Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   175,427
Positions
    22,026     11,399     40,337     32,517     21,959      3,644     15,197     39,249     22,018      9,992      2,199        786     28,909     33,836
 
Changes from:       June 5, 2018                                     Total Change is:    -8,446
       -52        624     -4,457        156        361     -1,505     -3,460     -5,530      1,589        -72        331       -130       -515        271
 
Percent of Open Interest Represented by Each Category of Trader
      12.6        6.5       23.0       18.5       12.5        2.1        8.7       22.4       12.6        5.7        1.3        0.4       16.5       19.3
 
Number of Traders in Each Category                                    Total Traders:        93 
        11          .         12         10         13          5         16         27         21          9          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   102,973
Positions
    74,260      1,663      3,343      2,118     18,392        301      8,954     39,837      7,831        480      1,674          0      5,685     29,932
 
Changes from:       June 5, 2018                                     Total Change is:      -241
    -1,102         56     -1,099          0     -1,614          0     -3,428     -3,940      6,386          0          0          0       -998        -30
 
Percent of Open Interest Represented by Each Category of Trader
      72.1        1.6        3.2        2.1       17.9        0.3        8.7       38.7        7.6        0.5        1.6        0.0        5.5       29.1
 
Number of Traders in Each Category                                    Total Traders:        58 
         9          .          4          .         11          .          9         22         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   304,032
Positions
    61,129     38,746     69,465     37,557     67,573      3,936     54,281     30,421     44,210      2,109      7,983      2,625     28,721     39,074
 
Changes from:       June 5, 2018                                     Total Change is:    11,335
    -1,634     -3,442     25,140      1,760     -1,103     -4,141     -9,569     -5,336      1,551       -300       -730     -1,267       -204        664
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       12.7       22.8       12.4       22.2        1.3       17.9       10.0       14.5        0.7        2.6        0.9        9.4       12.9
 
Number of Traders in Each Category                                    Total Traders:       127 
         7          8          8         11         26         10         31         32         31          4          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   190,631
Positions
    25,362     29,072     26,313     33,019     28,259      6,297     54,323     39,888     16,227      2,137      1,003      1,335     25,619     42,238
 
Changes from:       June 5, 2018                                     Total Change is:     8,459
     1,104      1,423      6,533       -419      2,229     -3,043     15,047      1,313     -7,445         21         21       -699     -2,639      8,127
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       15.3       13.8       17.3       14.8        3.3       28.5       20.9        8.5        1.1        0.5        0.7       13.4       22.2
 
Number of Traders in Each Category                                    Total Traders:       119 
         7          9         11         15         21         11         33         26         26          4          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   680,977
Positions
    92,847    228,448     64,058    275,773    113,005     36,304     44,995     93,668     57,813     20,514      8,595      8,314     80,360     70,772
 
Changes from:       June 5, 2018                                     Total Change is:   -19,400
     1,253      9,381      5,869     17,425      4,496     -5,457     -7,575        598    -29,054       -437     -1,122     -3,337      1,910       -777
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       33.5        9.4       40.5       16.6        5.3        6.6       13.8        8.5        3.0        1.3        1.2       11.8       10.4
 
Number of Traders in Each Category                                    Total Traders:       289 
        21          8         20         87         38         45         31         57         44         26         20         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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    39,308
Positions
       407     24,476         13     17,385      6,204      2,128      4,341        168      1,378          0        771          5     13,651      4,165
 
Changes from:       June 5, 2018                                     Total Change is:     2,280
       407       -148         13       -251      1,232        202        504        168      1,329          0          0          0         76       -516
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       62.3        0.0       44.2       15.8        5.4       11.0        0.4        3.5        0.0        2.0        0.0       34.7       10.6
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .         13          7          8          5          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   150,931
Positions
    77,013     16,192      6,926      6,192     36,448      3,193     20,555     38,976     12,587      1,434         22        779     22,253     35,809
 
Changes from:       June 5, 2018                                     Total Change is:   -16,921
    -6,914       -251     -1,265        224     -5,021        186     -7,411     -5,777     -2,661       -556       -436       -543      2,019     -1,153
 
Percent of Open Interest Represented by Each Category of Trader
      51.0       10.7        4.6        4.1       24.1        2.1       13.6       25.8        8.3        1.0        0.0        0.5       14.7       23.7
 
Number of Traders in Each Category                                    Total Traders:        86 
         7          5          7          7         15          7         15         31         24          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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    31,791
Positions
     2,301     22,287      3,327     15,176        250          0      6,606      1,485      1,321        100        245          0      2,960      2,876
 
Changes from:       June 5, 2018                                     Total Change is:     4,311
         0          1      3,100      1,099         34          0       -564        231        742          0          0          0        -66        203
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       70.1       10.5       47.7        0.8        0.0       20.8        4.7        4.2        0.3        0.8        0.0        9.3        9.0
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          4          .          .          .          0          6          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   215,172
Positions
    66,388    105,344      1,060     80,948     35,422         11     46,158     43,367     12,799      3,475      9,506        186      4,147      7,477
 
Changes from:       June 5, 2018                                     Total Change is:    11,789
    21,232     -2,160       -391     -9,595      5,032         11     -4,579      4,650      4,523        705       -138        160       -275        104
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       49.0        0.5       37.6       16.5        0.0       21.5       20.2        5.9        1.6        4.4        0.1        1.9        3.5
 
Number of Traders in Each Category                                    Total Traders:       167 
         7          8          .         11         22          .         31         51         20         13         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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    43,440
Positions
    24,930        701      1,304      5,274     28,801          0      9,200      8,364        387        718      1,267          3      1,624      2,613
 
Changes from:       June 5, 2018                                     Total Change is:       983
         0        278          0        -76        101          0      1,445       -271         19        -20        210       -109       -276        755
 
Percent of Open Interest Represented by Each Category of Trader
      57.4        1.6        3.0       12.1       66.3        0.0       21.2       19.3        0.9        1.7        2.9        0.0        3.7        6.0
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          .          .          4          0         11         11          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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    64,699
Positions
    27,854     19,683      4,562      4,584      9,675          4     22,941     22,431      1,900          0        205          0      2,854      6,239
 
Changes from:       June 5, 2018                                     Total Change is:     2,634
    -1,491       -140      4,488         13        -38          4       -210     -1,187       -438          0          0          0        268        -55
 
Percent of Open Interest Represented by Each Category of Trader
      43.1       30.4        7.1        7.1       15.0        0.0       35.5       34.7        2.9        0.0        0.3        0.0        4.4        9.6
 
Number of Traders in Each Category                                    Total Traders:        81 
         9          .          4          5         13          .         16         34         11          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    12,282
Positions
         0      7,215         25        792      2,313          0      9,650        544        558          0          0          0      1,257      1,627
 
Changes from:       June 5, 2018                                     Total Change is:       139
         0         97         10     -3,105        231          0      3,247       -237       -112          0          0          0         99        150
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       58.7        0.2        6.4       18.8        0.0       78.6        4.4        4.5        0.0        0.0        0.0       10.2       13.2
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          .          .          .          4          0          9          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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    58,946
Positions
    11,882     28,259      9,908      9,338        360        813     11,818      5,814      2,996      1,969      1,087      1,541      8,682      8,168
 
Changes from:       June 5, 2018                                     Total Change is:     8,458
    -5,299     -2,399      7,856      1,040       -808        547        483     -1,417      2,205        192        193        862        572      1,419
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       47.9       16.8       15.8        0.6        1.4       20.0        9.9        5.1        3.3        1.8        2.6       14.7       13.9
 
Number of Traders in Each Category                                    Total Traders:       108 
        11         21         17         16          .          5         30         12         14          7          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   117,892
Positions
    23,763     56,518     19,816     18,675        719      1,626     23,637     11,628      5,992      3,938      2,174      3,082     17,363     16,336
 
Changes from:       June 5, 2018                                     Total Change is:    16,916
   -10,597     -4,798     15,711      2,080     -1,615      1,093        965     -2,834      4,411        384        386      1,724      1,144      2,837
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       47.9       16.8       15.8        0.6        1.4       20.0        9.9        5.1        3.3        1.8        2.6       14.7       13.9
 
Number of Traders in Each Category                                    Total Traders:       108 
        11         21         17         16          .          5         30         12         14          7          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   985,141
Positions
    43,503    125,666    117,672    276,603    187,682     93,222     68,755     80,894    160,881     25,888     34,612     33,777    164,840    150,735
 
Changes from:       June 5, 2018                                     Total Change is:    62,841
    -7,431      7,341      1,699     14,978     -1,541     19,546      3,341      5,253     24,534     -3,496       -969      2,213      7,456      4,765
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       12.8       11.9       28.1       19.1        9.5        7.0        8.2       16.3        2.6        3.5        3.4       16.7       15.3
 
Number of Traders in Each Category                                    Total Traders:       626 
        41         34         56        169         92        119         89         98        127         59         42         62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   154,022
Positions
    64,403      2,004     13,278     10,317     19,375      2,092     16,649      5,811     16,023      4,270        146      3,552     23,437     91,740
 
Changes from:       June 5, 2018                                     Total Change is:    14,628
    -1,445       -921     10,403         89     -1,318      1,018      1,155        175      2,379        259         48        321        449      2,523
 
Percent of Open Interest Represented by Each Category of Trader
      41.8        1.3        8.6        6.7       12.6        1.4       10.8        3.8       10.4        2.8        0.1        2.3       15.2       59.6
 
Number of Traders in Each Category                                    Total Traders:        69 
        16          .         12          5          6          4         13         11         21          9          5         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 CONSUMER DISC INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Discretionary Index price)                               
CFTC Code #138747                                                    Open Interest is     8,645
Positions
     4,295      4,191      1,040      1,076      1,881         64        281        220          0        693        648          0      1,196        601
 
Changes from:       June 5, 2018                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      49.7       48.5       12.0       12.4       21.8        0.7        3.3        2.5        0.0        8.0        7.5        0.0       13.8        7.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         7          5          .          .          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    26,364
Positions
    22,624     17,341      1,645        259      2,773        115          0      1,244         38          0      2,329          0      1,683        879
 
Changes from:       June 5, 2018                                     Total Change is:       888
      -715        129        730          0        -37          0          0          0          0          0          0          0        873         66
 
Percent of Open Interest Represented by Each Category of Trader
      85.8       65.8        6.2        1.0       10.5        0.4        0.0        4.7        0.1        0.0        8.8        0.0        6.4        3.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         8          5          7          .          5          .          0          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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    32,174
Positions
     3,925     23,354      7,459      8,391          0        384      6,756          0          0      2,327          0          0      2,932        977
 
Changes from:       June 5, 2018                                     Total Change is:     7,361
       537       -550      7,459        -26          0         68     -1,210          0         -1          0          0          0        534        385
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       72.6       23.2       26.1        0.0        1.2       21.0        0.0        0.0        7.2        0.0        0.0        9.1        3.0
 
Number of Traders in Each Category                                    Total Traders:        24 
         .         10          5          5          0          .          5          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 4,155,594
Positions
   178,847    901,655    238,618  1,341,246    851,350    445,831    350,362    465,248    634,458    109,303    173,545    149,915    707,014    294,974
 
Changes from:       June 5, 2018                                     Total Change is:   241,066
   -29,714     41,522    -43,736     73,537     -2,022     93,549     12,065     26,521    109,644    -18,849     -5,157      9,533     35,038     11,212
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       21.7        5.7       32.3       20.5       10.7        8.4       11.2       15.3        2.6        4.2        3.6       17.0        7.1
 
Number of Traders in Each Category                                    Total Traders:       613 
        37         38         52        170         90        117         84        100        124         55         38         58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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    46,045
Positions
     6,250     29,424     13,429     20,425          0      1,483        734          0         16      1,324      1,026          0      2,384        667
 
Changes from:       June 5, 2018                                     Total Change is:    12,497
      -139        214     12,743        -21          0          0          0          0       -392       -214          0          0        520        -68
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       63.9       29.2       44.4        0.0        3.2        1.6        0.0        0.0        2.9        2.2        0.0        5.2        1.4
 
Number of Traders in Each Category                                    Total Traders:        30 
         5         10          5         11          0          .          .          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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    12,633
Positions
     2,309      6,512      2,312      4,629      1,417        200        370      1,294         39      1,035          0          0      1,739        859
 
Changes from:       June 5, 2018                                     Total Change is:     2,601
       859         22      2,256        -45          0        164        370          0          0          0          0          0     -1,003        159
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       51.5       18.3       36.6       11.2        1.6        2.9       10.2        0.3        8.2        0.0        0.0       13.8        6.8
 
Number of Traders in Each Category                                    Total Traders:        23 
         4         10          6          5          .          .          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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    33,235
Positions
    21,497     11,124      5,298      4,676     12,375        410        267          0          0          0      3,037          0      1,087        991
 
Changes from:       June 5, 2018                                     Total Change is:     4,318
       865       -210      3,476        306        786          0       -260          0          0          0          0          0        -69        266
 
Percent of Open Interest Represented by Each Category of Trader
      64.7       33.5       15.9       14.1       37.2        1.2        0.8        0.0        0.0        0.0        9.1        0.0        3.3        3.0
 
Number of Traders in Each Category                                    Total Traders:        26 
        11          4          .          4          4          .          .          0          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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    98,698
Positions
     5,287     36,652     14,234     42,478     34,091      4,832     16,795      3,239        518      1,881        727          0     12,673      4,405
 
Changes from:       June 5, 2018                                     Total Change is:    14,593
        -6      1,729     13,130       -163     -1,760        274       -404        454        185        277          0          0      1,300        581
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       37.1       14.4       43.0       34.5        4.9       17.0        3.3        0.5        1.9        0.7        0.0       12.8        4.5
 
Number of Traders in Each Category                                    Total Traders:        85 
         .         10          6         32         17         13         13          5          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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    62,501
Positions
    14,576      9,694      7,709      9,916     12,105      5,295     10,569     13,244      2,721      2,701      2,130      1,249      7,765      8,354
 
Changes from:       June 5, 2018                                     Total Change is:     6,756
       380     -2,836      4,049     -1,048        216      4,651     -1,264        533       -827        162        321        108        544        541
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       15.5       12.3       15.9       19.4        8.5       16.9       21.2        4.4        4.3        3.4        2.0       12.4       13.4
 
Number of Traders in Each Category                                    Total Traders:       262 
        21         18         21         49         35         24         39         59         29         17         24         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   312,503
Positions
    72,882     48,472     38,543     49,581     60,524     26,477     52,843     66,220     13,603     13,503     10,649      6,247     38,825     41,769
 
Changes from:       June 5, 2018                                     Total Change is:    33,780
     1,900    -14,178     20,245     -5,239      1,081     23,256     -6,320      2,667     -4,135        812      1,603        538      2,722      2,704
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       15.5       12.3       15.9       19.4        8.5       16.9       21.2        4.4        4.3        3.4        2.0       12.4       13.4
 
Number of Traders in Each Category                                    Total Traders:       262 
        21         18         21         49         35         24         39         59         29         17         24         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   643,345
Positions
    48,817    177,198     49,531    238,390    187,505     50,485    172,320    117,986     23,513     20,395      3,732      3,270     36,625     30,125
 
Changes from:       June 5, 2018                                     Total Change is:    72,794
     2,658     -1,156     42,306     -4,571     -2,992     12,319     -2,310      1,316      7,871        829     -1,098      1,333     12,359     12,894
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       27.5        7.7       37.1       29.1        7.8       26.8       18.3        3.7        3.2        0.6        0.5        5.7        4.7
 
Number of Traders in Each Category                                    Total Traders:       317 
        18         28         19         84         47         41         60         57         40         16          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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    31,221
Positions
     1,050     17,639          0     19,698      3,097        372      2,834      3,599         56        931      1,938        152      6,128      4,368
 
Changes from:       June 5, 2018                                     Total Change is:   -17,795
    -1,983    -16,842       -505       -782       -642          1     -9,518        644     -1,855     -1,103      1,867       -898     -1,152        435
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       56.5        0.0       63.1        9.9        1.2        9.1       11.5        0.2        3.0        6.2        0.5       19.6       14.0
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          4          0         14          .          .          8          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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    49,027
Positions
    10,056      6,164        334     19,644      5,669      1,602      6,883      7,695          8      2,139      1,381          0      8,361     26,174
 
Changes from:       June 5, 2018                                     Total Change is:   -29,295
   -15,321    -10,510     -1,496      2,128     -1,457         75        906    -14,175     -3,353      2,062     -1,216       -594    -13,702      3,431
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       12.6        0.7       40.1       11.6        3.3       14.0       15.7        0.0        4.4        2.8        0.0       17.1       53.4
 
Number of Traders in Each Category                                    Total Traders:        52 
         6          8          4         13          .          5          9         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   350,424
Positions
    34,149    201,224     23,326    214,911     75,914     22,563     32,369     10,894      1,543      2,696      1,304        279     18,588     13,377
 
Changes from:       June 5, 2018                                     Total Change is:    40,528
      -350     18,278     19,583     12,371     -4,956       -185        174     -1,321         10        -20        -24        279      8,666      8,864
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       57.4        6.7       61.3       21.7        6.4        9.2        3.1        0.4        0.8        0.4        0.1        5.3        3.8
 
Number of Traders in Each Category                                    Total Traders:       156 
         7         14         10         59         31         27         23         12          8          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,165,907
Positions
    69,564    673,205    105,064    633,893    170,397     91,350    127,784     33,452     12,806     42,938     16,600      1,063     81,445     61,970
 
Changes from:       June 5, 2018                                     Total Change is:   151,553
      -712     -9,419    100,219      4,979     14,172     -1,447      7,136      5,780      3,298     -1,510        591        644     38,946     37,715
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       57.7        9.0       54.4       14.6        7.8       11.0        2.9        1.1        3.7        1.4        0.1        7.0        5.3
 
Number of Traders in Each Category                                    Total Traders:       402 
        23         24         18        148         63         70         66         31         25         37          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   111,404
Positions
    22,263     38,693     71,910     10,733          0        270      5,218          0        408        570         30          0         32         93
 
Changes from:       June 5, 2018                                     Total Change is:       774
    -3,140       -690      2,065         -5          0          0      1,648       -731        230          0          0          0        -24       -100
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       34.7       64.5        9.6        0.0        0.2        4.7        0.0        0.4        0.5        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         .         13          8          8          0          .          6          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,021,793
Positions
    17,918     89,253     39,577    347,852    237,626    219,632     88,242     77,326    118,455     34,357     32,830     15,310    140,451    191,785
 
Changes from:       June 5, 2018                                     Total Change is:    20,446
     2,291      9,437     -2,592     19,302       -170     -5,541     12,108      7,705      2,586        216      4,022        313     -8,237      4,686
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        8.7        3.9       34.0       23.3       21.5        8.6        7.6       11.6        3.4        3.2        1.5       13.7       18.8
 
Number of Traders in Each Category                                    Total Traders:       196 
         7         19         20         56         32         57         33         27         44          9         13          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,027,346
Positions
    15,460    210,765      4,826    525,649     71,234    173,472     75,569    388,167     41,405     60,001     34,454      5,560    125,404     97,463
 
Changes from:       June 5, 2018                                     Total Change is:    -1,240
     3,154       -666     -3,271     -7,649     -4,058       -788     -1,307     -8,018      5,217      1,695     15,112        499      1,210     -5,267
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       20.5        0.5       51.2        6.9       16.9        7.4       37.8        4.0        5.8        3.4        0.5       12.2        9.5
 
Number of Traders in Each Category                                    Total Traders:       128 
         .         17          6         53          9         39         12         23         20          6          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 1,859,226
Positions
    40,325    184,380     24,629    747,785    360,329    235,201    336,091    495,420    121,544    219,941    260,134      7,372    126,339    170,217
 
Changes from:       June 5, 2018                                     Total Change is:   -21,054
     3,239     10,941        -25      3,155    -14,244     -3,398    -32,657    -21,251       -462     11,591      5,421        144     -2,641      1,819
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        9.9        1.3       40.2       19.4       12.7       18.1       26.6        6.5       11.8       14.0        0.4        6.8        9.2
 
Number of Traders in Each Category                                    Total Traders:       330 
        15         34         10         75         47         62         50         62         47         25         22         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,292,515
Positions
   100,354    369,947    211,292  1,486,534    718,085    588,726    448,363    906,058    567,439    426,673    247,995    112,626    350,508    570,347
 
Changes from:       June 5, 2018                                     Total Change is:    -1,531
    12,391    -23,932        525    -86,222     -8,703    -12,155     27,855     -1,057     25,000     32,578     -8,541      3,665     -5,167     23,667
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        8.6        4.9       34.6       16.7       13.7       10.4       21.1       13.2        9.9        5.8        2.6        8.2       13.3
 
Number of Traders in Each Category                                    Total Traders:       473 
        19         49         44         84        103        111         57         99         96         28         34         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   535,746
Positions
    30,182     39,309      7,609    194,857    177,460     53,820     98,006     31,877     10,649     41,254     38,088          0     99,369    176,934
 
Changes from:       June 5, 2018                                     Total Change is:     9,774
     3,386     -2,472      1,760      8,286     11,188     -1,247      1,882      2,397        988        158      1,460          0     -5,439     -4,300
 
Percent of Open Interest Represented by Each Category of Trader
       5.6        7.3        1.4       36.4       33.1       10.0       18.3        6.0        2.0        7.7        7.1        0.0       18.5       33.0
 
Number of Traders in Each Category                                    Total Traders:        99 
         4          8          4         21         32         31         14          9          8          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,160,575
Positions
    79,441    318,308    142,714  1,909,943    567,057    662,353    340,978  1,240,896    421,076    280,420    319,637     60,727    262,922    427,807
 
Changes from:       June 5, 2018                                     Total Change is:   112,720
   -20,191    -40,700     33,746    -31,500    -15,920     64,520     17,915     23,812     23,907     16,794     -4,834      7,082        448     21,106
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        7.7        3.4       45.9       13.6       15.9        8.2       29.8       10.1        6.7        7.7        1.5        6.3       10.3
 
Number of Traders in Each Category                                    Total Traders:       345 
        17         38         27         80         58         77         43         67         65         19         23         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,944,509
Positions
   514,425    413,177    505,167      7,787     18,752     63,170     75,214    226,158    459,069    199,132    107,937     92,188     28,357     58,891
 
Changes from:       June 5, 2018                                     Total Change is:    57,456
   -25,283     43,926     -1,198      2,923        697    -10,121     10,351     -8,096     25,782     51,947     -2,074      1,393      1,662      7,147
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       21.2       26.0        0.4        1.0        3.2        3.9       11.6       23.6       10.2        5.6        4.7        1.5        3.0
 
Number of Traders in Each Category                                    Total Traders:       152 
        30         26         48          .          6          5         22         37         49          6         13         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is30,532,307
Positions
 6,491,257  1,305,492  5,273,229    276,484  2,601,720  2,792,389    676,912  2,382,856 12,490,735    117,332    542,124  1,747,579    666,391  1,396,184
 
Changes from:       June 5, 2018                                     Total Change is:   857,494
   -60,696    -55,764    294,341     35,401     79,925     81,085     35,414     71,094    423,979     16,376    -45,937     47,866    -16,272    -39,096
 
Percent of Open Interest Represented by Each Category of Trader
      21.3        4.3       17.3        0.9        8.5        9.1        2.2        7.8       40.9        0.4        1.8        5.7        2.2        4.6
 
Number of Traders in Each Category                                    Total Traders:       327 
        35         49         77         11         38         41         54         84        108         17         24         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    43,760
Positions
    18,065      5,179        437         54      8,955        136      2,556      9,140     11,854     10,336      7,753        242         80         64
 
Changes from:       June 5, 2018                                     Total Change is:    10,120
      -379       -391        437          0       -549          0     -1,775     -1,268     11,854        -50         63         -7         40        -19
 
Percent of Open Interest Represented by Each Category of Trader
      41.3       11.8        1.0        0.1       20.5        0.3        5.8       20.9       27.1       23.6       17.7        0.6        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          6          .          .         12          .          6          9          .          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                         
CFTC Code #246606                                                    Open Interest is    21,285
Positions
       563      4,052        736        290      2,845        694     17,238      8,792      1,748          0      2,388          0         16         30
 
Changes from:       June 5, 2018                                     Total Change is:     1,695
      -294        -71        736          0       -434          9       -509       -265      1,748          0         23          0          5        -51
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       19.0        3.5        1.4       13.4        3.3       81.0       41.3        8.2        0.0       11.2        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          5          .          .          8          .          6          9          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     5,970
Positions
        55          0          0        159         72          0      1,420      3,746        325      1,239      1,000        192      2,580        635
 
Changes from:       June 5, 2018                                     Total Change is:       352
        55          0          0          6         44          0        -35       -169         41        130        300         58         97         78
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        0.0        0.0        2.7        1.2        0.0       23.8       62.7        5.4       20.8       16.8        3.2       43.2       10.6
 
Number of Traders in Each Category                                    Total Traders:        56 
         .          0          0          .          .          0          5         16          7         20         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     2,643
Positions
        29          0          0          0        108          0      1,349      1,634         19        427        440          0        819        442
 
Changes from:       June 5, 2018                                     Total Change is:        87
        29          0          0        -47         79          0        223       -211         -8       -113        135          0          3         92
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        0.0        0.0        0.0        4.1        0.0       51.0       61.8        0.7       16.2       16.6        0.0       31.0       16.7
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          0          0          0          .          0          7         10          .          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    50,037
Positions
       670      5,421      2,407     13,239        468        512     14,863     35,256      2,616      8,193        982        174      7,363      2,201
 
Changes from:       June 5, 2018                                     Total Change is:     4,692
       110          0      2,220         -6        -86         46       -336      1,945        942      1,777       -151         -7        -54       -217
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       10.8        4.8       26.5        0.9        1.0       29.7       70.5        5.2       16.4        2.0        0.3       14.7        4.4
 
Number of Traders in Each Category                                    Total Traders:       122 
         .          .          .         15          .          .         34         22         13         36          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   444,998
Positions
    46,692     28,128     42,823     95,438     81,565     23,145     83,769    125,087     87,092     19,257      6,606     19,968     26,814     30,584
 
Changes from:       June 5, 2018                                     Total Change is:    17,530
      -758     -1,609       -998       -103     14,136     -2,894     19,375      6,268      1,236         24        322        -27      1,675      1,096
 
Percent of Open Interest Represented by Each Category of Trader
      10.5        6.3        9.6       21.4       18.3        5.2       18.8       28.1       19.6        4.3        1.5        4.5        6.0        6.9
 
Number of Traders in Each Category                                    Total Traders:       234 
        16          7         15         23         33         19         63         50         61         17         15         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    74,110
Positions
       807          0          0     39,993         34        210     24,451     71,021      2,675      5,739        153          0        235         17
 
Changes from:       June 5, 2018                                     Total Change is:     1,483
       -23          0          0     -1,045          1          0        547     -1,035      2,590       -543          0          0        -43        -73
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        0.0        0.0       54.0        0.0        0.3       33.0       95.8        3.6        7.7        0.2        0.0        0.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          0          0         12          .          .          8          6          .          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated June 15, 2018