        0.8       30.8       19.4        1.2       28.2       31.9        1.5        5.0        2.5        0.0       14.8       14.5
 
Number of Traders in Each Category                                    Total Traders:       264 
        19         23          8         58         29         24         43         60         23         14         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   248,675
Positions
    43,939     69,998      1,970     76,602     48,297      2,925     70,196     79,279      3,741     12,524      6,275         79     36,699     36,111
 
Changes from:       July 10, 2018                                    Total Change is:     5,380
    -1,295     11,191       -189       -731        889        238      6,053     -7,858        462       -228        634       -148      1,218        161
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       28.1        0.8       30.8       19.4        1.2       28.2       31.9        1.5        5.0        2.5        0.0       14.8       14.5
 
Number of Traders in Each Category                                    Total Traders:       264 
        19         23          8         58         29         24         43         60         23         14         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   567,232
Positions
    44,686    183,141      2,619    264,076    150,360     41,139    156,860    156,777     13,909     17,641      1,539        267     26,035     17,481
 
Changes from:       July 10, 2018                                    Total Change is:    -6,541
       402       -306        162     -7,843     -3,746      2,752     -3,529     -4,761        247      1,752       -175          5       -489       -719
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       32.3        0.5       46.6       26.5        7.3       27.7       27.6        2.5        3.1        0.3        0.0        4.6        3.1
 
Number of Traders in Each Category                                    Total Traders:       315 
        15         30          .         88         48         30         55         57         26         16          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    29,522
Positions
     1,685     16,215          1     18,585      1,206        348      1,938      8,241        264      1,111      1,203          0      5,590      2,044
 
Changes from:       July 10, 2018                                    Total Change is:    -1,025
       450          0          0     -1,653         50          1        335       -640          2        222       -163          0       -382       -275
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       54.9        0.0       63.0        4.1        1.2        6.6       27.9        0.9        3.8        4.1        0.0       18.9        6.9
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          4          .         17          .          .          6          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    54,908
Positions
     6,127     12,114      1,127     21,972     21,305      1,283     14,069      5,908        395      1,356      1,606          0      8,579     11,170
 
Changes from:       July 10, 2018                                    Total Change is:     1,125
      -598      1,561       -464      2,199       -894       -481      1,402      1,819         55       -163        263          0       -825       -734
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       22.1        2.1       40.0       38.8        2.3       25.6       10.8        0.7        2.5        2.9        0.0       15.6       20.3
 
Number of Traders in Each Category                                    Total Traders:        68 
         8         13          6         10          5          6         17         11          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   300,560
Positions
    33,139    183,391      2,177    200,240     70,471     19,838     31,299     14,706      2,144      2,598      2,470          0      9,125      5,363
 
Changes from:       July 10, 2018                                    Total Change is:    -1,784
    -1,472      2,450         15        251      1,094       -677       -566     -4,640        -13       -148         -6          0        826         -7
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       61.0        0.7       66.6       23.4        6.6       10.4        4.9        0.7        0.9        0.8        0.0        3.0        1.8
 
Number of Traders in Each Category                                    Total Traders:       155 
         8         14          .         58         32         24         22         12          8          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is   977,213
Positions
    55,325    501,298      6,528    616,022    246,298    104,821    115,862     64,583      8,773     38,801     29,483      1,050     30,031     14,379
 
Changes from:       July 10, 2018                                    Total Change is:    -5,781
    -3,959     -1,630      1,298      8,846      2,510     -5,114     -1,834        471     -4,119       -600        268        109       -408        426
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       51.3        0.7       63.0       25.2       10.7       11.9        6.6        0.9        4.0        3.0        0.1        3.1        1.5
 
Number of Traders in Each Category                                    Total Traders:       406 
        21         27         10        141         78         68         57         36         22         33         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   113,614
Positions
    21,104     40,688     72,125     10,635          0        270      8,420          0        408        620         30          0         32         93
 
Changes from:       July 10, 2018                                    Total Change is:      -111
       -36       -332        201          0          0          0       -276          0          0          0          0          0          0         20
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       35.8       63.5        9.4        0.0        0.2        7.4        0.0        0.4        0.5        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         .         14          8          8          0          .          5          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is   838,041
Positions
    20,019    115,882        367    324,586    233,650    177,467    114,222     81,406      7,670     39,209     38,322        584    153,917    182,693
 
Changes from:       July 10, 2018                                    Total Change is:    14,244
       217     20,778     -1,994      6,883     -2,834      1,568      9,524      1,004     -6,232        674       -525         17      3,587      2,462
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       13.8        0.0       38.7       27.9       21.2       13.6        9.7        0.9        4.7        4.6        0.1       18.4       21.8
 
Number of Traders in Each Category                                    Total Traders:       190 
        12         20          .         52         30         43         38         20         18         10          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is   996,588
Positions
    13,484    205,869      1,015    551,609     71,677    157,261     61,538    445,649      5,332     61,006     16,634        712    144,631     92,439
 
Changes from:       July 10, 2018                                    Total Change is:    18,673
     3,005      2,733        450     12,874     -2,869      6,396     -4,468     13,173     -3,657         55      9,709        -52      4,070     -7,210
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       20.7        0.1       55.3        7.2       15.8        6.2       44.7        0.5        6.1        1.7        0.1       14.5        9.3
 
Number of Traders in Each Category                                    Total Traders:       131 
         4         18          4         57          8         37         11         24         14          6          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 1,920,270
Positions
    58,660    194,031     14,334    809,955    317,723    257,469    342,033    583,026    105,669    208,563    266,244      2,609    120,978    179,165
 
Changes from:       July 10, 2018                                    Total Change is:    16,243
     1,077     -3,744       -496    -22,954     -1,569     18,280      9,106     -6,388     17,015     -5,026    -12,762        -55       -704      5,962
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       10.1        0.7       42.2       16.5       13.4       17.8       30.4        5.5       10.9       13.9        0.1        6.3        9.3
 
Number of Traders in Each Category                                    Total Traders:       332 
        15         32          5         78         43         59         52         67         36         21         24          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,688,390
Positions
   141,113    329,249      8,506  1,595,641    718,327    553,151    414,686  1,106,587    165,995    446,482    265,222     27,769    335,047    513,584
 
Changes from:       July 10, 2018                                    Total Change is:    55,338
     2,641    -12,231     -2,901      7,566    -23,476      1,422     14,222    104,265    -14,762     46,952       -321        408       -210      2,934
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        8.9        0.2       43.3       19.5       15.0       11.2       30.0        4.5       12.1        7.2        0.8        9.1       13.9
 
Number of Traders in Each Category                                    Total Traders:       451 
        22         47         10         98         88        103         59         81         47         23         33         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   578,112
Positions
    39,906     24,727      7,788    190,026    210,277     54,174    117,539     47,318     19,641     46,106     44,804        500    102,432    168,883
 
Changes from:       July 10, 2018                                    Total Change is:     8,078
    -3,368      6,276       -227      1,852      6,018      3,421      2,871      3,860        763        -23     -3,247          0      2,789     -8,786
 
Percent of Open Interest Represented by Each Category of Trader
       6.9        4.3        1.3       32.9       36.4        9.4       20.3        8.2        3.4        8.0        7.8        0.1       17.7       29.2
 
Number of Traders in Each Category                                    Total Traders:       108 
         5          8          4         17         38         33         16         13          8          4          7          .
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Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,837,162
Positions
    63,598    286,904     58,126  1,921,590    521,578    648,723    350,886  1,420,993    157,315    347,753    315,003     21,607    267,564    406,913
 
Changes from:       July 10, 2018                                    Total Change is:   -59,268
   -46,897      8,056    -15,858     29,382     -9,621    -32,974      3,906     -6,545     -1,994       -167      1,223        113      5,221     -1,668
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        7.5        1.5       50.1       13.6       16.9        9.1       37.0        4.1        9.1        8.2        0.6        7.0       10.6
 
Number of Traders in Each Category                                    Total Traders:       352 
        10         44          8         81         59         73         35         77         34         21         25          8
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Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,886,290
Positions
   448,668    451,136    535,671     28,833     14,566     44,877     68,131    197,845    446,074    193,180     50,681     89,209     31,647     56,231
 
Changes from:       July 10, 2018                                    Total Change is:   -23,759
   -10,954    -27,587    -20,621     13,168     -5,199    -15,100    -18,445      4,508     34,766    -19,673     -4,773     13,394       -294     -3,147
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       23.9       28.4        1.5        0.8        2.4        3.6       10.5       23.6       10.2        2.7        4.7        1.7        3.0
 
Number of Traders in Each Category                                    Total Traders:       147 
        29         30         50          .          4          4         29         31         48          7          8          7
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Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is14,127,542
Positions
 6,351,923  1,010,894  1,915,134    313,290  1,934,586  1,456,686    594,232  3,433,474  2,180,592    214,329    348,770    513,405    587,951  1,334,001
 
Changes from:       July 10, 2018                                    Total Change is:   -54,441
  -110,426     -4,081    -46,027      3,708    -17,460      3,367     32,094    -55,402     94,107     15,759    -25,140    -24,411    -22,612     20,606
 
Percent of Open Interest Represented by Each Category of Trader
      45.0        7.2       13.6        2.2       13.7       10.3        4.2       24.3       15.4        1.5        2.5        3.6        4.2        9.4
 
Number of Traders in Each Category                                    Total Traders:       288 
        36         41         67          8         28         31         26        101         98         13         17         25
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Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is     8,879
Positions
     5,557      2,356        738          0          0          0         28      3,233      2,145          0         25          0        411        382
 
Changes from:       July 10, 2018                                    Total Change is:     2,209
     2,076      1,673        -62          0          0          0         -7        540        181          0         25          0         21       -148
 
Percent of Open Interest Represented by Each Category of Trader
      62.6       26.5        8.3        0.0        0.0        0.0        0.3       36.4       24.2        0.0        0.3        0.0        4.6        4.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          7          4          0          0          0          .         10          7          0          .          0
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Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    31,613
Positions
     4,752      4,719          0        128      8,409         29     15,098     14,847          0     11,326      3,326        215         65         68
 
Changes from:       July 10, 2018                                    Total Change is:       788
       257       -180          0          0        203          0        409        822          0        100          3          1         21        -61
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       14.9        0.0        0.4       26.6        0.1       47.8       47.0        0.0       35.8       10.5        0.7        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          5          0          .         10          .          .         12          0          .          5          .
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Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                         
CFTC Code #246606                                                    Open Interest is    14,319
Positions
     3,265      2,047          0        708      2,491         24     10,278      7,272          0          0      2,424          0         44         61
 
Changes from:       July 10, 2018                                    Total Change is:      -560
      -129       -143          0          0       -278          0       -350        -46       -110          0          7          0         29         10
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       14.3        0.0        4.9       17.4        0.2       71.8       50.8        0.0        0.0       16.9        0.0        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          4          0          .          7          .          4          8          0          0          4          0
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Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     5,122
Positions
        55          0          0        112          0          0      1,245      2,325        327      1,083      1,810         11      2,289        649
 
Changes from:       July 10, 2018                                    Total Change is:      -103
         0          0          0        -88        -42          0        -18       -310         33        -65        366          0         35       -150
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        0.0        0.0        2.2        0.0        0.0       24.3       45.4        6.4       21.1       35.3        0.2       44.7       12.7
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          0          0          .          0          0          9         12          4         18          8          .
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Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     2,854
Positions
         0          0          0         25         89          0      1,469      1,990         68        493        332         15        784        360
 
Changes from:       July 10, 2018                                    Total Change is:       232
         0          0          0         25        -30          0         57        338        -34         97        -36          4         83        -10
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.9        3.1        0.0       51.5       69.7        2.4       17.3       11.6        0.5       27.5       12.6
 
Number of Traders in Each Category                                    Total Traders:        33 
         0          0          0          .          .          0          9         10          4          7          4          .
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Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    49,216
Positions
     3,933     19,785         55     13,735        647        452     16,394     22,997      1,339      6,502      1,951        129      6,677      1,861
 
Changes from:       July 10, 2018                                    Total Change is:     1,418
     3,268          0         55      1,570        338         -2       -343      1,194       -249     -3,056        246          0        175       -164
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       40.2        0.1       27.9        1.3        0.9       33.3       46.7        2.7       13.2        4.0        0.3       13.6        3.8
 
Number of Traders in Each Category                                    Total Traders:       127 
         .          .          .         12          .          .         35         22         10         38         12          .
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Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   425,383
Positions
    33,991     12,435     38,713     96,678     53,267     16,434     86,691    156,376     93,943     15,659      7,819     15,994     27,280     30,402
 
Changes from:       July 10, 2018                                    Total Change is:    44,155
     1,828      1,803      5,716       -719      6,911       -914     29,126     26,370      9,190     -1,354      2,673     -3,328      4,610     -4,266
 
Percent of Open Interest Represented by Each Category of Trader
       8.0        2.9        9.1       22.7       12.5        3.9       20.4       36.8       22.1        3.7        1.8        3.8        6.4        7.1
 
Number of Traders in Each Category                                    Total Traders:       237 
        14          9         20         25         35         20         48         67         56          8         15         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    35,827
Positions
     1,051      3,414          0     25,475         34        210      4,897     31,767        242      3,797        144          0        155         16
 
Changes from:       July 10, 2018                                    Total Change is:    -7,247
        15          0          0     -6,002          1          0       -242     -7,239          0     -1,015          2          0         -3        -11
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        9.5        0.0       71.1        0.1        0.6       13.7       88.7        0.7       10.6        0.4        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        45 
         4          .          0         11          .          .          5         10          .         10          .          0
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Updated July 20, 2018