Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   233,660
Positions
    19,376    107,707     11,978     38,859      5,801      8,703     69,740     34,941     30,774      5,355      4,388      3,528     45,346     25,838
 
Changes from:       July 25, 2017                                    Total Change is:    15,738
    -3,256     14,968      2,702      4,884          4        536     10,327     -3,383      3,183     -4,861      1,885       -301      2,524     -3,857
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       46.1        5.1       16.6        2.5        3.7       29.8       15.0       13.2        2.3        1.9        1.5       19.4       11.1
 
Number of Traders in Each Category                                    Total Traders:       108 
         4         10          9         13          6          7         38         18         25          7         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    41,270
Positions
     1,704     10,368        602      3,571      3,001          0     19,226      9,237      2,015          0      1,964          0     14,152     14,083
 
Changes from:       July 25, 2017                                    Total Change is:    -5,001
      -853     -1,646        -15     -1,456         14          0        722     -4,083        547          0        404          0     -3,947       -222
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       25.1        1.5        8.7        7.3        0.0       46.6       22.4        4.9        0.0        4.8        0.0       34.3       34.1
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          5          .          .          .          0         13         10          9          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   267,041
Positions
    71,239     26,960     15,169     19,425     70,117      8,649     47,455     61,863     39,031     26,547     10,176      4,208     35,319     30,869
 
Changes from:       July 25, 2017                                    Total Change is:    25,972
     2,390        611        904       -501        -95      2,817      6,418      8,269     11,406        292         50        143      2,102      1,866
 
Percent of Open Interest Represented by Each Category of Trader
      26.7       10.1        5.7        7.3       26.3        3.2       17.8       23.2       14.6        9.9        3.8        1.6       13.2       11.6
 
Number of Traders in Each Category                                    Total Traders:       124 
         9          8         11         15         20         10         38         25         31          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   284,802
Positions
   114,412     25,744     12,288     22,455     52,930      7,812     34,135    113,602     29,375     38,869      4,586      3,830     21,625     34,635
 
Changes from:       July 25, 2017                                    Total Change is:    11,983
    -6,293     11,235        598        703     -5,709        914     10,059      4,535      4,552      2,060        628        401     -1,011     -5,171
 
Percent of Open Interest Represented by Each Category of Trader
      40.2        9.0        4.3        7.9       18.6        2.7       12.0       39.9       10.3       13.6        1.6        1.3        7.6       12.2
 
Number of Traders in Each Category                                    Total Traders:       128 
         8          7          6         14         18         11         34         39         25          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   571,784
Positions
    53,734    149,998     29,031    179,835     83,034     31,012     67,201     58,415     86,373     25,053     56,456     11,998     87,547     65,468
 
Changes from:       July 25, 2017                                    Total Change is:    27,912
     3,809      2,698      3,871     -1,254      1,495      3,649      1,796     -1,068     17,178     -5,350     -3,529      2,871      1,342        748
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       26.2        5.1       31.5       14.5        5.4       11.8       10.2       15.1        4.4        9.9        2.1       15.3       11.4
 
Number of Traders in Each Category                                    Total Traders:       277 
        18         18         18         65         35         52         48         44         40         25         23         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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    24,804
Positions
       746     15,739          0      8,522      5,593      1,152      6,086          0          0          0          0          0      8,298      2,320
 
Changes from:       July 25, 2017                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       63.5        0.0       34.4       22.5        4.6       24.5        0.0        0.0        0.0        0.0        0.0       33.5        9.4
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          4          0          5          4          5          6          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   168,608
Positions
     4,751     71,780      8,769      5,066     13,494      5,390     80,612     20,011     19,777        500      3,933      3,551     40,193     21,903
 
Changes from:       July 25, 2017                                    Total Change is:     6,270
     1,182      5,674         43       -785      1,990        566      3,848       -767      1,321       -680        954        472        302     -3,982
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       42.6        5.2        3.0        8.0        3.2       47.8       11.9       11.7        0.3        2.3        2.1       23.8       13.0
 
Number of Traders in Each Category                                    Total Traders:       103 
         8          8         10          5         14          5         42         19         22          .          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 2017                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    34,937
Positions
     5,413     22,737          1      7,814          0          0     20,429      7,987          0        126      2,892          0      1,154      1,320
 
Changes from:       July 25, 2017                                    Total Change is:    -2,536
      -693          0          0       -538       -219          0     -1,254     -2,321          0          0       -150          0        -51        154
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       65.1        0.0       22.4        0.0        0.0       58.5       22.9        0.0        0.4        8.3        0.0        3.3        3.8
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          5          .          4          0          0         15          .          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   214,681
Positions
    10,030    163,622        515     51,280      4,591        373    135,305     30,704      4,471      3,049      7,391        178      9,480      2,837
 
Changes from:       July 25, 2017                                    Total Change is:     2,003
      -759      3,903        136      1,788        -91          0      1,480       -950       -168        -58         -7       -349        -67       -472
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       76.2        0.2       23.9        2.1        0.2       63.0       14.3        2.1        1.4        3.4        0.1        4.4        1.3
 
Number of Traders in Each Category                                    Total Traders:       153 
         .          8          .         20          6          .         66         24          7         14         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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    31,824
Positions
       541      9,822      5,759      5,225        200          0     16,811     13,462        350        980      1,120          0      2,158      1,111
 
Changes from:       July 25, 2017                                    Total Change is:     6,731
         0        933      2,970         26        -35          0      2,463      2,018        165        742        140          0        365        540
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       30.9       18.1       16.4        0.6        0.0       52.8       42.3        1.1        3.1        3.5        0.0        6.8        3.5
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          .          .          .          0          8         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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    54,968
Positions
     1,432     32,265        140      2,956     10,039          0     43,181      6,947        419        413      1,360          0      6,427      3,798
 
Changes from:       July 25, 2017                                    Total Change is:       365
        24        -23        -20       -122          0          0        304        364        397         -1        118          0       -217       -471
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       58.7        0.3        5.4       18.3        0.0       78.6       12.6        0.8        0.8        2.5        0.0       11.7        6.9
 
Number of Traders in Each Category                                    Total Traders:        92 
         .          9          .         12          .          0         46         11          4          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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    21,408
Positions
     5,703     11,640      4,282      2,440        949          0      7,946      3,043        214          0        450          0        823        830
 
Changes from:       July 25, 2017                                    Total Change is:     1,137
      -196       -319        465        936         16          0        -81        920        121          0          0          0       -108        -66
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       54.4       20.0       11.4        4.4        0.0       37.1       14.2        1.0        0.0        2.1        0.0        3.8        3.9
 
Number of Traders in Each Category                                    Total Traders:        34 
         4          .          .          8          .          0          6          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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    69,289
Positions
     9,448     37,365      1,374     12,308      2,150        214     33,084     12,360      3,093      1,016      2,265        237      8,516     10,231
 
Changes from:       July 25, 2017                                    Total Change is:     3,523
     1,918     -1,484        140        587      1,220       -681      1,499      3,382       -105       -109        948         49        225         54
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       53.9        2.0       17.8        3.1        0.3       47.7       17.8        4.5        1.5        3.3        0.3       12.3       14.8
 
Number of Traders in Each Category                                    Total Traders:       126 
        15         25          5         16          4          .         34         21         11          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   138,578
Positions
    18,896     74,731      2,748     24,615      4,300        427     66,168     24,720      6,186      2,033      4,530        473     17,032     20,462
 
Changes from:       July 25, 2017                                    Total Change is:     7,046
     3,835     -2,968        281      1,173      2,439     -1,362      2,998      6,764       -210       -217      1,895         98        450        109
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       53.9        2.0       17.8        3.1        0.3       47.7       17.8        4.5        1.5        3.3        0.3       12.3       14.8
 
Number of Traders in Each Category                                    Total Traders:       126 
        15         25          5         16          4          .         34         21         11          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   816,990
Positions
    53,063    140,077     23,290    326,408    170,412     69,011     78,806    125,960    118,645     24,847     39,361     24,130     98,790    106,104
 
Changes from:       July 25, 2017                                    Total Change is:    12,655
     5,862     -8,854        356      7,846       -573        360     -5,240     12,888        818        529      2,342      1,290        836      4,028
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       17.1        2.9       40.0       20.9        8.4        9.6       15.4       14.5        3.0        4.8        3.0       12.1       13.0
 
Number of Traders in Each Category                                    Total Traders:       691 
        39         39         41        130         98        110         90        148        133         83         64         77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   103,385
Positions
     6,032     24,391      5,017     11,693     14,760      7,549      5,812      5,157     20,892      2,677        600      3,329     40,385     21,690
 
Changes from:       July 25, 2017                                    Total Change is:    -1,578
       961        578     -1,704       -153       -804        265     -1,277        -41     -1,166         10        402       -347      1,833      1,239
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       23.6        4.9       11.3       14.3        7.3        5.6        5.0       20.2        2.6        0.6        3.2       39.1       21.0
 
Number of Traders in Each Category                                    Total Traders:        69 
         5         10          6          7          5          .         12         17         27          8          5          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 3,568,026
Positions
   252,483    595,758     74,039  1,576,544    781,228    304,342    387,785    626,829    465,952    113,480    196,434    101,374    292,027    422,070
 
Changes from:       July 25, 2017                                    Total Change is:    71,163
    28,970    -42,691      5,830     40,143      1,307        321    -21,164     63,297     11,272      4,888     11,993      5,887     -4,985     13,947
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       16.7        2.1       44.2       21.9        8.5       10.9       17.6       13.1        3.2        5.5        2.8        8.2       11.8
 
Number of Traders in Each Category                                    Total Traders:       672 
        38         39         39        129         96        108         86        143        124         79         62         74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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    28,629
Positions
     4,356     26,698          0      9,034        736        422     11,215          0          0        270          0          0      3,332        773
 
Changes from:       July 25, 2017                                    Total Change is:     3,365
       742      3,084          0       -445        293          0      2,903          0          0          0          0          0        165        -12
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       93.3        0.0       31.6        2.6        1.5       39.2        0.0        0.0        0.9        0.0        0.0       11.6        2.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          6          0          5          .          .          5          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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    15,428
Positions
     5,157     13,227          0      1,720        643         40      5,509          0        822          0          0          0      2,180        696
 
Changes from:       July 25, 2017                                    Total Change is:       164
     3,516        319          0        241       -142          0     -3,712          0          7          0          0          0        112        -20
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       85.7        0.0       11.1        4.2        0.3       35.7        0.0        5.3        0.0        0.0        0.0       14.1        4.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          7          0          .          .          .          7          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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    22,429
Positions
    15,093     10,993          0      3,527     10,219        280      1,443          0          0          0          0          0      2,086        937
 
Changes from:       July 25, 2017                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      67.3       49.0        0.0       15.7       45.6        1.2        6.4        0.0        0.0        0.0        0.0        0.0        9.3        4.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         7          5          0          5          .          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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    92,113
Positions
     3,529     39,177        455     45,306     39,034      4,458     24,176      3,678      1,203          0        280          0     12,986      3,828
 
Changes from:       July 25, 2017                                    Total Change is:      -924
       169       -606         16     -1,326        336         40     -1,157       -287        149          0          0          0      1,185       -572
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       42.5        0.5       49.2       42.4        4.8       26.2        4.0        1.3        0.0        0.3        0.0       14.1        4.2
 
Number of Traders in Each Category                                    Total Traders:        82 
         .         13          .         25         18         16         15          7          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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    61,298
Positions
     9,195     18,227      1,293     12,636      7,909      1,287     24,413     17,682      2,379      2,129      3,288        747      7,220      8,486
 
Changes from:       July 25, 2017                                    Total Change is:     1,027
     1,080       -413         23       -621       -608        214       -659      1,584        354        106       -389        124        408        140
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       29.7        2.1       20.6       12.9        2.1       39.8       28.8        3.9        3.5        5.4        1.2       11.8       13.8
 
Number of Traders in Each Category                                    Total Traders:       279 
        16         27          8         46         24         20         52         67         30         15         32         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   306,492
Positions
    45,974     91,133      6,464     63,178     39,543      6,434    122,066     88,412     11,897     10,643     16,441      3,737     36,100     42,432
 
Changes from:       July 25, 2017                                    Total Change is:     5,137
     5,399     -2,067        115     -3,107     -3,041      1,068     -3,297      7,921      1,768        532     -1,946        620      2,039        699
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       29.7        2.1       20.6       12.9        2.1       39.8       28.8        3.9        3.5        5.4        1.2       11.8       13.8
 
Number of Traders in Each Category                                    Total Traders:       279 
        16         27          8         46         24         20         52         67         30         15         32         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   576,088
Positions
    65,211     91,875      4,806    235,934    192,181     42,284    173,099    203,507     16,989     12,363      6,067        471     24,931     17,907
 
Changes from:       July 25, 2017                                    Total Change is:     4,277
     5,246     -2,045       -167       -108       -587        458     -2,642      6,378      2,968        120       -669         14     -1,611     -2,073
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       15.9        0.8       41.0       33.4        7.3       30.0       35.3        2.9        2.1        1.1        0.1        4.3        3.1
 
Number of Traders in Each Category                                    Total Traders:       321 
        22         23          5         66         50         35         60         74         29         13         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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    35,634
Positions
       905     18,323          0     14,604        992        553      6,803      2,434         97      3,358     10,586          0      9,314      2,649
 
Changes from:       July 25, 2017                                    Total Change is:      -267
      -271          0          0       -748        -36         99        698       -339          0       -328        -47          0        283         56
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       51.4        0.0       41.0        2.8        1.6       19.1        6.8        0.3        9.4       29.7        0.0       26.1        7.4
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          0         14          .          4         10          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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    55,768
Positions
    10,069      4,963      1,907     10,838      2,099      1,843     17,006     10,015        519        973      1,664          0     12,613     32,758
 
Changes from:       July 25, 2017                                    Total Change is:      -957
    -1,517        669        662     -3,243       -596       -586      2,599      3,332        212        -72        273          0        988     -4,923
 
Percent of Open Interest Represented by Each Category of Trader
      18.1        8.9        3.4       19.4        3.8        3.3       30.5       18.0        0.9        1.7        3.0        0.0       22.6       58.7
 
Number of Traders in Each Category                                    Total Traders:        79 
        12          6          5         13          4          5         19         19          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   326,359
Positions
    50,592    207,690      2,993    190,785     71,404     15,495     42,387      8,463     13,255      2,573      1,807          0      8,279      5,252
 
Changes from:       July 25, 2017                                    Total Change is:     1,763
      -288      6,768         -8      2,318     -2,722        473     -1,016     -2,735       -408          0        249          0        692        146
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       63.6        0.9       58.5       21.9        4.7       13.0        2.6        4.1        0.8        0.6        0.0        2.5        1.6
 
Number of Traders in Each Category                                    Total Traders:       156 
        15          9          5         56         28         21         31          8          9          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 1,077,371
Positions
    25,833    804,419      5,144    646,709    109,576     78,923    210,941     25,343     29,137     52,701     12,823        641     27,341     11,364
 
Changes from:       July 25, 2017                                    Total Change is:    24,031
       764     14,734        155     -9,417         36     15,111     17,303     -7,739       -448     -2,023      1,130        -82      2,667      1,133
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       74.7        0.5       60.0       10.2        7.3       19.6        2.4        2.7        4.9        1.2        0.1        2.5        1.1
 
Number of Traders in Each Category                                    Total Traders:       366 
        27         20          7        124         41         56         73         23         19         46         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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    92,906
Positions
    23,605     36,624     55,849      6,277          0          5      6,592          0        398        158         30          0         22          0
 
Changes from:       July 25, 2017                                    Total Change is:       512
     1,145      2,107     -1,575         82          0          0        880          0        -20          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       39.4       60.1        6.8        0.0        0.0        7.1        0.0        0.4        0.2        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        22 
         .         11          8          .          0          .          .          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   877,185
Positions
    11,317     34,308     20,971    287,757    181,524    148,217    118,393    135,809    102,343      6,206     53,537     18,380    163,602    182,096
 
Changes from:       July 25, 2017                                    Total Change is:    18,788
      -883     -2,734        964      3,622        691      6,747      4,210     -6,319     15,797     -7,323      3,934     -2,935     -1,412      2,643
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        3.9        2.4       32.8       20.7       16.9       13.5       15.5       11.7        0.7        6.1        2.1       18.7       20.8
 
Number of Traders in Each Category                                    Total Traders:       178 
         9         14         17         43         27         38         31         35         50          4         15         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   821,884
Positions
         0    164,391        849    454,727     40,885    118,063     75,268    365,356     24,036     34,050     12,646      1,906    112,985     93,753
 
Changes from:       July 25, 2017                                    Total Change is:    13,414
         0      4,339       -598      7,107      2,131       -778        733     12,160      1,856        -59     -3,079         94      5,059     -2,712
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       20.0        0.1       55.3        5.0       14.4        9.2       44.5        2.9        4.1        1.5        0.2       13.7       11.4
 
Number of Traders in Each Category                                    Total Traders:       116 
         0         17          .         48          8         31         11         24         13          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 1,393,348
Positions
    84,387    165,184      7,156    470,646    214,776    157,268    297,102    294,687     49,409    195,520    338,189      6,343    125,517    160,336
 
Changes from:       July 25, 2017                                    Total Change is:    17,926
    35,712     47,487        107     10,231    -32,471    -10,336    -24,095    -17,076      5,533      1,495     20,004        863     -1,584      3,814
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       11.9        0.5       33.8       15.4       11.3       21.3       21.1        3.5       14.0       24.3        0.5        9.0       11.5
 
Number of Traders in Each Category                                    Total Traders:       269 
        14         23          8         55         41         49         48         44         39         21         23          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 3,775,654
Positions
   155,683    221,694    136,308  1,061,647    948,763    606,287    633,535    673,789    381,002    316,853    148,061     80,148    404,190    579,601
 
Changes from:       July 25, 2017                                    Total Change is:   100,408
    22,646     39,469       -998    -60,953    -19,439     25,173     43,090     22,820     31,618     21,491       -389      6,032     12,309     -3,877
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        5.9        3.6       28.1       25.1       16.1       16.8       17.8       10.1        8.4        3.9        2.1       10.7       15.4
 
Number of Traders in Each Category                                    Total Traders:       400 
        20         38         43         58         94         91         55         80         87         28         27         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   403,278
Positions
    18,486      6,071      3,970    110,578    179,353     27,796    136,596     47,124      9,383     12,973      8,006          0     83,496    121,575
 
Changes from:       July 25, 2017                                    Total Change is:     1,343
       287     -5,446       -375     10,091     -2,458      1,459    -12,709      7,201     -1,223      2,088       -680          0      1,725      2,865
 
Percent of Open Interest Represented by Each Category of Trader
       4.6        1.5        1.0       27.4       44.5        6.9       33.9       11.7        2.3        3.2        2.0        0.0       20.7       30.1
 
Number of Traders in Each Category                                    Total Traders:        66 
         5          .          .         14         23         26         12          5          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 3,130,644
Positions
    36,409    326,751     66,749  1,615,675    705,843    431,043    286,745    775,145    196,794    189,613    242,078     21,524    286,092    364,716
 
Changes from:       July 25, 2017                                    Total Change is:    19,617
   -30,782     44,193      4,951    -33,825    -41,465     21,745     25,998      1,582      5,606     21,480      3,943     -1,073      5,515    -19,866
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       10.4        2.1       51.6       22.5       13.8        9.2       24.8        6.3        6.1        7.7        0.7        9.1       11.6
 
Number of Traders in Each Category                                    Total Traders:       303 
         8         36         21         58         53         71         47         57         62         17         27         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 1,451,989
Positions
   415,852    164,803    450,014     12,619     30,128     12,192     51,421    264,020    346,958     71,557     59,713     61,668     29,708     62,493
 
Changes from:       July 25, 2017                                    Total Change is:  -197,537
    24,481    -32,075    -79,053          0      1,129     -4,689   -152,828    -39,637     13,387     20,522    -37,220     -9,735     -9,623     -9,644
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       11.4       31.0        0.9        2.1        0.8        3.5       18.2       23.9        4.9        4.1        4.2        2.0        4.3
 
Number of Traders in Each Category                                    Total Traders:       147 
        16         42         49          .          7          .         15         46         43          5          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 is21,217,812
Positions
 4,632,440    955,645  3,937,943    125,305  2,115,100    820,563    545,776  2,059,231  8,027,619    806,309    454,886  1,683,121    638,736  1,163,703
 
Changes from:       July 25, 2017                                    Total Change is:   182,755
   131,359      4,311     96,778      5,948    106,707    -18,029     57,104    139,160   -102,832     -5,097    -19,593     29,883    -12,359    -53,630
 
Percent of Open Interest Represented by Each Category of Trader
      21.8        4.5       18.6        0.6       10.0        3.9        2.6        9.7       37.8        3.8        2.1        7.9        3.0        5.5
 
Number of Traders in Each Category                                    Total Traders:       353 
        29         55         78          9         38         36         50        111        125         15         38         42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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    30,858
Positions
     4,415      5,513          0        207     13,050        115     16,747      8,006          0      9,252      4,027         64         58         83
 
Changes from:       July 25, 2017                                    Total Change is:      -538
      -588        243          0        -64       -279          0       -369       -513          0        451          0         25          7        -14
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       17.9        0.0        0.7       42.3        0.4       54.3       25.9        0.0       30.0       13.1        0.2        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          6          0          .         12          .          6         10          0          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    22,602
Positions
     9,121        968          0        580      8,584        118     12,417      8,824          6        277      4,025          1         82         76
 
Changes from:       July 25, 2017                                    Total Change is:      -341
    -1,203         12          0          4        109          0        953       -465          6       -143          0          0         42         -3
 
Percent of Open Interest Represented by Each Category of Trader
      40.4        4.3        0.0        2.6       38.0        0.5       54.9       39.0        0.0        1.2       17.8        0.0        0.4        0.3
 
Number of Traders in Each Category                                    Total Traders:        32 
         4          .          0          .          6          .          7          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    51,618
Positions
       425     15,082          0     12,719      6,832        550     14,709     20,753      3,355     11,313      1,867         47      8,500      3,132
 
Changes from:       July 25, 2017                                    Total Change is:     1,484
        18       -253          0        930         60          2     -4,202        185      1,191      3,554        318          3        -11        -22
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       29.2        0.0       24.6       13.2        1.1       28.5       40.2        6.5       21.9        3.6        0.1       16.5        6.1
 
Number of Traders in Each Category                                    Total Traders:       153 
         4          4          0         11          8          .         29         38         17         45         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   638,805
Positions
   145,126     49,320     31,509     67,338     54,131     70,599    133,486    255,627    113,888     25,977     15,473     14,967     35,915     33,291
 
Changes from:       July 25, 2017                                    Total Change is:    27,144
     7,658       -198      2,066    -11,909       -526     16,385     -1,653     -3,396     14,225      2,284        981     -3,382      1,470        989
 
Percent of Open Interest Represented by Each Category of Trader
      22.7        7.7        4.9       10.5        8.5       11.1       20.9       40.0       17.8        4.1        2.4        2.3        5.6        5.2
 
Number of Traders in Each Category                                    Total Traders:       295 
        26          6         19         24         28         17         66         79         60         31         19         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    51,786
Positions
       123        954          0     38,691      1,503          0      6,087     47,104      1,988      4,846        135          0         51        102
 
Changes from:       July 25, 2017                                    Total Change is:     4,315
      -150        954          0        267        -66          0      2,566      1,718      1,732       -101          0          0          1        -23
 
Percent of Open Interest Represented by Each Category of Trader
       0.2        1.8        0.0       74.7        2.9        0.0       11.8       91.0        3.8        9.4        0.3        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          0          9          .          0          6          9          .          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,109
Positions
     3,170      7,735          0     10,202        158        282        533      6,719          0        415          0          0        507        215
 
Changes from:       July 25, 2017                                    Total Change is:      -234
         0          0          0       -322          0          0         66        -36         -1        -20          0          0         43       -197
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       51.2        0.0       67.5        1.0        1.9        3.5       44.5        0.0        2.7        0.0        0.0        3.4        1.4
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          9          .          .          .          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated August 4, 2017