Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   227,931
Positions
    36,169    126,533     10,487     44,325      6,895        813     70,928     32,144     12,887      4,505     13,927      1,028     46,789     23,217
 
Changes from:       September 5, 2017                                Total Change is:    24,578
    13,228      2,253      9,390     -8,427      2,460       -611     -1,293         98      8,162         50      4,613        -98      4,177     -1,689
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       55.5        4.6       19.4        3.0        0.4       31.1       14.1        5.7        2.0        6.1        0.5       20.5       10.2
 
Number of Traders in Each Category                                    Total Traders:       109 
         6         10          7         17          4          7         37         21         17          5          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    44,076
Positions
     6,261      8,159         35      3,144      2,957          0     20,268     11,765      2,969          0      2,898          0     11,399     15,293
 
Changes from:       September 5, 2017                                Total Change is:     2,057
      -305        678         -8        206       -295          0      1,524        542      1,129          0        142          0       -489       -131
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       18.5        0.1        7.1        6.7        0.0       46.0       26.7        6.7        0.0        6.6        0.0       25.9       34.7
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          5          .          4          .          0         13         11         10          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   273,720
Positions
    81,997     13,463     25,875     21,769     70,078      4,093     54,040     88,345     26,279     23,502     11,038      3,255     32,910     31,294
 
Changes from:       September 5, 2017                                Total Change is:    54,672
    -1,587      7,527     21,861      1,918     -1,997        562     12,689      6,625     16,481     -1,158        641       -542      4,448      3,514
 
Percent of Open Interest Represented by Each Category of Trader
      30.0        4.9        9.5        8.0       25.6        1.5       19.7       32.3        9.6        8.6        4.0        1.2       12.0       11.4
 
Number of Traders in Each Category                                    Total Traders:       127 
         7          8          8         15         19          9         33         33         27          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   200,444
Positions
    63,747     18,389      2,679     21,914     45,702      4,682     41,679     84,386      9,651     32,522      1,180         62     23,508     33,713
 
Changes from:       September 5, 2017                                Total Change is:   -12,756
    -8,815     -1,351      1,054     -4,456        360        312     -2,326    -17,914      4,974     -1,020     -2,630       -570     -1,909      3,009
 
Percent of Open Interest Represented by Each Category of Trader
      31.8        9.2        1.3       10.9       22.8        2.3       20.8       42.1        4.8       16.2        0.6        0.0       11.7       16.8
 
Number of Traders in Each Category                                    Total Traders:       108 
        10          7          6         16         12          9         27         29         22          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   487,425
Positions
    45,708    152,062      9,387    189,947     94,396     17,583     84,642     61,588     26,895     19,400     61,778      5,125     88,738     58,611
 
Changes from:       September 5, 2017                                Total Change is:    22,437
     7,364    -13,078      5,500    -14,633        523      2,085      2,665      9,668      9,813     -1,052      2,999        968      9,727      3,959
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       31.2        1.9       39.0       19.4        3.6       17.4       12.6        5.5        4.0       12.7        1.1       18.2       12.0
 
Number of Traders in Each Category                                    Total Traders:       245 
        16         15         12         61         37         39         38         39         28         18         17          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    36,520
Positions
     2,150     25,817         50     14,686      1,595      1,305      2,850        898      1,514        412        836          0     13,553      4,505
 
Changes from:       September 5, 2017                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       70.7        0.1       40.2        4.4        3.6        7.8        2.5        4.1        1.1        2.3        0.0       37.1       12.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .         10          .          4          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)               
CFTC Code #399741                                                    Open Interest is    23,569
Positions
       726     11,785        370      9,155      5,279      1,210      3,857      1,956        600          0          0          0      7,651      2,369
 
Changes from:       September 5, 2017                                Total Change is:     1,664
         0        393        370        516       -390         82       -335        451        600          0          0          0        431        158
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       50.0        1.6       38.8       22.4        5.1       16.4        8.3        2.5        0.0        0.0        0.0       32.5       10.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          4          .          5          4          5          5          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   187,355
Positions
     4,071     99,904      9,781     16,914     16,538      1,892     98,164     17,444     14,811        525      6,008      1,104     40,093     19,873
 
Changes from:       September 5, 2017                                Total Change is:    19,184
      -109      2,604      8,693       -822     -1,730       -512     -1,513        999     11,880        -54     -2,436      1,022        599     -1,336
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       53.3        5.2        9.0        8.8        1.0       52.4        9.3        7.9        0.3        3.2        0.6       21.4       10.6
 
Number of Traders in Each Category                                    Total Traders:       104 
         7          9          6          9         11          7         41         15         21          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    48,708
Positions
     1,834     28,226      6,773      8,127          0          0     28,366      8,912        153      1,135      2,825          0      2,320      1,819
 
Changes from:       September 5, 2017                                Total Change is:     8,636
      -770      3,233      1,722       -122          0          0      7,106      3,299         10        103       -165          0        587        537
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       57.9       13.9       16.7        0.0        0.0       58.2       18.3        0.3        2.3        5.8        0.0        4.8        3.7
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          5          4          5          0          0         12          6          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   258,092
Positions
     9,424    168,750      1,373     52,936      5,477        279    149,209     35,193     32,497      2,891     11,160        396      9,087      2,967
 
Changes from:       September 5, 2017                                Total Change is:    17,387
       387     -1,206        739     -4,837        405          0      3,348       -525     17,382       -204        393        396        176       -197
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       65.4        0.5       20.5        2.1        0.1       57.8       13.6       12.6        1.1        4.3        0.2        3.5        1.1
 
Number of Traders in Each Category                                    Total Traders:       158 
         .         10          .         19          8          .         63         31         16         11         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    30,536
Positions
       270     16,351         50      5,045        238          0     20,965     11,460      1,159      1,020        900          0      2,027        378
 
Changes from:       September 5, 2017                                Total Change is:     2,289
       -50     -1,269         50       -151       -210          0      1,722      3,134        687       -116        -40          0        147        -63
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       53.5        0.2       16.5        0.8        0.0       68.7       37.5        3.8        3.3        2.9        0.0        6.6        1.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          .          .          .          0         11         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    49,256
Positions
     5,872     12,109      6,537      1,909      8,214          0     23,775     14,522      3,551      2,017        922          0      5,595      3,401
 
Changes from:       September 5, 2017                                Total Change is:     3,162
     1,598       -245      3,413       -532     -1,659          0     -2,532      1,227        423        385        -11          0        407         14
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       24.6       13.3        3.9       16.7        0.0       48.3       29.5        7.2        4.1        1.9        0.0       11.4        6.9
 
Number of Traders in Each Category                                    Total Traders:        75 
         7          4          5         10          4          0         29         12         10          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    39,391
Positions
     4,927     12,773     11,472      3,026        552          0     17,286     11,940      1,590          0        250          0      1,090        814
 
Changes from:       September 5, 2017                                Total Change is:    11,064
         0        357      6,024        173         15          0      3,976      3,626        874          0        150          0         17         18
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       32.4       29.1        7.7        1.4        0.0       43.9       30.3        4.0        0.0        0.6        0.0        2.8        2.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          4          7          .          0          6         10          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    84,360
Positions
     6,854     51,579      7,984     14,792      2,869        365     40,202      6,231      2,490      1,413      2,000        275      9,987     10,569
 
Changes from:       September 5, 2017                                Total Change is:     9,541
      -349        345      6,418      1,082       -462         59      1,218      1,272        129        -52        143        275        762      1,364
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       61.1        9.5       17.5        3.4        0.4       47.7        7.4        3.0        1.7        2.4        0.3       11.8       12.5
 
Number of Traders in Each Category                                    Total Traders:       119 
        14         25         11         15          .          .         39         11          8          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   168,719
Positions
    13,707    103,157     15,968     29,583      5,738        729     80,403     12,461      4,980      2,825      3,999        550     19,974     21,137
 
Changes from:       September 5, 2017                                Total Change is:    19,082
      -697        690     12,835      2,164       -924        117      2,436      2,544        257       -103        286        550      1,523      2,727
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       61.1        9.5       17.5        3.4        0.4       47.7        7.4        3.0        1.7        2.4        0.3       11.8       12.5
 
Number of Traders in Each Category                                    Total Traders:       119 
        14         25         11         15          .          .         39         11          8          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   810,813
Positions
    48,279    153,335     78,463    341,428    164,441     91,426     92,932    122,627     51,115     21,137     52,977      4,699     81,333     91,730
 
Changes from:       September 5, 2017                                Total Change is:    75,320
    -1,921     -1,888     25,105     16,576       -282     17,420        -21      7,068      9,399     -1,236      4,902      1,331      8,666     12,265
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       18.9        9.7       42.1       20.3       11.3       11.5       15.1        6.3        2.6        6.5        0.6       10.0       11.3
 
Number of Traders in Each Category                                    Total Traders:       618 
        35         48         40        133         95        101         88        130         94         34         54         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is    72,189
Positions
    11,154     26,005      7,871     18,097     10,086        500      8,558      9,209        832      2,736      1,930          0     22,441     15,756
 
Changes from:       September 5, 2017                                Total Change is:     2,181
      -997     -1,174      1,271      1,736       -690        170       -663      1,813        832        -79        438         -2        -87       -477
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       36.0       10.9       25.1       14.0        0.7       11.9       12.8        1.2        3.8        2.7        0.0       31.1       21.8
 
Number of Traders in Each Category                                    Total Traders:        55 
         7          9          6          8          4          .         10         13          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                    
CFTC Code #138748                                                    Open Interest is    34,099
Positions
    11,100      2,686     18,148          0      8,378        231        657      2,388        200          0          0          0      3,763      2,068
 
Changes from:       September 5, 2017                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      32.6        7.9       53.2        0.0       24.6        0.7        1.9        7.0        0.6        0.0        0.0        0.0       11.0        6.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         8          .          5          0          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,693,118
Positions
   239,622    690,649    298,965  1,620,238    775,357    451,045    470,110    615,328    203,177     92,031    255,258     23,470    294,460    379,869
 
Changes from:       September 5, 2017                                Total Change is:   365,695
   -17,152    -16,103    131,702     74,143      1,980     86,307      3,396     26,460     42,651     -5,758     22,347      6,640     43,766     63,711
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       18.7        8.1       43.9       21.0       12.2       12.7       16.7        5.5        2.5        6.9        0.6        8.0       10.3
 
Number of Traders in Each Category                                    Total Traders:       611 
        33         49         34        130         95         99         90        127         90         34         52         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                    
CFTC Code #13874C                                                    Open Interest is    33,212
Positions
     4,646     26,438      5,378      7,801        191        493     11,463          0          0          0          0          0      3,431        712
 
Changes from:       September 5, 2017                                Total Change is:     4,173
       287     -1,060      5,378       -705       -187         31       -681          0          0          0          0          0       -137         11
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       79.6       16.2       23.5        0.6        1.5       34.5        0.0        0.0        0.0        0.0        0.0       10.3        2.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          7          .          4          .          .          5          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                    
CFTC Code #13874J                                                    Open Interest is    40,129
Positions
    17,348     11,324     12,173      2,672     11,451        284        991          0          0          0        280          0      6,661      4,617
 
Changes from:       September 5, 2017                                Total Change is:    16,651
       728        165     12,173         43        640          4       -768          0          0          0          0          0      4,471      3,669
 
Percent of Open Interest Represented by Each Category of Trader
      43.2       28.2       30.3        6.7       28.5        0.7        2.5        0.0        0.0        0.0        0.7        0.0       16.6       11.5
 
Number of Traders in Each Category                                    Total Traders:        21 
         8          4          7          4          .          .          .          0          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    90,709
Positions
     3,705     33,859      4,405     40,844     38,156      4,494     22,635      2,296      1,545          0        280          0     13,081      5,674
 
Changes from:       September 5, 2017                                Total Change is:     5,106
      -727        529      4,353       -816     -1,506         90        187        236        273          0          0          0      1,746      1,131
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       37.3        4.9       45.0       42.1        5.0       25.0        2.5        1.7        0.0        0.3        0.0       14.4        6.3
 
Number of Traders in Each Category                                    Total Traders:        77 
         4         10          8         24         16         15         14          6          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    71,552
Positions
    17,425     14,296      7,158     10,435     10,667      6,800     18,213     17,948      1,958      2,579      3,915         97      6,887      8,713
 
Changes from:       September 5, 2017                                Total Change is:    15,262
     1,757      1,452      5,882         18      2,205      5,254        527       -904      1,093        205       -156         70        455        365
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       20.0       10.0       14.6       14.9        9.5       25.5       25.1        2.7        3.6        5.5        0.1        9.6       12.2
 
Number of Traders in Each Category                                    Total Traders:       275 
        18         26         18         45         31         19         51         59         33         13         31          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   357,762
Positions
    87,126     71,479     35,792     52,176     53,334     33,999     91,065     89,742      9,792     12,895     19,573        484     34,433     43,567
 
Changes from:       September 5, 2017                                Total Change is:    76,309
     8,784      7,258     29,412         90     11,026     26,272      2,637     -4,521      5,464      1,026       -778        349      2,275      1,827
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       20.0       10.0       14.6       14.9        9.5       25.5       25.1        2.7        3.6        5.5        0.1        9.6       12.2
 
Number of Traders in Each Category                                    Total Traders:       275 
        18         26         18         45         31         19         51         59         33         13         31          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                 
CFTC Code #239742                                                    Open Interest is   809,537
Positions
     4,351    137,384    123,323     86,606     20,684    317,276     85,794     26,177    153,317      2,675        424     11,667     24,528     19,285
 
Changes from:       September 5, 2017                                Total Change is:   772,040
      -501    127,314    105,706     81,435     20,684    316,757     81,167     21,531    152,635      2,675        422     11,460     20,706     15,531
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       17.0       15.2       10.7        2.6       39.2       10.6        3.2       18.9        0.3        0.1        1.4        3.0        2.4
 
Number of Traders in Each Category                                    Total Traders:       217 
        11         15         24         48         20         77         34         27         54          5          .          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   489,595
Positions
   170,904     51,983     18,918    143,627    200,723     22,652     95,345    159,428      8,675      9,350      7,342        297     19,827     19,577
 
Changes from:       September 5, 2017                                Total Change is:   -55,674
    74,151    -30,623     14,014    -54,964      3,364    -23,986    -58,501    -15,412     -1,128     -1,964     -1,797        -65     -3,231        -41
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       10.6        3.9       29.3       41.0        4.6       19.5       32.6        1.8        1.9        1.5        0.1        4.0        4.0
 
Number of Traders in Each Category                                    Total Traders:       256 
        24         20         15         47         45         26         43         58         24          8         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    34,932
Positions
       725     25,420          0     19,282        444         36      4,463      1,357         95      4,437      4,220          0      5,894      3,360
 
Changes from:       September 5, 2017                                Total Change is:    -9,286
    -1,147      7,052     -7,401      1,956          0          5        567       -155     -1,439       -737     -6,490          0     -1,090       -858
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       72.8        0.0       55.2        1.3        0.1       12.8        3.9        0.3       12.7       12.1        0.0       16.9        9.6
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          4          0         20          .          .          7          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    47,313
Positions
     3,860      2,356      2,054     15,839     13,990      1,946     13,062      5,130         71        573      1,275          0      9,908     20,491
 
Changes from:       September 5, 2017                                Total Change is:   -17,730
   -10,727     -4,531        113     -1,754     -1,104        114      2,124     -2,576     -3,069     -1,698       -207          0     -2,833     -6,470
 
Percent of Open Interest Represented by Each Category of Trader
       8.2        5.0        4.3       33.5       29.6        4.1       27.6       10.8        0.2        1.2        2.7        0.0       20.9       43.3
 
Number of Traders in Each Category                                    Total Traders:        65 
        10          5          .         11          5          4         19         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   356,770
Positions
    48,605    204,206     41,488    185,071     75,499     16,026     45,969      5,321      9,248      2,274      1,510          0      8,089      3,472
 
Changes from:       September 5, 2017                                Total Change is:     7,727
      -765     -2,390     11,454     -4,805     -1,658        727      1,503      1,789       -362       -294          0          0        269     -1,833
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       57.2       11.6       51.9       21.2        4.5       12.9        1.5        2.6        0.6        0.4        0.0        2.3        1.0
 
Number of Traders in Each Category                                    Total Traders:       149 
        12         10         12         55         29         22         31          5          9          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is 1,240,474
Positions
    35,489    789,226     98,518    627,214    137,715     86,525    236,806     36,473     38,161     52,760     17,173      1,315     63,686     35,368
 
Changes from:       September 5, 2017                                Total Change is:   103,600
     5,113      3,545     53,557     -8,592        662      2,286       -359     10,869     10,701      5,755         84        266     34,873     21,630
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       63.6        7.9       50.6       11.1        7.0       19.1        2.9        3.1        4.3        1.4        0.1        5.1        2.9
 
Number of Traders in Each Category                                    Total Traders:       369 
        22         22         15        128         52         51         71         21         26         39         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A                                                    Open Interest is   106,910
Positions
    22,303     39,452     67,023      6,277          0          5     10,474          0        398        408         30          0         22          2
 
Changes from:       September 5, 2017                                Total Change is:     3,902
    -1,220        780      3,120          0          0          0      2,002          0          0          0          0          0          0          2
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       36.9       62.7        5.9        0.0        0.0        9.8        0.0        0.4        0.4        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         .         12          8          .          0          .          .          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   742,862
Positions
     2,104     61,853      2,296    297,559    195,405    123,883    108,901    109,939     33,544     12,002     64,118        400    162,173    151,424
 
Changes from:       September 5, 2017                                Total Change is:   -10,318
      -479      6,596       -411      2,696      2,195      2,074        -28      3,986     -7,001       -566      5,546       -662     -5,941    -22,641
 
Percent of Open Interest Represented by Each Category of Trader
       0.3        8.3        0.3       40.1       26.3       16.7       14.7       14.8        4.5        1.6        8.6        0.1       21.8       20.4
 
Number of Traders in Each Category                                    Total Traders:       166 
         .         19          4         42         25         31         36         28         26          6          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   842,177
Positions
     3,160    145,239      2,362    469,035     23,866    127,259     60,264    412,618     30,974     29,631      7,518        523    118,969     91,818
 
Changes from:       September 5, 2017                                Total Change is:   -43,327
       250    -12,720      1,004    -16,818     -5,044      6,220     -4,009     -8,399    -29,624     -1,535          0          0      1,185      5,236
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       17.2        0.3       55.7        2.8       15.1        7.2       49.0        3.7        3.5        0.9        0.1       14.1       10.9
 
Number of Traders in Each Category                                    Total Traders:       113 
         .         14          6         49         13         33         12         19         19          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,509,790
Positions
    55,468    177,282      6,068    398,241    269,205    196,942    475,665    289,945     50,479    183,537    356,252      4,008    139,382    159,609
 
Changes from:       September 5, 2017                                Total Change is:    19,208
    -1,638    -28,965     -8,474    -27,646     15,410     28,909     27,301     -5,817      1,961      2,164      3,863       -750     -2,619     13,071
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       11.7        0.4       26.4       17.8       13.0       31.5       19.2        3.3       12.2       23.6        0.3        9.2       10.6
 
Number of Traders in Each Category                                    Total Traders:       275 
        10         28          7         59         41         48         50         44         34         18         25          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,304,468
Positions
   128,396    177,666     67,046  1,069,223  1,024,042    488,565    670,832    655,663    190,863    276,884    144,632     34,464    378,195    521,527
 
Changes from:       September 5, 2017                                Total Change is:   -99,489
     9,566    -55,706      2,285    -71,238     43,594      1,302    -27,650    -56,734    -26,906        979     -3,657      4,272      7,901     -7,939
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        5.4        2.0       32.4       31.0       14.8       20.3       19.8        5.8        8.4        4.4        1.0       11.4       15.8
 
Number of Traders in Each Category                                    Total Traders:       405 
        20         34         17         59         97         81         68         74         55         22         31         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   421,713
Positions
     3,623     31,155      1,616    133,494    167,636     32,827    145,941     30,235     11,176     10,415     11,515          0     82,621    135,553
 
Changes from:       September 5, 2017                                Total Change is:    -5,442
    -3,699       -295       -290      2,971     -1,856      2,783     -6,742    -16,262        529        416        694          0     -1,410      9,255
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        7.4        0.4       31.7       39.8        7.8       34.6        7.2        2.7        2.5        2.7        0.0       19.6       32.1
 
Number of Traders in Each Category                                    Total Traders:        65 
         .          7          .         16         22         26         11          .          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 3,146,416
Positions
   107,614    236,857     22,109  1,637,004    671,401    367,077    393,945  1,141,398     88,715    212,605    250,841     11,538    305,809    356,480
 
Changes from:       September 5, 2017                                Total Change is:   -79,247
    10,408    -38,626     -4,516    -70,004    -49,857      3,071      9,972     10,902    -32,274     -6,423     20,785     -1,228     11,747     12,496
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        7.5        0.7       52.0       21.3       11.7       12.5       36.3        2.8        6.8        8.0        0.4        9.7       11.3
 
Number of Traders in Each Category                                    Total Traders:       304 
        11         34         15         58         50         60         43         65         36         19         24          6
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Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,736,795
Positions
   517,547    288,570    472,157     12,619     27,213     23,247     75,793    240,120    470,775     69,486     88,790     55,816     39,355     70,107
 
Changes from:       September 5, 2017                                Total Change is:    43,732
   -10,193     31,451      7,040     -1,459        823      1,357     10,730    -55,762     30,823     -6,595     17,201      7,850      4,179      2,949
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       16.6       27.2        0.7        1.6        1.3        4.4       13.8       27.1        4.0        5.1        3.2        2.3        4.0
 
Number of Traders in Each Category                                    Total Traders:       172 
        18         48         50          .          7          .         23         51         45          5         10          9
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Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is14,309,769
Positions
 4,744,708  1,113,258  2,598,141    135,434  2,167,453    737,440    819,166  2,250,949  2,659,565    823,671    620,809  1,100,101    691,543  1,062,053
 
Changes from:       September 5, 2017                                Total Change is:   180,119
  -103,552    -36,593    104,363     -1,107    141,812      4,453     12,551    -92,813    127,038    119,069     23,565    -58,465    -24,231    -33,241
 
Percent of Open Interest Represented by Each Category of Trader
      33.2        7.8       18.2        0.9       15.1        5.2        5.7       15.7       18.6        5.8        4.3        7.7        4.8        7.4
 
Number of Traders in Each Category                                    Total Traders:       342 
        33         50         77          4         41         32         51        103        105          9         37         31
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Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    37,613
Positions
     3,914      8,021      3,480        131     11,659        165     19,720      8,769        670      9,032      4,367        446         55         36
 
Changes from:       September 5, 2017                                Total Change is:     4,086
       -34        991      3,480        -49       -747         55        -83       -222        670        -83       -220        130          0        -51
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       21.3        9.3        0.3       31.0        0.4       52.4       23.3        1.8       24.0       11.6        1.2        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          7          .          .         12          .          6         10          .          4          6          .
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Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    22,890
Positions
     9,427        741          0        528      9,173        127     10,735      6,921      1,966         57      3,895          4         46         63
 
Changes from:       September 5, 2017                                Total Change is:     2,375
      -427         35          0         81        585          0        855       -194      1,966       -101          0          0          1        -17
 
Percent of Open Interest Represented by Each Category of Trader
      41.2        3.2        0.0        2.3       40.1        0.6       46.9       30.2        8.6        0.2       17.0        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         4          .          0          .          6          .          8          5          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    55,883
Positions
       607     14,751      2,221     11,942      6,424      1,107     20,268     20,166      3,465      7,906      5,298          0      8,367      2,451
 
Changes from:       September 5, 2017                                Total Change is:        55
       112          2      2,221     -1,875        275        477      2,890       -257     -3,073        134        560          0       -831       -150
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       26.4        4.0       21.4       11.5        2.0       36.3       36.1        6.2       14.1        9.5        0.0       15.0        4.4
 
Number of Traders in Each Category                                    Total Traders:       149 
         4          4          .         13          8          .         31         36         15         40          9          0
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Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   640,340
Positions
   129,073     56,170     32,320     70,485     59,137    124,611    106,595    193,653     98,788     20,348     12,664     23,762     34,358     39,235
 
Changes from:       September 5, 2017                                Total Change is:    21,615
     4,288     10,053       -565     -5,643     -9,236     13,852     -3,350     -8,496      7,731      1,601      2,693      4,965     -1,264        618
 
Percent of Open Interest Represented by Each Category of Trader
      20.2        8.8        5.0       11.0        9.2       19.5       16.6       30.2       15.4        3.2        2.0        3.7        5.4        6.1
 
Number of Traders in Each Category                                    Total Traders:       261 
        21          9         21         24         30         28         47         79         63         17         18         23
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Traders in Financial Futures - Futures Only Positions as of September 12, 2017                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    65,407
Positions
       486        792          0     39,675      1,515          0     19,179     62,261        671      5,296        134          0        100         34
 
Changes from:       September 5, 2017                                Total Change is:    17,009
        -7         65          0      1,242        -22          0     15,162     16,435        586          0          1          0         26        -56
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        1.2        0.0       60.7        2.3        0.0       29.3       95.2        1.0        8.1        0.2        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0          9          .          0          7          8          .          8          .          0
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Updated September 15, 2017