Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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   206,910
Positions
    22,805     76,342      9,144     32,856      6,566      7,264     50,971     47,251     26,192     13,057      2,719      2,966     41,657     28,467
 
Changes from:       July 11, 2017                                    Total Change is:    16,514
    -2,876     14,469        292      1,113     -6,761      2,941     12,029     -1,271      3,796     -1,712        474        500        431      2,073
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       36.9        4.4       15.9        3.2        3.5       24.6       22.8       12.7        6.3        1.3        1.4       20.1       13.8
 
Number of Traders in Each Category                                    Total Traders:       100 
         6          8          8         11          6          7         30         22         23          8          8          8
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Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    44,490
Positions
     3,366      9,237        645      4,496      2,987          0     18,027     14,555      1,595          0      1,560          0     16,361     13,911
 
Changes from:       July 11, 2017                                    Total Change is:     5,364
       209       -295        109      1,889         52          0      2,559      7,146        -70          0          0          0        667     -1,578
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       20.8        1.5       10.1        6.7        0.0       40.5       32.7        3.6        0.0        3.5        0.0       36.8       31.3
 
Number of Traders in Each Category                                    Total Traders:        42 
         4          5          .          .          .          0         14         12          8          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   238,494
Positions
    70,570     33,138     12,899     19,015     70,728      5,738     39,077     42,631     26,563     26,665     10,670      4,011     33,957     32,117
 
Changes from:       July 11, 2017                                    Total Change is:    11,936
       800      6,144        952      1,386        582      1,700      2,411     -1,426      1,822       -234        -58        108      2,991      2,111
 
Percent of Open Interest Represented by Each Category of Trader
      29.6       13.9        5.4        8.0       29.7        2.4       16.4       17.9       11.1       11.2        4.5        1.7       14.2       13.5
 
Number of Traders in Each Category                                    Total Traders:       118 
         8          9         10         14         20          9         30         25         29          7          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   285,036
Positions
   128,478     14,254     11,514     22,557     60,428      6,188     33,904    120,649     22,801     36,150      4,682      3,305     20,138     41,215
 
Changes from:       July 11, 2017                                    Total Change is:     7,935
    14,661       -191     -1,185         39        881       -813     -3,552     10,944     -1,089        989       -374       -547       -569        309
 
Percent of Open Interest Represented by Each Category of Trader
      45.1        5.0        4.0        7.9       21.2        2.2       11.9       42.3        8.0       12.7        1.6        1.2        7.1       14.5
 
Number of Traders in Each Category                                    Total Traders:       121 
         9          6          7         14         18         11         27         36         23          6          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   529,449
Positions
    41,013    145,755     22,433    182,340     79,563     23,813     73,947     64,589     60,230     31,113     62,692      7,979     86,580     62,394
 
Changes from:       July 11, 2017                                    Total Change is:    21,817
    -2,543      6,818      2,238      3,309      1,813      3,754      4,593     -4,177      8,721     -1,026      2,686      1,012      1,759     -1,048
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       27.5        4.2       34.4       15.0        4.5       14.0       12.2       11.4        5.9       11.8        1.5       16.4       11.8
 
Number of Traders in Each Category                                    Total Traders:       261 
        13         18         17         54         34         41         42         40         33         35         24         15
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Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   144,092
Positions
     3,075     56,436      8,730      5,644     13,295      4,489     64,807     11,975     15,723      1,330      3,106      2,894     37,400     27,444
 
Changes from:       July 11, 2017                                    Total Change is:    29,060
      -161     19,829      2,063     -1,609      2,715        748     12,508     -2,693      5,250        238     -3,915      1,166      8,858      3,897
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       39.2        6.1        3.9        9.2        3.1       45.0        8.3       10.9        0.9        2.2        2.0       26.0       19.0
 
Number of Traders in Each Category                                    Total Traders:        99 
         5          9          9          7         13          6         40         16         18          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    39,754
Positions
     6,169     22,731          1      8,157        219          0     24,151     12,751         12          0      2,955          0      1,264      1,085
 
Changes from:       July 11, 2017                                    Total Change is:     3,810
        -1        -80          0        281        219          0      3,732      3,711        -78          0          2          0       -124         36
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       57.2        0.0       20.5        0.6        0.0       60.8       32.1        0.0        0.0        7.4        0.0        3.2        2.7
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          5          .          .          .          0         14          5          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   210,083
Positions
    10,983    157,133        157     48,952      3,832        373    132,661     30,915      4,836      3,207      9,523          0      8,913      3,313
 
Changes from:       July 11, 2017                                    Total Change is:    -3,496
    -7,221      3,811       -132     -3,713        466        -64      4,822     -9,776      2,340        581        202        -11        -98       -332
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       74.8        0.1       23.3        1.8        0.2       63.1       14.7        2.3        1.5        4.5        0.0        4.2        1.6
 
Number of Traders in Each Category                                    Total Traders:       149 
         4          9          .         20          5          .         61         21         11         15         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    20,342
Positions
         0      9,998        731      5,205        235          0     12,328      7,789        184        130        920          0      1,764        485
 
Changes from:       July 11, 2017                                    Total Change is:     5,676
      -504      1,218        587        132       -356          0      5,057      4,360         58          0        -20          0        346       -171
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       49.1        3.6       25.6        1.2        0.0       60.6       38.3        0.9        0.6        4.5        0.0        8.7        2.4
 
Number of Traders in Each Category                                    Total Traders:        32 
         0          .          .          .          .          0         10         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    57,496
Positions
     1,348     33,086         80      3,397     10,033          0     45,287      8,381        324        819      1,490          0      6,241      4,102
 
Changes from:       July 11, 2017                                    Total Change is:    -1,003
        66      5,693         80        174          6          0       -928     -6,070       -140       -310         62          0         55       -634
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       57.5        0.1        5.9       17.4        0.0       78.8       14.6        0.6        1.4        2.6        0.0       10.9        7.1
 
Number of Traders in Each Category                                    Total Traders:        93 
         .         10          .         11          .          0         40         14          5          6          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    19,639
Positions
     6,034     11,644      3,672      1,685        596          0      7,205      2,301         62          0        420          0        981        944
 
Changes from:       July 11, 2017                                    Total Change is:      -525
     1,803       -250       -357        171       -168          0     -2,127        153        -35          0        220          0         20        -88
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       59.3       18.7        8.6        3.0        0.0       36.7       11.7        0.3        0.0        2.1        0.0        5.0        4.8
 
Number of Traders in Each Category                                    Total Traders:        31 
         4          .          .          6          .          0         10          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    65,193
Positions
     7,739     39,144      1,222     11,865        665        910     30,978      9,395      3,286      1,127      1,430        188      7,879      8,953
 
Changes from:       July 11, 2017                                    Total Change is:      -133
       312     -1,116        -42       -494        144        -23        694      1,475        321       -173       -494        -68       -660       -331
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       60.0        1.9       18.2        1.0        1.4       47.5       14.4        5.0        1.7        2.2        0.3       12.1       13.7
 
Number of Traders in Each Category                                    Total Traders:       118 
        12         24          5         16          .          .         32         22         14          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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   130,386
Positions
    15,477     78,288      2,443     23,729      1,329      1,820     61,956     18,791      6,573      2,254      2,860        376     15,758     17,907
 
Changes from:       July 11, 2017                                    Total Change is:      -266
       623     -2,232        -83       -988        288        -45      1,387      2,950        642       -347       -987       -136     -1,320       -663
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       60.0        1.9       18.2        1.0        1.4       47.5       14.4        5.0        1.7        2.2        0.3       12.1       13.7
 
Number of Traders in Each Category                                    Total Traders:       118 
        12         24          5         16          .          .         32         22         14          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   788,641
Positions
    45,463    139,109     21,257    304,918    165,785     72,054     82,462    106,328    120,773     24,804     39,443     24,325     92,585     99,569
 
Changes from:       July 11, 2017                                    Total Change is:    39,996
     8,891      3,410      6,142      4,964      1,352     -3,381      7,868      9,554     15,540     -2,195     -2,867        777      1,391      9,470
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       17.6        2.7       38.7       21.0        9.1       10.5       13.5       15.3        3.1        5.0        3.1       11.7       12.6
 
Number of Traders in Each Category                                    Total Traders:       680 
        31         44         39        129         92        104         86        135        128         89         74         87
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   101,158
Positions
     5,234     21,131      6,143     11,819     15,067      6,691      5,588      3,649     24,250      2,588        339      4,073     34,773     19,816
 
Changes from:       July 11, 2017                                    Total Change is:    16,106
     1,643      1,035      2,606         54      1,889      1,304      1,407      1,314      6,023         17       -201      1,033      2,019      1,103
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       20.9        6.1       11.7       14.9        6.6        5.5        3.6       24.0        2.6        0.3        4.0       34.4       19.6
 
Number of Traders in Each Category                                    Total Traders:        69 
         4         11          8          7          5          .         10         18         27          9          5          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 3,437,416
Positions
   213,773    602,519     62,943  1,468,509    756,603    323,801    402,211    531,229    464,778    112,207    196,643    100,135    289,058    398,766
 
Changes from:       July 11, 2017                                    Total Change is:   119,450
    41,097     16,732     12,820     24,200     -3,035    -23,075     39,288     48,180     40,604    -12,246    -14,515        -99     -3,140     41,838
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       17.5        1.8       42.7       22.0        9.4       11.7       15.5       13.5        3.3        5.7        2.9        8.4       11.6
 
Number of Traders in Each Category                                    Total Traders:       661 
        30         44         37        128         90        102         84        129        120         84         72         83
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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    23,406
Positions
     4,117     21,983          0      8,975        229        440      6,446          0          0        270          0          0      3,158        754
 
Changes from:       July 11, 2017                                    Total Change is:     2,353
         0      2,701          0         -2       -468         72      2,173          0          0          0          0          0        110         48
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       93.9        0.0       38.3        1.0        1.9       27.5        0.0        0.0        1.2        0.0        0.0       13.5        3.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          6          0          6          .          .          4          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 #13874E                                                    Open Interest is    15,167
Positions
     1,857     12,969          0      1,341        663        131      9,231        288        522          0          0          0      2,085        594
 
Changes from:       July 11, 2017                                    Total Change is:      -337
         0       -310          0          0          0          0       -477          0          0          0          0          0        140        -27
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       85.5        0.0        8.8        4.4        0.9       60.9        1.9        3.4        0.0        0.0        0.0       13.7        3.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          7          0          .          .          .          7          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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    91,877
Positions
     5,031     38,397        538     43,068     39,469      4,210     25,587      4,049      1,242          0        280          0     12,201      3,692
 
Changes from:       July 11, 2017                                    Total Change is:    -1,013
       626     -1,607         19     -2,610       -370        295        -78        193        466          0          0          0        269         -9
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       41.8        0.6       46.9       43.0        4.6       27.8        4.4        1.4        0.0        0.3        0.0       13.3        4.0
 
Number of Traders in Each Category                                    Total Traders:        83 
         4         11          .         26         17         16         18          6          6          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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    59,501
Positions
     7,143     16,479      1,401     14,760      8,188      1,024     23,024     16,947      2,741      1,895      3,649        752      6,761      8,320
 
Changes from:       July 11, 2017                                    Total Change is:     1,096
    -1,926       -478        348        262        144        -41      2,193        214        358       -150        245        112        -62        193
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       27.7        2.4       24.8       13.8        1.7       38.7       28.5        4.6        3.2        6.1        1.3       11.4       14.0
 
Number of Traders in Each Category                                    Total Traders:       270 
        14         25          7         46         23         17         45         66         28         16         35          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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   297,503
Positions
    35,716     82,397      7,003     73,798     40,939      5,122    115,119     84,734     13,704      9,475     18,245      3,760     33,806     41,598
 
Changes from:       July 11, 2017                                    Total Change is:     5,482
    -9,628     -2,392      1,740      1,312        722       -203     10,967      1,072      1,792       -748      1,227        560       -311        963
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       27.7        2.4       24.8       13.8        1.7       38.7       28.5        4.6        3.2        6.1        1.3       11.4       14.0
 
Number of Traders in Each Category                                    Total Traders:       270 
        14         25          7         46         23         17         45         66         28         16         35          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   562,237
Positions
    56,489     97,455      4,019    229,677    194,907     42,701    172,809    180,883     16,140     12,967      6,079        380     27,054     19,673
 
Changes from:       July 11, 2017                                    Total Change is:    -9,363
      -743     -5,266        -75     -7,371      2,696     -2,264      2,974     -1,666       -408       -147     -1,304         28     -1,357     -1,103
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       17.3        0.7       40.9       34.7        7.6       30.7       32.2        2.9        2.3        1.1        0.1        4.8        3.5
 
Number of Traders in Each Category                                    Total Traders:       308 
        25         20          4         64         49         35         57         63         30         15         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    36,265
Positions
     1,168     18,323          0     14,926      1,028        455      6,908      2,348         97      4,685     10,632          0      8,026      3,382
 
Changes from:       July 11, 2017                                    Total Change is:      -286
        20          0          0       -593       -240        -37        571       -290          2       -163         -1          0        -86        280
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       50.5        0.0       41.2        2.8        1.3       19.0        6.5        0.3       12.9       29.3        0.0       22.1        9.3
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          .          0         16          .          .          8          5          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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    58,755
Positions
    15,130      2,969      1,278     15,549      5,254      1,818     13,089      7,937      1,301      1,002      1,152          0      9,588     37,046
 
Changes from:       July 11, 2017                                    Total Change is:   -10,837
     1,935       -553         65     -9,759     -5,851         27     -3,819     -1,791      1,043        218          0          0       -547     -3,777
 
Percent of Open Interest Represented by Each Category of Trader
      25.8        5.1        2.2       26.5        8.9        3.1       22.3       13.5        2.2        1.7        2.0        0.0       16.3       63.1
 
Number of Traders in Each Category                                    Total Traders:        80 
        18          5          4         14          4          5         17         17          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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   325,307
Positions
    48,295    201,223      3,005    192,778     73,670     14,561     42,351     12,661     13,718      2,573      1,080          0      8,026      5,389
 
Changes from:       July 11, 2017                                    Total Change is:     5,743
     5,733      2,940        196       -413       -790        165        900      3,803       -494          0        -35          0       -344        -42
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       61.9        0.9       59.3       22.6        4.5       13.0        3.9        4.2        0.8        0.3        0.0        2.5        1.7
 
Number of Traders in Each Category                                    Total Traders:       153 
        13         10          4         55         26         21         33          9         10          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 1,054,348
Positions
    26,251    795,298      5,120    659,522    107,981     64,958    186,766     29,324     30,224     56,777     13,479        723     24,007      7,241
 
Changes from:       July 11, 2017                                    Total Change is:    22,250
      -681     32,750         83     14,270     -4,343        752      7,501     -8,986        633        240         69       -111       -437      1,402
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       75.4        0.5       62.6       10.2        6.2       17.7        2.8        2.9        5.4        1.3        0.1        2.3        0.7
 
Number of Traders in Each Category                                    Total Traders:       359 
        26         21          7        123         39         56         70         21         17         47         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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    87,225
Positions
    19,808     32,015     54,717      6,195          0          5      5,862          0        458        158         30          0         22          0
 
Changes from:       July 11, 2017                                    Total Change is:     1,143
       542        540        603          0          0          0          0          0          0          0          0          0         -2          0
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       36.7       62.7        7.1        0.0        0.0        6.7        0.0        0.5        0.2        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .         11          9          .          0          .          .          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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   903,689
Positions
     8,913     37,347     22,187    294,461    159,907    152,569     99,347    138,565    111,204      9,549     44,936     43,753    161,706    193,221
 
Changes from:       July 11, 2017                                    Total Change is:   -19,544
       308    -10,848     -1,689       -429     -8,471     -3,644     -3,469     -5,531    -12,108     -2,675      8,516       -256      4,418     14,488
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        4.1        2.5       32.6       17.7       16.9       11.0       15.3       12.3        1.1        5.0        4.8       17.9       21.4
 
Number of Traders in Each Category                                    Total Traders:       169 
         8         13         13         45         25         37         29         30         45          6         13         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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   794,728
Positions
         0    165,663        857    435,929     40,340    118,208     70,668    342,013     21,715     36,117     16,093      1,812    109,422     88,027
 
Changes from:       July 11, 2017                                    Total Change is:     9,023
         0      6,687       -836      8,770     -6,638      2,584      2,274     16,362        -71     -2,991       -587        134       -841     -8,611
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       20.8        0.1       54.9        5.1       14.9        8.9       43.0        2.7        4.5        2.0        0.2       13.8       11.1
 
Number of Traders in Each Category                                    Total Traders:       120 
         0         17          .         47         11         32         12         24         14          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 1,367,558
Positions
    53,211    104,233      4,777    462,339    262,059    159,944    312,764    295,962     41,255    194,228    326,255      5,090    133,950    167,983
 
Changes from:       July 11, 2017                                    Total Change is:    24,259
     4,227     13,512       -388     21,592     29,651    -16,414       -180     -5,666       -860      2,314      1,966     -1,053     15,021      3,511
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        7.6        0.3       33.8       19.2       11.7       22.9       21.6        3.0       14.2       23.9        0.4        9.8       12.3
 
Number of Traders in Each Category                                    Total Traders:       253 
        12         15          6         51         44         47         43         43         39         20         25          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 3,807,430
Positions
   104,329    210,691    183,337  1,150,375    931,944    653,670    537,429    638,114    408,110    297,589    152,731     86,983    385,608    541,850
 
Changes from:       July 11, 2017                                    Total Change is:    18,761
    -5,570     17,637     -4,738      4,333    -31,285     70,447     -7,187    114,501    -52,104      8,253    -51,545    -13,450     18,778    -30,702
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        5.5        4.8       30.2       24.5       17.2       14.1       16.8       10.7        7.8        4.0        2.3       10.1       14.2
 
Number of Traders in Each Category                                    Total Traders:       410 
        21         46         46         59         90         86         62         73         84         25         34         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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   390,710
Positions
     9,375      5,473      5,064     97,858    171,492     27,109    142,478     41,049     13,593     12,081      6,629          0     83,152    120,301
 
Changes from:       July 11, 2017                                    Total Change is:    -2,142
    -2,267     -3,607      1,027      5,018     -1,427        427     -7,300      2,571      3,034      2,134          0          0     -4,215     -4,167
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        1.4        1.3       25.0       43.9        6.9       36.5       10.5        3.5        3.1        1.7        0.0       21.3       30.8
 
Number of Traders in Each Category                                    Total Traders:        64 
         .          .          .         12         24         26         11          8          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 3,174,839
Positions
    60,777    313,075     56,804  1,697,936    756,491    410,116    263,555    779,230    198,979    171,434    242,144     31,041    284,197    386,960
 
Changes from:       July 11, 2017                                    Total Change is:    -4,832
    -6,819     12,470    -13,965       -419     49,780     -8,453     -1,090    -25,534       -226      1,518    -11,973     -2,348     26,970     -4,582
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        9.9        1.8       53.5       23.8       12.9        8.3       24.5        6.3        5.4        7.6        1.0        9.0       12.2
 
Number of Traders in Each Category                                    Total Traders:       301 
        10         33         22         54         54         66         44         59         61         15         32         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,637,043
Positions
   399,227    209,012    506,892     12,619     29,667     16,834    203,880    278,811    350,296     38,272    108,383     70,354     38,669     66,793
 
Changes from:       July 11, 2017                                    Total Change is:    54,748
    10,571     36,405     10,365          0      3,265      2,043      7,911     -1,096      4,860     15,712    -11,141      1,083      2,203      8,964
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       12.8       31.0        0.8        1.8        1.0       12.5       17.0       21.4        2.3        6.6        4.3        2.4        4.1
 
Number of Traders in Each Category                                    Total Traders:       153 
        19         39         47          .          8          .         14         45         46          6         11         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is20,696,862
Positions
 4,360,660    953,960  3,777,379    135,021  1,887,243    864,363    536,412  1,897,714  7,751,529    808,955    516,528  1,748,874    713,668  1,299,273
 
Changes from:       July 11, 2017                                    Total Change is:  -834,336
  -181,454     25,077   -150,767    -14,674     72,661     -5,964    174,246    -41,384   -694,268     71,056     24,850   -105,529     73,017     40,988
 
Percent of Open Interest Represented by Each Category of Trader
      21.1        4.6       18.3        0.7        9.1        4.2        2.6        9.2       37.5        3.9        2.5        8.4        3.4        6.3
 
Number of Traders in Each Category                                    Total Traders:       336 
        28         49         69          6         40         35         39        109        115         16         39         45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    30,800
Positions
     4,927      5,026          0        296     13,387         90     16,661      8,071          0      8,741      4,096         39         46         91
 
Changes from:       July 11, 2017                                    Total Change is:     1,185
       607        208          0          4         79          0        121        848          0        478         66          0        -25        -16
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       16.3        0.0        1.0       43.5        0.3       54.1       26.2        0.0       28.4       13.3        0.1        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          6          0          .         12          .          6         10          0          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    23,113
Positions
    10,624        834          0        592      8,083        118     11,573      9,908          0        162      4,077          9         35         84
 
Changes from:       July 11, 2017                                    Total Change is:       240
     1,125        -67          0        -16         72         20       -702        204          0       -179         10         -4         -4          5
 
Percent of Open Interest Represented by Each Category of Trader
      46.0        3.6        0.0        2.6       35.0        0.5       50.1       42.9        0.0        0.7       17.6        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        33 
         4          .          0          .          5          .          6          8          0          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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    53,236
Positions
       415     18,884          0     11,161      6,227        578     19,822     19,239      2,525      9,474      1,525         44      9,218      4,214
 
Changes from:       July 11, 2017                                    Total Change is:        17
        16         -2          0         73        487         10       -352      1,771       -419       -913     -3,083          3      1,599      1,251
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       35.5        0.0       21.0       11.7        1.1       37.2       36.1        4.7       17.8        2.9        0.1       17.3        7.9
 
Number of Traders in Each Category                                    Total Traders:       140 
         4          .          0          9          6          .         27         39         18         42          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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   617,557
Positions
   123,399     51,493     34,174     74,034     45,933     66,921    141,501    247,304     98,230     22,786     17,427     21,052     35,460     35,023
 
Changes from:       July 11, 2017                                    Total Change is:    41,029
    15,362      8,953      3,756     15,396      2,710     -8,016     38,934     56,892    -28,520      1,265      5,247     -1,952      4,804      1,959
 
Percent of Open Interest Represented by Each Category of Trader
      20.0        8.3        5.5       12.0        7.4       10.8       22.9       40.0       15.9        3.7        2.8        3.4        5.7        5.7
 
Number of Traders in Each Category                                    Total Traders:       277 
        26          6         22         24         21         18         65         71         59         25         26         26
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Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    46,671
Positions
       189        220          0     37,842      1,569          0      3,448     44,355        256      4,888        134          0         48        137
 
Changes from:       July 11, 2017                                    Total Change is:     1,749
       128        168          0      1,353       -160          0        228      1,973          0        243        -43       -210          7         21
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        0.5        0.0       81.1        3.4        0.0        7.4       95.0        0.5       10.5        0.3        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          0          9          .          0          6         11          .          8          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,687
Positions
     3,170      8,286          0     10,416        158        282        454      6,021        637        218          0          0        510        303
 
Changes from:       July 11, 2017                                    Total Change is:       293
         0          0          0         -6          0          0          4        177        285          0          0          0         10       -169
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       52.8        0.0       66.4        1.0        1.8        2.9       38.4        4.1        1.4        0.0        0.0        3.3        1.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          8          .          .          .          5          .          .          0          0
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Updated July 21, 2017