Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   151,441
Positions
    53,720     16,776        560     33,469     30,515      2,416     14,787     56,798      8,478      8,078      1,327        432     29,501     34,139
 
Changes from:       July 17, 2018                                    Total Change is:    -6,486
    -5,928        388        -38       -255     -3,099          3     -5,477       -647      1,427        573     -1,310         18      3,191     -3,228
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       11.1        0.4       22.1       20.1        1.6        9.8       37.5        5.6        5.3        0.9        0.3       19.5       22.5
 
Number of Traders in Each Category                                    Total Traders:       107 
        11          .          .         10         18          4         20         33         16          8          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    91,838
Positions
    72,499      2,720          1      1,159     17,349        324     10,612     41,757        566        465      1,625          0      6,212     27,496
 
Changes from:       July 17, 2018                                    Total Change is:      -114
      -314          3          0        -30        201          0        -21      1,087        334          0          0          0        -83     -1,739
 
Percent of Open Interest Represented by Each Category of Trader
      78.9        3.0        0.0        1.3       18.9        0.4       11.6       45.5        0.6        0.5        1.8        0.0        6.8       29.9
 
Number of Traders in Each Category                                    Total Traders:        54 
         7          .          .          .         11          .          7         22          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   191,590
Positions
    81,039      7,713        704     40,866     80,382      4,077     34,635     43,671      5,714      1,568      7,964         57     22,930     41,308
 
Changes from:       July 17, 2018                                    Total Change is:     4,439
     8,257        -46        125        908      1,637       -527     -4,214      2,549      1,674        468       -164         -6     -2,246       -803
 
Percent of Open Interest Represented by Each Category of Trader
      42.3        4.0        0.4       21.3       42.0        2.1       18.1       22.8        3.0        0.8        4.2        0.0       12.0       21.6
 
Number of Traders in Each Category                                    Total Traders:       115 
         8          4          .         13         25         11         23         35         16          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   200,427
Positions
    90,001      3,412        449     33,707     43,391      5,046     44,305     97,871      4,115      3,026      2,488        101     19,677     43,554
 
Changes from:       July 17, 2018                                    Total Change is:   -14,986
     6,898     -1,327        -14      1,356     -3,707       -371    -23,479     -8,420      1,174     -1,047       -177         32        465     -2,176
 
Percent of Open Interest Represented by Each Category of Trader
      44.9        1.7        0.2       16.8       21.6        2.5       22.1       48.8        2.1        1.5        1.2        0.1        9.8       21.7
 
Number of Traders in Each Category                                    Total Traders:       134 
        10          4          .         13         24          8         27         47         14          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   496,665
Positions
    56,989    163,978      3,481    267,598    114,978     34,431     33,910    101,903      7,567     16,878      9,949        755     75,056     59,623
 
Changes from:       July 17, 2018                                    Total Change is:     6,601
    -5,580      8,414        129      4,208       -550        385      1,594     -1,366        620     -2,069       -901        257      7,057       -387
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       33.0        0.7       53.9       23.2        6.9        6.8       20.5        1.5        3.4        2.0        0.2       15.1       12.0
 
Number of Traders in Each Category                                    Total Traders:       278 
        20          9         11         86         39         39         32         55         24         20         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    34,077
Positions
         0     17,742          0     16,379      6,684      2,313        510      3,261          0          0        771          5     14,870      3,301
 
Changes from:       July 17, 2018                                    Total Change is:     1,096
      -407        -23          0        501        273          0          0      1,708          0          0          0          0      1,002       -862
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       52.1        0.0       48.1       19.6        6.8        1.5        9.6        0.0        0.0        2.3        0.0       43.6        9.7
 
Number of Traders in Each Category                                    Total Traders:        28 
         0          .          0         14          6          8          .          4          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    27,012
Positions
     3,757      6,212        583      8,209     12,545      1,932      5,558        553          0          0          0          0      6,973      5,187
 
Changes from:       July 17, 2018                                    Total Change is:      -468
      -203          0         21         40        -35         24         67       -791          0          0          0          0       -417        313
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       23.0        2.2       30.4       46.4        7.2       20.6        2.0        0.0        0.0        0.0        0.0       25.8       19.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          5          8          9          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   133,557
Positions
    82,407      4,807        523      5,243     41,598      1,686     22,248     44,398      3,226        895        461          0     17,329     36,858
 
Changes from:       July 17, 2018                                    Total Change is:     1,289
     3,297        755          0       -820      1,412          0     -2,154       -574        997         -8        -68          0        -23     -1,233
 
Percent of Open Interest Represented by Each Category of Trader
      61.7        3.6        0.4        3.9       31.1        1.3       16.7       33.2        2.4        0.7        0.3        0.0       13.0       27.6
 
Number of Traders in Each Category                                    Total Traders:        87 
        11          4          .          5         16          4         17         29         15          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    27,498
Positions
         0     15,615          0     22,941        147          0      2,164     10,339         12        550          0          0      1,831      1,385
 
Changes from:       July 17, 2018                                    Total Change is:        29
         0        163          0        559         26          0       -340       -487         -6         -5          0          0       -179        333
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       56.8        0.0       83.4        0.5        0.0        7.9       37.6        0.0        2.0        0.0        0.0        6.7        5.0
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          5          0          4          .          0          6          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   177,515
Positions
     5,153     96,845      1,024    110,546      7,231        174     50,224     54,911      1,036      3,232     12,115          0      6,126      4,179
 
Changes from:       July 17, 2018                                    Total Change is:    22,507
      -506      6,325        193     20,263     -2,553       -185      4,495     16,283     -1,701       -254      4,394        -23        225       -226
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       54.6        0.6       62.3        4.1        0.1       28.3       30.9        0.6        1.8        6.8        0.0        3.5        2.4
 
Number of Traders in Each Category                                    Total Traders:       142 
         .         11          .         19         10          .         37         41         10          8         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    44,981
Positions
    28,427      2,556      2,604      3,031     25,207          0      8,037      9,688        760        615      1,781          3      1,504      2,382
 
Changes from:       July 17, 2018                                    Total Change is:      -703
         0          0          0       -603       -578          0       -152       -303        133          0        -55          0        -81        100
 
Percent of Open Interest Represented by Each Category of Trader
      63.2        5.7        5.8        6.7       56.0        0.0       17.9       21.5        1.7        1.4        4.0        0.0        3.3        5.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          .          .          .          0         10         11          4          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    51,898
Positions
    35,663        296          0        621     11,998          0     11,199     30,337      1,924          0      1,006          4      2,487      6,333
 
Changes from:       July 17, 2018                                    Total Change is:    -1,356
      -306        296          0       -288        -56        -16       -972     -1,631        218          0        134          0          8       -301
 
Percent of Open Interest Represented by Each Category of Trader
      68.7        0.6        0.0        1.2       23.1        0.0       21.6       58.5        3.7        0.0        1.9        0.0        4.8       12.2
 
Number of Traders in Each Category                                    Total Traders:        97 
         9          .          0          .         19          0         22         38          9          0          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is     9,149
Positions
     3,791        830          0      3,644      2,153          0        422      4,495         20        127        350          0      1,145      1,301
 
Changes from:       July 17, 2018                                    Total Change is:     1,159
         0          0          0        951        -23          0        250      1,117       -172        127        130          0          3        107
 
Percent of Open Interest Represented by Each Category of Trader
      41.4        9.1        0.0       39.8       23.5        0.0        4.6       49.1        0.2        1.4        3.8        0.0       12.5       14.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          .          .          0          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    44,888
Positions
     9,956     25,682        812      9,457        113        400     13,002      8,179      1,411      1,423      1,630          0      8,428      6,663
 
Changes from:       July 17, 2018                                    Total Change is:     1,679
      -702       -494        -16        384        -59         13      2,348      1,481       -105        -67        754          0       -176        105
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       57.2        1.8       21.1        0.3        0.9       29.0       18.2        3.1        3.2        3.6        0.0       18.8       14.8
 
Number of Traders in Each Category                                    Total Traders:       104 
        12         22          .         15          .          .         30         12          9          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    89,775
Positions
    19,912     51,364      1,623     18,913        225        800     26,004     16,358      2,821      2,846      3,259          0     16,856     13,325
 
Changes from:       July 17, 2018                                    Total Change is:     3,358
    -1,403       -988        -32        768       -117         26      4,695      2,962       -210       -134      1,508          0       -352        209
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       57.2        1.8       21.1        0.3        0.9       29.0       18.2        3.1        3.2        3.6        0.0       18.8       14.8
 
Number of Traders in Each Category                                    Total Traders:       104 
        12         22          .         15          .          .         30         12          9          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    28,015
Positions
     3,539     22,814          0     22,074      1,588        242          0      2,700          0          0        461          0      2,160        210
 
Changes from:       July 17, 2018                                    Total Change is:      -430
       446       -250          0       -837          0          0          0         33          0          0          0          0        -39       -213
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       81.4        0.0       78.8        5.7        0.9        0.0        9.6        0.0        0.0        1.6        0.0        7.7        0.7
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          7          0         10          .          4          0          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   618,863
Positions
    41,802     94,752     40,026    277,990    187,013     56,128     68,900     94,628     19,594     21,249     37,274      7,283     85,891     82,164
 
Changes from:       July 17, 2018                                    Total Change is:       940
     1,841      4,257      4,891     -4,283       -639     -1,803      2,528      2,241        -49       -514     -1,932       -133     -1,539     -5,895
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       15.3        6.5       44.9       30.2        9.1       11.1       15.3        3.2        3.4        6.0        1.2       13.9       13.3
 
Number of Traders in Each Category                                    Total Traders:       584 
        32         41         23        163         90        103         79        118         75         30         31         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    63,042
Positions
    30,047     12,066        143      6,296     18,262         12      5,621      1,192        273      4,605          0         32     16,013     31,062
 
Changes from:       July 17, 2018                                    Total Change is:       567
       613      2,168        143     -1,008          0         -1        482         62        200       -605       -108          0        743     -1,897
 
Percent of Open Interest Represented by Each Category of Trader
      47.7       19.1        0.2       10.0       29.0        0.0        8.9        1.9        0.4        7.3        0.0        0.1       25.4       49.3
 
Number of Traders in Each Category                                    Total Traders:        44 
         7          9          .          4          4          .         10          6          .          4          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    25,629
Positions
       833     24,871          0      8,645          0        290     11,906          0          0      1,167          0          0      2,788        468
 
Changes from:       July 17, 2018                                    Total Change is:       354
      -336        470          0        127          0        -24        280          0          0          0          0          0        307        -92
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       97.0        0.0       33.7        0.0        1.1       46.5        0.0        0.0        4.6        0.0        0.0       10.9        1.8
 
Number of Traders in Each Category                                    Total Traders:        26 
         .         10          0          6          0          .          6          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 2,779,106
Positions
   183,506    538,163     74,683  1,367,045    852,329    272,009    337,301    488,085     75,701     87,323    190,476     32,150    349,388    255,510
 
Changes from:       July 17, 2018                                    Total Change is:     1,864
    21,396     25,701      8,483    -16,773     -3,591     -8,610     15,392     16,058     -6,404      3,398     -6,176     -3,609    -11,409    -19,988
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       19.4        2.7       49.2       30.7        9.8       12.1       17.6        2.7        3.1        6.9        1.2       12.6        9.2
 
Number of Traders in Each Category                                    Total Traders:       580 
        30         42         22        165         88        102         77        119         73         28         31         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    28,353
Positions
     4,191     25,030          0     18,484          0      1,600        974          0          0        745      1,121          0      2,359        602
 
Changes from:       July 17, 2018                                    Total Change is:       702
       200        831          0        134        -14         27          0          0          0          0          0          0        341       -142
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       88.3        0.0       65.2        0.0        5.6        3.4        0.0        0.0        2.6        4.0        0.0        8.3        2.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          8          0          8          0          .          .          0          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is    13,466
Positions
     4,776      9,761         62      5,166      1,367        259        323      1,333         18      1,035          0          0      1,827        666
 
Changes from:       July 17, 2018                                    Total Change is:       -26
       -59         44         54        125          0       -102        -11          0          0          0          0          0        -33        -22
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       72.5        0.5       38.4       10.2        1.9        2.4        9.9        0.1        7.7        0.0        0.0       13.6        4.9
 
Number of Traders in Each Category                                    Total Traders:        23 
         4         10          .          5          .          .          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    28,098
Positions
    19,671     19,004          0      5,497      4,549        374        693        651          0          0      2,476          0      1,863      1,044
 
Changes from:       July 17, 2018                                    Total Change is:       106
         0      3,139          0        106     -2,891         70        -54          0          0          0          0          0        -16       -212
 
Percent of Open Interest Represented by Each Category of Trader
      70.0       67.6        0.0       19.6       16.2        1.3        2.5        2.3        0.0        0.0        8.8        0.0        6.6        3.7
 
Number of Traders in Each Category                                    Total Traders:        26 
         5          7          0          5          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    82,934
Positions
     3,846     38,758        504     42,578     30,422      4,374     18,022      2,562      1,617          0      1,021          0     11,993      3,676
 
Changes from:       July 17, 2018                                    Total Change is:    -1,040
         5        724        -12        621     -1,674       -777     -1,262        -39        607          0          0          0       -222        131
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       46.7        0.6       51.3       36.7        5.3       21.7        3.1        1.9        0.0        1.2        0.0       14.5        4.4
 
Number of Traders in Each Category                                    Total Traders:        86 
         5          9          .         36         14         12         15          5          9          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    47,891
Positions
     9,659     13,805        329     14,833      9,878        607     11,943     13,062        839      1,555      1,686          5      8,120      7,679
 
Changes from:       July 17, 2018                                    Total Change is:    -1,844
       872       -194        -65       -487        218         22     -2,096     -2,793         91       -950        431        -11        780        457
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       28.8        0.7       31.0       20.6        1.3       24.9       27.3        1.8        3.2        3.5        0.0       17.0       16.0
 
Number of Traders in Each Category                                    Total Traders:       254 
        20         21          7         55         27         17         33         65         23         14         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   239,453
Positions
    48,297     69,026      1,646     74,166     49,388      3,034     59,717     65,312      4,195      7,775      8,430         25     40,598     38,397
 
Changes from:       July 17, 2018                                    Total Change is:    -9,222
     4,358       -972       -324     -2,436      1,091        109    -10,479    -13,967        454     -4,749      2,155        -54      3,899      2,286
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       28.8        0.7       31.0       20.6        1.3       24.9       27.3        1.8        3.2        3.5        0.0       17.0       16.0
 
Number of Traders in Each Category                                    Total Traders:       254 
        20         21          7         55         27         17         33         65         23         14         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   561,087
Positions
    46,361    180,965      2,649    265,836    144,776     41,027    146,772    153,285     15,819     17,682      2,038        269     24,672     20,259
 
Changes from:       July 17, 2018                                    Total Change is:    -6,145
     1,675     -2,176         30      1,760     -5,584       -112    -10,088     -3,492      1,910         41        499          2     -1,363      2,778
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       32.3        0.5       47.4       25.8        7.3       26.2       27.3        2.8        3.2        0.4        0.0        4.4        3.6
 
Number of Traders in Each Category                                    Total Traders:       320 
        16         29          4         87         50         33         60         56         29         14          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    29,981
Positions
     2,203     16,215          1     18,608      1,156        358      2,041      8,732        275        876        775          0      5,619      2,469
 
Changes from:       July 17, 2018                                    Total Change is:       459
       518          0          0         23        -50         10        103        491         11       -235       -428          0         29        425
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       54.1        0.0       62.1        3.9        1.2        6.8       29.1        0.9        2.9        2.6        0.0       18.7        8.2
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          4          .         18          .          .          6         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    55,467
Positions
     5,130     10,598      1,801     24,165     20,953      1,296     13,656      5,644        158        862      1,343          0      8,399     13,674
 
Changes from:       July 17, 2018                                    Total Change is:       559
      -997     -1,516        674      2,193       -352         13       -413       -264       -237       -494       -263          0       -180      2,504
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       19.1        3.2       43.6       37.8        2.3       24.6       10.2        0.3        1.6        2.4        0.0       15.1       24.7
 
Number of Traders in Each Category                                    Total Traders:        66 
         7         13          6         10          4          5         17         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   300,285
Positions
    33,295    186,617      2,207    200,138     69,549     19,736     32,705     12,584      1,101      2,548      2,470          0      8,555      6,021
 
Changes from:       July 17, 2018                                    Total Change is:      -275
       156      3,226         30       -102       -922       -102      1,406     -2,122     -1,043        -50          0          0       -570        658
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       62.1        0.7       66.6       23.2        6.6       10.9        4.2        0.4        0.8        0.8        0.0        2.8        2.0
 
Number of Traders in Each Category                                    Total Traders:       152 
         8         14          .         58         29         24         22         12          6          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is   988,663
Positions
    56,325    517,802      6,762    618,649    243,414    105,832    122,069     63,021      9,095     39,376     28,500        838     29,717     13,399
 
Changes from:       July 17, 2018                                    Total Change is:    11,450
     1,000     16,504        234      2,627     -2,884      1,011      6,207     -1,562        322        575       -983       -212       -314       -980
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       52.4        0.7       62.6       24.6       10.7       12.3        6.4        0.9        4.0        2.9        0.1        3.0        1.4
 
Number of Traders in Each Category                                    Total Traders:       405 
        23         24         11        140         79         72         58         35         18         35         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   113,873
Positions
    21,559     41,266     71,806     10,638          0        270      8,540          0        408        620         30          0         32         93
 
Changes from:       July 17, 2018                                    Total Change is:       259
       455        578       -319          3          0          0        120          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       36.2       63.1        9.3        0.0        0.2        7.5        0.0        0.4        0.5        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         .         14          8          8          0          .          5          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is   834,126
Positions
    18,077     97,203      2,112    331,508    226,782    179,956    101,266     95,236     13,980     38,722     33,365        799    147,706    184,693
 
Changes from:       July 17, 2018                                    Total Change is:    -3,915
    -1,942    -18,679      1,745      6,922     -6,868      2,489    -12,956     13,830      6,310       -487     -4,957        215     -6,211      2,000
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       11.7        0.3       39.7       27.2       21.6       12.1       11.4        1.7        4.6        4.0        0.1       17.7       22.1
 
Number of Traders in Each Category                                    Total Traders:       192 
         9         22          5         51         33         45         37         23         22         11          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,006,617
Positions
     9,085    208,494      1,184    562,988     70,096    155,560     67,962    440,787      5,404     60,423     19,427        564    143,447    105,101
 
Changes from:       July 17, 2018                                    Total Change is:    10,029
    -4,399      2,625        169     11,379     -1,581     -1,701      6,424     -4,862         72       -583      2,793       -148     -1,184     12,662
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       20.7        0.1       55.9        7.0       15.5        6.8       43.8        0.5        6.0        1.9        0.1       14.3       10.4
 
Number of Traders in Each Category                                    Total Traders:       128 
         .         18          .         56          7         35         12         25         15          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 1,927,981
Positions
    62,340    189,595     15,589    800,357    314,461    260,502    366,569    595,681    102,251    195,063    262,238      2,063    123,247    185,601
 
Changes from:       July 17, 2018                                    Total Change is:     7,711
     3,680     -4,436      1,255     -9,598     -3,262      3,033     24,536     12,655     -3,418    -13,500     -4,006       -546      2,269      6,436
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        9.8        0.8       41.5       16.3       13.5       19.0       30.9        5.3       10.1       13.6        0.1        6.4        9.6
 
Number of Traders in Each Category                                    Total Traders:       327 
        13         30          7         82         41         62         51         68         41         20         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,785,283
Positions
   159,410    282,596     25,088  1,593,473    768,051    553,584    443,952  1,162,914    194,953    454,784    249,052     27,454    332,585    521,591
 
Changes from:       July 17, 2018                                    Total Change is:    96,893
    18,297    -46,653     16,582     -2,168     49,724        433     29,266     56,327     28,958      8,302    -16,170       -315     -2,462      8,007
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        7.5        0.7       42.1       20.3       14.6       11.7       30.7        5.2       12.0        6.6        0.7        8.8       13.8
 
Number of Traders in Each Category                                    Total Traders:       447 
        26         38         12         91         92         99         63         87         51         22         28         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   579,162
Positions
    33,857     23,108      7,845    194,456    216,322     64,829    114,244     43,534     18,367     45,243     37,819        501     99,820    166,837
 
Changes from:       July 17, 2018                                    Total Change is:     1,050
    -6,049     -1,619         57      4,430      6,045     10,655     -3,295     -3,784     -1,274       -863     -6,985          1     -2,612     -2,046
 
Percent of Open Interest Represented by Each Category of Trader
       5.8        4.0        1.4       33.6       37.4       11.2       19.7        7.5        3.2        7.8        6.5        0.1       17.2       28.8
 
Number of Traders in Each Category                                    Total Traders:       104 
         6          7          4         17         38         34         15         11          8          4          6          .
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Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,914,191
Positions
    63,053    267,657     62,063  1,927,638    536,161    694,577    371,292  1,413,123    170,755    318,172    313,323     17,630    289,011    438,902
 
Changes from:       July 17, 2018                                    Total Change is:    77,029
      -545    -19,247      3,937      6,048     14,583     45,854     20,406     -7,870     13,440    -29,581     -1,680     -3,977     21,447     31,989
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        6.8        1.6       49.2       13.7       17.7        9.5       36.1        4.4        8.1        8.0        0.5        7.4       11.2
 
Number of Traders in Each Category                                    Total Traders:       349 
        12         39         12         79         59         73         34         84         35         21         21          5
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Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,936,226
Positions
   443,382    473,012    550,604     26,546     14,470     46,640     89,445    189,918    462,557    196,358     50,673     88,202     32,492     60,150
 
Changes from:       July 17, 2018                                    Total Change is:    49,936
    -5,286     21,876     14,933     -2,287        -96      1,763     21,314     -7,927     16,483      3,178         -8     -1,007        845      3,919
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       24.4       28.4        1.4        0.7        2.4        4.6        9.8       23.9       10.1        2.6        4.6        1.7        3.1
 
Number of Traders in Each Category                                    Total Traders:       149 
        27         30         50          .          4          4         28         35         48          8          8          5
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Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is14,206,663
Positions
 6,147,192  1,137,472  2,057,192    339,687  1,864,100  1,468,647    709,099  3,502,845  2,145,256    252,988    237,104    515,401    571,201  1,278,646
 
Changes from:       July 17, 2018                                    Total Change is:    79,121
  -204,731    126,578    142,058     26,397    -70,486     11,961    114,867     69,371    -35,336     38,659   -111,666      1,996    -16,750    -55,355
 
Percent of Open Interest Represented by Each Category of Trader
      43.3        8.0       14.5        2.4       13.1       10.3        5.0       24.7       15.1        1.8        1.7        3.6        4.0        9.0
 
Number of Traders in Each Category                                    Total Traders:       289 
        36         40         66          8         28         31         30        101         99         11         15         24
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Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is     9,192
Positions
     3,534      1,925      3,438          0          0          0        468      1,715      1,449          0        247        131        172        287
 
Changes from:       July 17, 2018                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       20.9       37.4        0.0        0.0        0.0        5.1       18.7       15.8        0.0        2.7        1.4        1.9        3.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          .          5          0          0          0          4          5          6          0          .          .
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Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    12,655
Positions
     7,410      3,562      1,061          0          0          0        748      4,773      2,855        102          0          0        479        404
 
Changes from:       July 17, 2018                                    Total Change is:     3,776
     1,853      1,206        323          0          0          0        720      1,540        710        102        -25          0         68         22
 
Percent of Open Interest Represented by Each Category of Trader
      58.6       28.1        8.4        0.0        0.0        0.0        5.9       37.7       22.6        0.8        0.0        0.0        3.8        3.2
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          4          5          0          0          0          .          8          8          .          0          0
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Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    31,566
Positions
     4,030      4,616          0        122      8,478         29     15,528     14,949          0     11,571      3,196        215         71         83
 
Changes from:       July 17, 2018                                    Total Change is:       -47
      -722       -103          0         -6         69          0        430        102          0        245       -130          0          6         15
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       14.6        0.0        0.4       26.9        0.1       49.2       47.4        0.0       36.7       10.1        0.7        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        42 
         4          5          0          .         10          .          .         10          0          .          5          .
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Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                         
CFTC Code #246606                                                    Open Interest is    15,063
Positions
     3,247      3,144          0        708      2,475         24     11,036      7,075          0          0      2,284          0         48         61
 
Changes from:       July 17, 2018                                    Total Change is:       744
       -18      1,097          0          0        -16          0        758       -197          0          0       -140          0          4          0
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       20.9        0.0        4.7       16.4        0.2       73.3       47.0        0.0        0.0       15.2        0.0        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          4          0          .          7          .          5          8          0          0          4          0
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Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     4,741
Positions
        55          0          0        100          0          0      1,077      2,411        231      1,094      1,566         11      2,173        522
 
Changes from:       July 17, 2018                                    Total Change is:      -381
         0          0          0        -12          0          0       -168         86        -96         11       -244          0       -116       -127
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        0.0        0.0        2.1        0.0        0.0       22.7       50.9        4.9       23.1       33.0        0.2       45.8       11.0
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          0          0          .          0          0          7         12          4         19          5          .
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Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     3,431
Positions
        30          0          0         44        164          6      1,353      2,313        174        868        392         25        931        357
 
Changes from:       July 17, 2018                                    Total Change is:       577
        30          0          0         19         75          6       -116        323        106        375         60         10        147         -3
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        0.0        0.0        1.3        4.8        0.2       39.4       67.4        5.1       25.3       11.4        0.7       27.1       10.4
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          0          0          .          .          .          8         11          .          9          .          .
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Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    52,289
Positions
     3,804     28,034          0     15,024        770        435     14,986     17,600      1,748      8,660      1,703        129      7,503      1,870
 
Changes from:       July 17, 2018                                    Total Change is:     3,073
      -129      8,249        -55      1,289        123        -17     -1,408     -5,397        409      2,158       -248          0        826          9
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       53.6        0.0       28.7        1.5        0.8       28.7       33.7        3.3       16.6        3.3        0.2       14.3        3.6
 
Number of Traders in Each Category                                    Total Traders:       126 
         .          .          0         13          4          .         30         25         10         36         13          .
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Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   408,573
Positions
    49,582      8,376     23,463    108,773     60,640     16,634     65,436    160,798     86,308     18,172      5,396     15,855     24,350     31,103
 
Changes from:       July 17, 2018                                    Total Change is:   -16,810
    15,591     -4,059    -15,250     12,095      7,373        200    -21,255      4,422     -7,635      2,513     -2,423       -139     -2,930        701
 
Percent of Open Interest Represented by Each Category of Trader
      12.1        2.1        5.7       26.6       14.8        4.1       16.0       39.4       21.1        4.4        1.3        3.9        6.0        7.6
 
Number of Traders in Each Category                                    Total Traders:       226 
        14          7         15         22         38         20         44         63         53          9         13         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    33,179
Positions
     1,051      3,146          0     23,351         34        210      5,644     26,926        242      1,341      1,460      1,156        184          5
 
Changes from:       July 17, 2018                                    Total Change is:    -2,648
         0       -268          0     -2,124          0          0        747     -4,841          0     -2,456      1,316      1,156         29        -11
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        9.5        0.0       70.4        0.1        0.6       17.0       81.2        0.7        4.0        4.4        3.5        0.6        0.0
 
Number of Traders in Each Category                                    Total Traders:        45 
         4          .          0         12          .          .          6         10          .          8          .          .
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Updated July 27, 2018