Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   186,960
Positions
    21,393    117,862      1,062     46,554      4,633      1,347     65,772     22,934      4,139      4,720      8,217        994     40,979     25,772
 
Changes from:       August 15, 2017                                  Total Change is:    -5,066
     3,127       -688         57        224       -201         29     -7,214     -5,975     -1,319       -205        243        -76        311      2,864
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       63.0        0.6       24.9        2.5        0.7       35.2       12.3        2.2        2.5        4.4        0.5       21.9       13.8
 
Number of Traders in Each Category                                    Total Traders:        93 
         5          8          4         16          4          6         33         16         19          6          4          4
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Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    40,420
Positions
     5,654      7,186         51      3,192      3,490          0     18,317     11,124      1,725          0      2,612          0     11,481     14,232
 
Changes from:       August 15, 2017                                  Total Change is:     1,040
       699        340         34        411         96          0       -356        992        376          0       -234          0       -124       -564
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       17.8        0.1        7.9        8.6        0.0       45.3       27.5        4.3        0.0        6.5        0.0       28.4       35.2
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          5          .          4          .          0         12         10          8          0          .          0
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Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   216,494
Positions
    78,627      6,380      2,706     18,125     74,896      2,609     49,042     79,536      7,117     25,264     11,153      3,987     29,017     28,110
 
Changes from:       August 15, 2017                                  Total Change is:     3,235
     6,326     -9,727      1,080     -1,709      3,115         43     -3,083      9,834        321       -514        120      1,364       -593     -2,915
 
Percent of Open Interest Represented by Each Category of Trader
      36.3        2.9        1.2        8.4       34.6        1.2       22.7       36.7        3.3       11.7        5.2        1.8       13.4       13.0
 
Number of Traders in Each Category                                    Total Traders:       117 
         8          6          7         13         21         10         30         31         17          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   215,457
Positions
    81,881     26,648        413     27,705     46,735      4,204     36,940     94,893      6,314     35,820      5,365        345     21,835     30,540
 
Changes from:       August 15, 2017                                  Total Change is:       367
    -4,076        972        -19        863      2,521        600      1,645     -2,670       -151        195        780       -121      1,431     -1,545
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       12.4        0.2       12.9       21.7        2.0       17.1       44.0        2.9       16.6        2.5        0.2       10.1       14.2
 
Number of Traders in Each Category                                    Total Traders:       118 
        10          7          4         15         15          9         29         33         20          6          .          .
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Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   464,445
Positions
    43,591    166,707      5,187    199,440     92,815     17,719     80,501     56,657     13,653     23,446     57,349      3,373     77,535     50,985
 
Changes from:       August 15, 2017                                  Total Change is:     2,297
    -4,469      5,265        683     -2,563      1,877         83     10,307     -4,177     -2,851       -207      1,551       -348      1,662        214
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       35.9        1.1       42.9       20.0        3.8       17.3       12.2        2.9        5.0       12.3        0.7       16.7       11.0
 
Number of Traders in Each Category                                    Total Traders:       258 
        17         17         11         64         36         43         45         40         23         22         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    34,733
Positions
     2,280     25,557         35     14,659      1,873      1,120      2,897        624        542        412        836          0     12,788      4,146
 
Changes from:       August 15, 2017                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       73.6        0.1       42.2        5.4        3.2        8.3        1.8        1.6        1.2        2.4        0.0       36.8       11.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .         11          .          4          .          .          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)               
CFTC Code #399741                                                    Open Interest is    22,455
Positions
       726     11,879          0      8,687      6,737      1,018      4,775          0         27          0          0          0      7,222      2,794
 
Changes from:       August 15, 2017                                  Total Change is:      -901
        -3        -61          0        764       -624       -565     -1,025          0         27          0          0          0        -99        322
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       52.9        0.0       38.7       30.0        4.5       21.3        0.0        0.1        0.0        0.0        0.0       32.2       12.4
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          4          0          5          5          5          6          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   149,592
Positions
     4,520     85,489      1,220      8,464     16,163      2,421     93,652     13,204      2,908        625      7,793         86     35,696     20,308
 
Changes from:       August 15, 2017                                  Total Change is:      -217
       568        786        220        654     -1,343        636     -1,631     -3,080        253         44        807          0       -961      1,504
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       57.1        0.8        5.7       10.8        1.6       62.6        8.8        1.9        0.4        5.2        0.1       23.9       13.6
 
Number of Traders in Each Category                                    Total Traders:        99 
         7          8          4         10         10          6         41         16         12          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    34,843
Positions
     4,559     24,334         51      8,386          0          0     19,688      6,190        122        500      2,990          0      1,537      1,156
 
Changes from:       August 15, 2017                                  Total Change is:    -2,321
      -612      2,545          0        267          0          0     -2,574     -5,016        122        363        100          0        113        -72
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       69.8        0.1       24.1        0.0        0.0       56.5       17.8        0.4        1.4        8.6        0.0        4.4        3.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          5          .          4          0          0         14          4          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   243,849
Positions
     8,227    171,879        976     76,031      5,203        279    142,949     48,376      3,105      3,234     11,237          0      9,048      2,794
 
Changes from:       August 15, 2017                                  Total Change is:     6,260
         0      1,975       -135       -645        472        -85      5,886      1,400        211        551      2,475          0        477        -53
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       70.5        0.4       31.2        2.1        0.1       58.6       19.8        1.3        1.3        4.6        0.0        3.7        1.1
 
Number of Traders in Each Category                                    Total Traders:       159 
         .         10          .         20          7          .         65         29          8         13         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    24,746
Positions
         0     14,972          0      5,237        410          0     16,526      7,941         26      1,136        940          0      1,821        457
 
Changes from:       August 15, 2017                                  Total Change is:      -902
         0          0          0        -60          0          0       -874       -942         25        -30          0          0         37         15
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       60.5        0.0       21.2        1.7        0.0       66.8       32.1        0.1        4.6        3.8        0.0        7.4        1.8
 
Number of Traders in Each Category                                    Total Traders:        36 
         0          4          0          .          .          0          9         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    44,090
Positions
     1,448     19,328      1,105      3,306      9,012          0     28,874      8,778      1,714      1,361        609          0      6,282      3,544
 
Changes from:       August 15, 2017                                  Total Change is:    -4,323
      -294     -3,570       -814        938       -259          0     -4,879       -106        618        108       -200        -25         25         33
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       43.8        2.5        7.5       20.4        0.0       65.5       19.9        3.9        3.1        1.4        0.0       14.2        8.0
 
Number of Traders in Each Category                                    Total Traders:        82 
         .          9          4         13          .          0         37         10          8          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    23,334
Positions
     5,772     12,046      4,400      2,011        642          0      9,948      5,140        214          0        100          0        989        792
 
Changes from:       August 15, 2017                                  Total Change is:     3,515
      -318        969         82        220       -165          0      3,570      2,829          0          0       -200          0        -39          0
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       51.6       18.9        8.6        2.8        0.0       42.6       22.0        0.9        0.0        0.4        0.0        4.2        3.4
 
Number of Traders in Each Category                                    Total Traders:        32 
         4          .          .          7          .          0          8          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    76,255
Positions
     7,211     54,120      1,285     13,716      2,147        218     41,041      5,969      1,330      1,520      1,129          2      9,935     10,058
 
Changes from:       August 15, 2017                                  Total Change is:       268
       -89      3,710         15        155         60        -81       -115     -2,686       -228        340       -221          2        270       -303
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       71.0        1.7       18.0        2.8        0.3       53.8        7.8        1.7        2.0        1.5        0.0       13.0       13.2
 
Number of Traders in Each Category                                    Total Traders:       115 
        13         27          .         15          4          .         33         14          9          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   152,510
Positions
    14,422    108,239      2,569     27,432      4,293        435     82,081     11,938      2,659      3,040      2,258          3     19,869     20,116
 
Changes from:       August 15, 2017                                  Total Change is:       536
      -177      7,420         29        309        119       -161       -230     -5,372       -455        679       -442          3        539       -605
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       71.0        1.7       18.0        2.8        0.3       53.8        7.8        1.7        2.0        1.5        0.0       13.0       13.2
 
Number of Traders in Each Category                                    Total Traders:       115 
        13         27          .         15          4          .         33         14          9          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   713,658
Positions
    41,436    158,827     31,074    324,197    165,033     73,895     95,086    116,829     40,707     24,236     39,026      3,073     79,954     85,194
 
Changes from:       August 15, 2017                                  Total Change is:    18,481
    -2,585      3,858      7,281     -5,909        379      9,185      7,491     -1,861      5,111        587     -1,188      1,042     -3,722     -5,326
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       22.3        4.4       45.4       23.1       10.4       13.3       16.4        5.7        3.4        5.5        0.4       11.2       11.9
 
Number of Traders in Each Category                                    Total Traders:       618 
        32         49         25        133         96         96         88        127         77         41         52         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is    67,563
Positions
     6,059     25,881      5,500     14,251     10,899        330      8,613      8,138        283      2,736        819          0     29,791     15,713
 
Changes from:       August 15, 2017                                  Total Change is:     5,510
     3,464       -956      2,750      1,038        212         -3      3,217      2,509        283         45        303          0     -5,284        412
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       38.3        8.1       21.1       16.1        0.5       12.7       12.0        0.4        4.0        1.2        0.0       44.1       23.3
 
Number of Traders in Each Category                                    Total Traders:        50 
         4         10          .          8          4          .         10         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,230,474
Positions
   212,283    700,131     92,468  1,553,045    773,984    364,512    482,024    593,115    152,461    107,503    191,036     15,362    250,816    347,405
 
Changes from:       August 15, 2017                                  Total Change is:    64,854
   -16,856     37,460      9,266    -34,613        957     45,816     56,509     13,286    -10,998      2,712     -7,453      5,208      7,810    -28,688
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       21.7        2.9       48.1       24.0       11.3       14.9       18.4        4.7        3.3        5.9        0.5        7.8       10.8
 
Number of Traders in Each Category                                    Total Traders:       613 
        32         48         23        131         95         95         88        126         71         42         51         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                    
CFTC Code #13874C                                                    Open Interest is    29,396
Positions
     4,438     27,636          0      8,943        409        456     12,223          0          0          0          0          0      3,336        895
 
Changes from:       August 15, 2017                                  Total Change is:      -341
        30         70          0        -85       -392         22         17          0          0       -270          0          0        -55        -41
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       94.0        0.0       30.4        1.4        1.6       41.6        0.0        0.0        0.0        0.0        0.0       11.3        3.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          6          0          5          .          .          6          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                    
CFTC Code #13874J                                                    Open Interest is    23,032
Positions
    16,022     11,203          0      2,795     10,219        280      2,034          0          0          0        280          0      1,901      1,050
 
Changes from:       August 15, 2017                                  Total Change is:       708
       681        444          0          6          0          0        -18          0          0          0        280          0         39        -16
 
Percent of Open Interest Represented by Each Category of Trader
      69.6       48.6        0.0       12.1       44.4        1.2        8.8        0.0        0.0        0.0        1.2        0.0        8.3        4.6
 
Number of Traders in Each Category                                    Total Traders:        22 
         8          4          0          4          .          .          .          0          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    88,723
Positions
     5,801     33,965        631     41,360     40,760      4,421     23,700      2,968      1,314          0        280          0     11,496      4,384
 
Changes from:       August 15, 2017                                  Total Change is:    -1,973
     1,389     -2,897         66     -1,502        537         77     -1,566       -173        262          0          0          0       -699        155
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       38.3        0.7       46.6       45.9        5.0       26.7        3.3        1.5        0.0        0.3        0.0       13.0        4.9
 
Number of Traders in Each Category                                    Total Traders:        82 
         4         10          .         26         17         15         19          5          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    58,746
Positions
    14,413     13,831      1,082     11,333      9,120      1,335     19,757     19,473      1,535      2,407      4,276         45      6,838      8,048
 
Changes from:       August 15, 2017                                  Total Change is:    -1,760
     2,477     -1,826        -13       -779        739        132     -4,441        288        -95        651       -172        -33        341       -780
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       23.5        1.8       19.3       15.5        2.3       33.6       33.1        2.6        4.1        7.3        0.1       11.6       13.7
 
Number of Traders in Each Category                                    Total Traders:       276 
        16         26          7         47         31         19         51         63         25         12         30          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   293,728
Positions
    72,066     69,157      5,408     56,667     45,602      6,675     98,786     97,366      7,677     12,033     21,378        226     34,190     40,239
 
Changes from:       August 15, 2017                                  Total Change is:    -8,798
    12,386     -9,128        -63     -3,894      3,697        658    -22,204      1,440       -477      3,254       -862       -164      1,706     -3,899
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       23.5        1.8       19.3       15.5        2.3       33.6       33.1        2.6        4.1        7.3        0.1       11.6       13.7
 
Number of Traders in Each Category                                    Total Traders:       276 
        16         26          7         47         31         19         51         63         25         12         30          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                 
CFTC Code #239742                                                    Open Interest is    16,365
Positions
     4,582      7,254          0      4,700          0         81      5,070      6,628          0          0         11         16      1,916      2,375
 
Changes from:       August 15, 2017                                  Total Change is:     3,117
     1,682        951        -41       -325          0         25      1,562      2,270       -172        -96       -189         16        466        257
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       44.3        0.0       28.7        0.0        0.5       31.0       40.5        0.0        0.0        0.1        0.1       11.7       14.5
 
Number of Traders in Each Category                                    Total Traders:        27 
         4          5          0          4          0          .          6          7          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   565,391
Positions
    99,669     79,221      4,012    209,378    204,994     48,185    157,225    185,361     12,639     13,362      7,770        170     20,751     23,039
 
Changes from:       August 15, 2017                                  Total Change is:    -1,779
    13,394     -1,340        127     -6,843      2,829        710     -4,709     -6,247     -2,827        956        493       -208     -2,379      4,684
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       14.0        0.7       37.0       36.3        8.5       27.8       32.8        2.2        2.4        1.4        0.0        3.7        4.1
 
Number of Traders in Each Category                                    Total Traders:       317 
        25         21          7         67         54         33         53         72         25         13         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    34,424
Positions
     1,143     18,368          0     16,773      1,023         96      5,849      1,926        221      3,865     10,501          0      6,477      2,289
 
Changes from:       August 15, 2017                                  Total Change is:       136
      -203         70          0        255         31       -392       -255       -120        113      1,151        342          0       -533         92
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       53.4        0.0       48.7        3.0        0.3       17.0        5.6        0.6       11.2       30.5        0.0       18.8        6.6
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          .          0         17          .          4         10          6          4          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    57,444
Positions
    16,414      6,565      1,259     11,389     11,480      2,126     14,068      8,088        608      1,674      1,415          0      9,906     25,903
 
Changes from:       August 15, 2017                                  Total Change is:     3,600
     2,398        -51        246      1,913      2,403         18     -1,483     -1,127        126        504        -18          0       -122      2,003
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       11.4        2.2       19.8       20.0        3.7       24.5       14.1        1.1        2.9        2.5        0.0       17.2       45.1
 
Number of Traders in Each Category                                    Total Traders:        80 
        15          7          5         13          5          6         18         15          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   345,266
Positions
    51,587    208,283     19,263    191,430     76,405     15,643     41,675      5,688     12,016      2,573      1,519          0     11,079      6,449
 
Changes from:       August 15, 2017                                  Total Change is:    15,554
      -517     -2,870     15,116        159      1,394        509        -23      1,289     -1,242          0       -319          0      1,552      1,677
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       60.3        5.6       55.4       22.1        4.5       12.1        1.6        3.5        0.7        0.4        0.0        3.2        1.9
 
Number of Traders in Each Category                                    Total Traders:       151 
        14          9          6         56         29         22         29          6          8          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is 1,128,466
Positions
    33,278    796,282     20,633    665,201    136,824     84,494    219,022     32,029     27,567     47,652     17,345      1,682     28,937     11,610
 
Changes from:       August 15, 2017                                  Total Change is:     7,727
       447       -695       -320      7,143     14,617     -4,977      4,485      4,328       -182      2,782       -787     -3,755      2,104       -502
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       70.6        1.8       58.9       12.1        7.5       19.4        2.8        2.4        4.2        1.5        0.1        2.6        1.0
 
Number of Traders in Each Category                                    Total Traders:       358 
        23         21         10        128         47         54         65         23         18         41         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A                                                    Open Interest is    99,088
Positions
    20,295     35,164     63,491      6,277          0          5      8,192          0        398        408         30          0         22          0
 
Changes from:       August 15, 2017                                  Total Change is:     2,350
      -800       -550      2,900          0          0          0          0          0          0        250          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       35.5       64.1        6.3        0.0        0.0        8.3        0.0        0.4        0.4        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         .         11          8          .          0          .          .          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   778,565
Positions
     4,864     52,024      6,434    283,166    189,178    134,608    128,479    134,384     37,376     10,662     55,034      2,766    170,210    166,761
 
Changes from:       August 15, 2017                                  Total Change is:    28,478
      -777     10,680      2,035     -2,162     -7,246      4,564     -2,907      6,249     17,694      3,115     -5,231       -848      7,764        581
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        6.7        0.8       36.4       24.3       17.3       16.5       17.3        4.8        1.4        7.1        0.4       21.9       21.4
 
Number of Traders in Each Category                                    Total Traders:       161 
         6         18          9         43         24         36         30         24         24          5         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   890,246
Positions
         0    165,717      5,643    476,685     24,507    127,968     72,412    413,807     41,817     32,469      9,818      6,643    126,609     94,326
 
Changes from:       August 15, 2017                                  Total Change is:    20,285
         0      4,705       -252      1,182         38      2,348     -1,103     15,178      1,699        332     -3,528      6,132      9,947     -6,035
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       18.6        0.6       53.5        2.8       14.4        8.1       46.5        4.7        3.6        1.1        0.7       14.2       10.6
 
Number of Traders in Each Category                                    Total Traders:       117 
         0         16          5         49         10         32         10         24         19          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,549,827
Positions
    40,352    176,825     10,310    456,091    217,392    193,987    433,431    357,258     79,026    191,185    349,057      6,209    139,236    159,763
 
Changes from:       August 15, 2017                                  Total Change is:    80,420
    -6,277     17,206      6,033    -20,556     23,043      1,073     83,247     16,093     10,861        724        -11     -1,069      6,384      7,191
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       11.4        0.7       29.4       14.0       12.5       28.0       23.1        5.1       12.3       22.5        0.4        9.0       10.3
 
Number of Traders in Each Category                                    Total Traders:       289 
        11         33         12         62         38         50         47         51         40         20         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,432,660
Positions
   135,584    197,730     78,037  1,159,581  1,027,410    498,682    709,901    708,143    166,874    278,086    168,927     35,005    370,910    551,852
 
Changes from:       August 15, 2017                                  Total Change is:    57,789
   -20,809     23,830     22,341     38,952    -18,947    -14,843      9,465    -15,062     19,330     -9,414     -1,922      8,194      4,573     34,868
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        5.8        2.3       33.8       29.9       14.5       20.7       20.6        4.9        8.1        4.9        1.0       10.8       16.1
 
Number of Traders in Each Category                                    Total Traders:       408 
        20         41         27         64         97         82         60         75         60         19         31         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   420,002
Positions
    10,942     12,669      5,523    122,479    178,995     32,098    142,333     48,530     10,305      9,240      8,660          0     87,082    123,222
 
Changes from:       August 15, 2017                                  Total Change is:     2,039
     1,789      5,522      1,613      2,112     -2,527      3,028     -3,293        354       -218     -3,713        200          0        721     -5,933
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        3.0        1.3       29.2       42.6        7.6       33.9       11.6        2.5        2.2        2.1        0.0       20.7       29.3
 
Number of Traders in Each Category                                    Total Traders:        68 
         .          5          4         16         23         27         13          5          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 3,206,004
Positions
    79,215    262,313     61,387  1,672,331    723,457    395,731    368,275  1,000,275    130,572    177,987    238,407     21,722    298,784    372,140
 
Changes from:       August 15, 2017                                  Total Change is:    84,814
    27,321     -9,305      3,645     34,887     -1,436    -21,485     18,335     92,426     13,658     -2,621        -27      1,806      9,268      5,532
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        8.2        1.9       52.2       22.6       12.3       11.5       31.2        4.1        5.6        7.4        0.7        9.3       11.6
 
Number of Traders in Each Category                                    Total Traders:       307 
         9         31         13         63         53         65         46         62         49         18         25         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,678,809
Positions
   474,046    217,267    503,853     12,619     32,792     20,769     53,696    276,134    429,123     77,716     58,655     73,473     33,514     66,743
 
Changes from:       August 15, 2017                                  Total Change is:    44,955
    17,022     18,890      6,557          0      1,159      1,017     -2,090    -14,940     25,762     -7,515       -694      5,427     -1,225      1,777
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       12.9       30.0        0.8        2.0        1.2        3.2       16.4       25.6        4.6        3.5        4.4        2.0        4.0
 
Number of Traders in Each Category                                    Total Traders:       153 
        18         42         46          .          8          .         18         47         45          5          8          8
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Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is13,437,818
Positions
 4,695,402  1,016,056  2,486,957    105,885  1,990,831    658,174    652,621  2,194,076  2,349,315    699,421    513,430  1,101,234    688,809  1,127,745
 
Changes from:       August 15, 2017                                  Total Change is:   -51,187
  -147,247     57,012     21,351     14,042    -15,887      9,357     23,678   -169,336    -27,905    -30,670     34,427     67,908     18,299    -28,114
 
Percent of Open Interest Represented by Each Category of Trader
      34.9        7.6       18.5        0.8       14.8        4.9        4.9       16.3       17.5        5.2        3.8        8.2        5.1        8.4
 
Number of Traders in Each Category                                    Total Traders:       327 
        29         54         77          5         38         31         51         89         99          9         34         30
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Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    31,230
Positions
     2,830      5,501          0        193     12,584        111     18,601      8,690          0      9,143      3,952        310         42         82
 
Changes from:       August 15, 2017                                  Total Change is:      -324
    -1,002        -21          0         -3       -332          0        711       -159          0       -315          0        271         14        -83
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       17.6        0.0        0.6       40.3        0.4       59.6       27.8        0.0       29.3       12.7        1.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          6          0          .         12          .          6         11          0          5          4          .
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Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    21,343
Positions
     9,904        766          0        610      8,719        114     10,235      7,666          0        461      3,971          4         15        103
 
Changes from:       August 15, 2017                                  Total Change is:      -736
       -61       -252          0          3        238          0       -320       -759          0       -309         77        -28        -21        -12
 
Percent of Open Interest Represented by Each Category of Trader
      46.4        3.6        0.0        2.9       40.9        0.5       48.0       35.9        0.0        2.2       18.6        0.0        0.1        0.5
 
Number of Traders in Each Category                                    Total Traders:        31 
         4          .          0          .          6          .          6          7          0          .          .          .
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Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    52,379
Positions
       348     14,731        450     13,068      7,053        565     13,426     20,557      4,211     11,207      1,814          0      9,104      2,998
 
Changes from:       August 15, 2017                                  Total Change is:     1,116
       -36         -3        450        -78        451         47     -1,043       -603        369      1,965        131          0       -558        274
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       28.1        0.9       24.9       13.5        1.1       25.6       39.2        8.0       21.4        3.5        0.0       17.4        5.7
 
Number of Traders in Each Category                                    Total Traders:       152 
         .          .          .         10          8          .         32         37         17         49          8          0
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Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   556,057
Positions
   122,586     49,085     30,820     57,023     74,104     91,849    103,820    159,660     87,991     12,998      6,601     17,662     31,308     38,285
 
Changes from:       August 15, 2017                                  Total Change is:   -47,543
    -2,785      4,539    -15,697     -9,200     -6,146     10,875     -2,217    -16,859    -18,296     -3,981     -3,065     -1,808     -4,434     -1,086
 
Percent of Open Interest Represented by Each Category of Trader
      22.0        8.8        5.5       10.3       13.3       16.5       18.7       28.7       15.8        2.3        1.2        3.2        5.6        6.9
 
Number of Traders in Each Category                                    Total Traders:       257 
        21          8         18         23         26         20         62         66         64         21         12         27
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Traders in Financial Futures - Futures Only Positions as of August 22, 2017                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    47,905
Positions
        98        667          0     38,421      1,619          0      3,989     45,137        256      5,089        129          0         52         97
 
Changes from:       August 15, 2017                                  Total Change is:       -61
         0       -317          0          0         91          0        -62        147          0          0         -1          0          1         19
 
Percent of Open Interest Represented by Each Category of Trader
       0.2        1.4        0.0       80.2        3.4        0.0        8.3       94.2        0.5       10.6        0.3        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0          9          .          0          5         12          .          7          .          0
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Updated August 25, 2017