Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   186,460
Positions
    59,367     16,609      8,253     35,039     33,179      5,053     16,053     58,173     23,945      8,639      2,655        904     29,206     37,688
 
Changes from:       June 26, 2018                                    Total Change is:    -1,659
    16,581     -4,093        387      1,377      2,886       -499    -17,149        767       -226       -469       -194       -111     -1,551       -577
 
Percent of Open Interest Represented by Each Category of Trader
      31.8        8.9        4.4       18.8       17.8        2.7        8.6       31.2       12.8        4.6        1.4        0.5       15.7       20.2
 
Number of Traders in Each Category                                    Total Traders:       112 
        12          .          9         11         18          5         16         38         22          8          6          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    93,412
Positions
    69,825      2,316        320      1,087     18,340        324     12,949     40,423      1,887        465      1,674          0      6,555     28,128
 
Changes from:       June 26, 2018                                    Total Change is:    -1,557
     2,183         35         68       -903     -1,028         23     -3,687       -231         51          0          0          0        708       -475
 
Percent of Open Interest Represented by Each Category of Trader
      74.7        2.5        0.3        1.2       19.6        0.3       13.9       43.3        2.0        0.5        1.8        0.0        7.0       30.1
 
Number of Traders in Each Category                                    Total Traders:        52 
         6          .          .          .         12          .          9         18          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   227,428
Positions
    74,411      9,247     11,144     38,500     74,656      7,558     32,323     37,069     32,962      3,128      7,793      2,952     24,450     44,047
 
Changes from:       June 26, 2018                                    Total Change is:    18,373
    16,128      1,309        493        197        377      1,389     -1,539      8,146      2,462        916        188        156     -1,828      3,854
 
Percent of Open Interest Represented by Each Category of Trader
      32.7        4.1        4.9       16.9       32.8        3.3       14.2       16.3       14.5        1.4        3.4        1.3       10.8       19.4
 
Number of Traders in Each Category                                    Total Traders:       121 
         9          5          8         12         29         11         25         29         28          8          4          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   195,765
Positions
    54,506     16,091      7,207     33,777     35,004      8,257     43,041     65,125     20,565      2,770      1,646      1,426     24,218     40,445
 
Changes from:       June 26, 2018                                    Total Change is:    13,714
    13,570       -290       -534       -513      3,799        493      1,665      6,666      1,132       -138        545        -53     -1,907      1,956
 
Percent of Open Interest Represented by Each Category of Trader
      27.8        8.2        3.7       17.3       17.9        4.2       22.0       33.3       10.5        1.4        0.8        0.7       12.4       20.7
 
Number of Traders in Each Category                                    Total Traders:       134 
        11          6         10         16         24         13         27         39         29          6          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   581,181
Positions
    51,727    159,016     25,431    261,405    117,390     37,533     37,610     97,208     61,477     20,464      9,499      8,816     76,717     64,811
 
Changes from:       June 26, 2018                                    Total Change is:     3,386
     1,286      1,558        368     -6,083     -1,229      1,291      3,713        166      1,372     -1,782         38        129      3,092       -306
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       27.4        4.4       45.0       20.2        6.5        6.5       16.7       10.6        3.5        1.6        1.5       13.2       11.2
 
Number of Traders in Each Category                                    Total Traders:       299 
        17         10         18         87         41         48         34         63         42         25         22         17
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    33,281
Positions
       414     18,468          0     17,194      6,294      1,970        510      2,201          0          0        771          5     13,188      3,572
 
Changes from:       June 26, 2018                                    Total Change is:        13
       -21         99          0         -9        -72         -4       -618        383          0          0          0          0        665       -393
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       55.5        0.0       51.7       18.9        5.9        1.5        6.6        0.0        0.0        2.3        0.0       39.6       10.7
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          .          0         13          7          8          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   163,872
Positions
    79,996      3,512      6,795      4,458     40,854      6,149     26,665     46,657     15,668      1,916         33      1,449     20,776     42,755
 
Changes from:       June 26, 2018                                    Total Change is:     3,382
       771        812        643         -8        719      1,810     -1,360     -3,212      1,258        505          6         12       -249      1,333
 
Percent of Open Interest Represented by Each Category of Trader
      48.8        2.1        4.1        2.7       24.9        3.8       16.3       28.5        9.6        1.2        0.0        0.9       12.7       26.1
 
Number of Traders in Each Category                                    Total Traders:        94 
        13          4          7          6         18          6         19         30         21          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    20,128
Positions
         0     13,332          0     15,494        371          0      2,684      4,696         12        100          0          0      1,838      1,717
 
Changes from:       June 26, 2018                                    Total Change is:       356
         0          0          0       -143        -23          0        465        280          0          0          0          0         34         99
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       66.2        0.0       77.0        1.8        0.0       13.3       23.3        0.1        0.5        0.0        0.0        9.1        8.5
 
Number of Traders in Each Category                                    Total Traders:        28 
         0          4          0          5          .          0          8          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   146,176
Positions
     6,646     69,040      1,100     85,802     25,380         24     41,694     31,207      4,477      2,671      7,951          0      3,762      6,998
 
Changes from:       June 26, 2018                                    Total Change is:    -5,282
   -10,488     17,772       -112      3,410     -2,659         24      2,663    -18,394       -422        -81       -738          0       -275       -752
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       47.2        0.8       58.7       17.4        0.0       28.5       21.3        3.1        1.8        5.4        0.0        2.6        4.8
 
Number of Traders in Each Category                                    Total Traders:       143 
         5          9          .         12         17          .         32         45         15          8         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    45,280
Positions
    28,427      2,556      2,604      4,838     25,461          0      6,640     10,501        770        651      1,190          3      1,347      2,195
 
Changes from:       June 26, 2018                                    Total Change is:    -4,406
     3,967      1,875     -3,657       -418     -3,975          0     -2,830      2,493       -949       -189        -46          0       -330       -147
 
Percent of Open Interest Represented by Each Category of Trader
      62.8        5.6        5.8       10.7       56.2        0.0       14.7       23.2        1.7        1.4        2.6        0.0        3.0        4.8
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          .          .          .          0         11         14          4          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    53,676
Positions
    36,159          0          1      2,219     11,679          0     10,812     32,429      1,597          0      1,144          4      2,884      6,822
 
Changes from:       June 26, 2018                                    Total Change is:     8,650
    10,106          0          1     -3,031      1,234          0        739      6,648        170          0        486          4        661        107
 
Percent of Open Interest Represented by Each Category of Trader
      67.4        0.0        0.0        4.1       21.8        0.0       20.1       60.4        3.0        0.0        2.1        0.0        5.4       12.7
 
Number of Traders in Each Category                                    Total Traders:        96 
        11          0          .          5         18          0         14         42         11          0          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    43,012
Positions
    10,633     23,017        969      7,996      1,559        312      9,515      7,831      2,414      2,148        933        517      8,506      5,460
 
Changes from:       June 26, 2018                                    Total Change is:    -1,420
       204        277       -104       -383       -340         34     -1,128     -2,860      1,060       -116        -50          8       -995        556
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       53.5        2.3       18.6        3.6        0.7       22.1       18.2        5.6        5.0        2.2        1.2       19.8       12.7
 
Number of Traders in Each Category                                    Total Traders:        99 
        15         18          .         12          4          .         29         11         15          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    86,023
Positions
    21,267     46,033      1,938     15,992      3,118        624     19,030     15,661      4,829      4,296      1,866      1,035     17,013     10,919
 
Changes from:       June 26, 2018                                    Total Change is:    -2,839
       409        554       -208       -765       -680         67     -2,256     -5,719      2,119       -232       -100         15     -1,989      1,112
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       53.5        2.3       18.6        3.6        0.7       22.1       18.2        5.6        5.0        2.2        1.2       19.8       12.7
 
Number of Traders in Each Category                                    Total Traders:        99 
        15         18          .         12          4          .         29         11         15          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    29,620
Positions
     2,120     23,862          0     25,552      1,588        242          0      3,167          0          0          0          0      1,706        761
 
Changes from:       June 26, 2018                                    Total Change is:     2,417
         0        600          0      3,991         -7         65          0      1,769          0     -1,769          0          0        130        -10
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       80.6        0.0       86.3        5.4        0.8        0.0       10.7        0.0        0.0        0.0        0.0        5.8        2.6
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          7          0         10          .          4          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   749,817
Positions
    34,403     97,484     49,068    274,796    191,927     65,431     61,914     77,039    107,173     24,478     35,956     38,104     94,450     87,634
 
Changes from:       June 26, 2018                                    Total Change is:    -1,505
       341     -2,561      3,961     -3,343      1,534     -1,626     -4,089     -6,620     -2,092     -2,373       -722      3,569      4,145      3,051
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       13.0        6.5       36.6       25.6        8.7        8.3       10.3       14.3        3.3        4.8        5.1       12.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       645 
        35         37         44        164        104        117         84        120        114         62         38         56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    77,375
Positions
    26,392      9,999      1,085      6,227     18,433      1,141      5,327      1,536     10,330      4,178         23      3,182     19,514     31,647
 
Changes from:       June 26, 2018                                    Total Change is:       234
     1,506       -819       -191       -102        -96       -179       -194       -343     -1,067        167       -580       -123        418      3,632
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       12.9        1.4        8.0       23.8        1.5        6.9        2.0       13.4        5.4        0.0        4.1       25.2       40.9
 
Number of Traders in Each Category                                    Total Traders:        57 
         8          7          6          4          5          .         10         11         20         10          .          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    26,187
Positions
     1,155     25,116          0      8,618          0        378     11,906          0          0      1,905          0          0      2,225        693
 
Changes from:       June 26, 2018                                    Total Change is:     4,462
       952      4,292          0       -849          0          0      4,831          0          0       -298          0          0       -174        170
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       95.9        0.0       32.9        0.0        1.4       45.5        0.0        0.0        7.3        0.0        0.0        8.5        2.6
 
Number of Traders in Each Category                                    Total Traders:        28 
         4          9          0          7          0          .          6          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 3,362,209
Positions
   139,791    537,162    140,182  1,349,673    874,301    314,618    290,986    385,566    476,169    102,424    180,591    173,684    374,681    279,936
 
Changes from:       June 26, 2018                                    Total Change is:    -8,697
     8,263      5,378      6,678    -16,307      8,045     -7,132    -19,165    -31,073     -5,435    -15,332     -3,345     21,096     18,639     -2,908
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       16.0        4.2       40.1       26.0        9.4        8.7       11.5       14.2        3.0        5.4        5.2       11.1        8.3
 
Number of Traders in Each Category                                    Total Traders:       631 
        36         36         43        165        101        116         83        116        109         57         37         52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    27,441
Positions
     3,469     23,863          0     18,543         14      1,573        734          0          0      1,327      1,121          0      1,795        870
 
Changes from:       June 26, 2018                                    Total Change is:    -1,414
       819     -1,320          0       -937          0          0       -704          0          0          0          0          0       -592        -94
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       87.0        0.0       67.6        0.1        5.7        2.7        0.0        0.0        4.8        4.1        0.0        6.5        3.2
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          7          0          7          .          .          .          0          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    12,546
Positions
     3,876      8,763          8      5,210      1,396        335        370      1,449        107      1,035          0          0      1,605        488
 
Changes from:       June 26, 2018                                    Total Change is:       852
       787        881          0        371        -21          0          0        153         70          0          0          0       -376       -231
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       69.8        0.1       41.5       11.1        2.7        2.9       11.5        0.9        8.2        0.0        0.0       12.8        3.9
 
Number of Traders in Each Category                                    Total Traders:        23 
         5          9          .          4          .          .          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    27,970
Positions
    18,288     10,588          0      7,072     11,661        305        921          0         91          0      2,937          0      1,293      2,388
 
Changes from:       June 26, 2018                                    Total Change is:     2,569
       521      1,401          0      1,559         72          0        174          0         91          0       -358          0        224      1,363
 
Percent of Open Interest Represented by Each Category of Trader
      65.4       37.9        0.0       25.3       41.7        1.1        3.3        0.0        0.3        0.0       10.5        0.0        4.6        8.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         5          5          0          5          .          .          4          0          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    83,894
Positions
     3,628     37,354        492     40,994     33,987      5,248     19,536      1,227      1,167          0      1,021          0     12,829      3,398
 
Changes from:       June 26, 2018                                    Total Change is:    -2,817
    -1,877     -1,328         11       -251       -625        295        208     -1,253        174     -1,472        294          0         95       -385
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       44.5        0.6       48.9       40.5        6.3       23.3        1.5        1.4        0.0        1.2        0.0       15.3        4.1
 
Number of Traders in Each Category                                    Total Traders:        84 
         4          8          .         34         17         13         16          .          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    51,783
Positions
     9,522     10,564        858     14,910     10,631        705     12,897     16,852      2,375      1,942      1,243        754      7,818      7,800
 
Changes from:       June 26, 2018                                    Total Change is:     1,392
       -98        377        -60     -1,087      1,050        -34      2,563        356         67        160         37        -15       -104       -386
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       20.4        1.7       28.8       20.5        1.4       24.9       32.5        4.6        3.8        2.4        1.5       15.1       15.1
 
Number of Traders in Each Category                                    Total Traders:       268 
        19         22          7         53         33         24         39         69         33         15         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   258,914
Positions
    47,612     52,822      4,291     74,552     53,155      3,523     64,486     84,261     11,876      9,711      6,213      3,771     39,091     39,001
 
Changes from:       June 26, 2018                                    Total Change is:     6,959
      -489      1,884       -299     -5,433      5,250       -171     12,813      1,780        335        801        183        -76       -522     -1,928
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       20.4        1.7       28.8       20.5        1.4       24.9       32.5        4.6        3.8        2.4        1.5       15.1       15.1
 
Number of Traders in Each Category                                    Total Traders:       268 
        19         22          7         53         33         24         39         69         33         15         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   564,786
Positions
    44,632    175,557      2,532    254,770    162,466     39,028    160,669    145,792     16,728     18,589      2,314      2,089     25,749     18,279
 
Changes from:       June 26, 2018                                    Total Change is:     7,758
     4,254       -400        614     10,911     -2,954        207     -2,805      9,522        -33     -4,425        603       -243       -723        441
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       31.1        0.4       45.1       28.8        6.9       28.4       25.8        3.0        3.3        0.4        0.4        4.6        3.2
 
Number of Traders in Each Category                                    Total Traders:       319 
        17         26          5         86         49         33         59         57         33         15         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    31,852
Positions
     1,133     14,913          1     21,297        981        766      1,751      9,475         50        889      2,157          0      5,965      3,509
 
Changes from:       June 26, 2018                                    Total Change is:     2,185
       249         40          1      1,734       -380        227       -161      2,408          3         19        375          0        113       -489
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       46.8        0.0       66.9        3.1        2.4        5.5       29.7        0.2        2.8        6.8        0.0       18.7       11.0
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          4          .         18          .          4          5         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    54,109
Positions
     7,301     11,467        429     20,489      5,782      1,820     12,579      7,219        295      2,603      1,363          0      8,593     25,734
 
Changes from:       June 26, 2018                                    Total Change is:       956
       446      1,746       -452     -2,406      1,016        104      2,090       -768        264        642        -18          0        268       -936
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       21.2        0.8       37.9       10.7        3.4       23.2       13.3        0.5        4.8        2.5        0.0       15.9       47.6
 
Number of Traders in Each Category                                    Total Traders:        68 
         7         13          5          9          5          6         16         13          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   308,537
Positions
    31,591    182,291      2,157    206,757     71,701     22,070     32,146     16,998      2,490      2,965      2,067          0      8,361      8,763
 
Changes from:       June 26, 2018                                    Total Change is:     5,092
    -3,691     -8,099         57     10,321       -893       -237     -1,800     10,488        315         96        780          0         31      2,681
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       59.1        0.7       67.0       23.2        7.2       10.4        5.5        0.8        1.0        0.7        0.0        2.7        2.8
 
Number of Traders in Each Category                                    Total Traders:       155 
         7         13          .         61         30         25         22         12          8          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   964,605
Positions
    54,629    524,027      4,412    613,192    218,237    104,638    106,785     64,693     13,449     37,488     19,751        793     29,219     14,605
 
Changes from:       June 26, 2018                                    Total Change is:    11,423
   -19,419    -30,618       -526     43,181     14,294      3,015     -9,021     19,274      1,054     -4,762      5,536        158     -2,257       -764
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       54.3        0.5       63.6       22.6       10.8       11.1        6.7        1.4        3.9        2.0        0.1        3.0        1.5
 
Number of Traders in Each Category                                    Total Traders:       408 
        22         27          9        141         79         67         56         38         22         33         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   112,537
Positions
    21,000     40,462     71,274     10,635          0        270      8,298          0        408        620         30          0         32         93
 
Changes from:       June 26, 2018                                    Total Change is:      -427
       -32       -260       -167       -338          0          0         60          0          0         50          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       36.0       63.3        9.5        0.0        0.2        7.4        0.0        0.4        0.6        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 - Options and Futures Combined Positions as of July 3, 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   973,367
Positions
    17,924     76,902     28,752    314,899    213,380    226,056     82,129     85,686     97,003     34,762     37,743     14,178    157,664    193,666
 
Changes from:       June 26, 2018                                    Total Change is:    26,818
    -5,000     -1,302     -1,073      5,914    -10,319     14,466      5,935     18,021      3,360       -227      5,777      1,410      2,034     -3,521
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        7.9        3.0       32.4       21.9       23.2        8.4        8.8       10.0        3.6        3.9        1.5       16.2       19.9
 
Number of Traders in Each Category                                    Total Traders:       191 
         8         19         19         51         33         48         34         25         44          8         13          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   970,340
Positions
    14,618    196,749        495    535,051     75,767    148,783     60,083    425,773     13,711     61,138      8,461        726    135,734     99,875
 
Changes from:       June 26, 2018                                    Total Change is:     6,276
     1,820      1,635         85     10,201      1,668     -3,427     -5,614     39,884      3,537     -3,327    -35,695     -1,811      4,812        401
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       20.3        0.1       55.1        7.8       15.3        6.2       43.9        1.4        6.3        0.9        0.1       14.0       10.3
 
Number of Traders in Each Category                                    Total Traders:       128 
         4         16          4         55         10         38         10         24         17          6          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 1,948,358
Positions
    46,399    179,587     20,693    818,829    350,833    235,191    337,317    619,770    125,882    231,889    237,713      6,414    125,744    172,275
 
Changes from:       June 26, 2018                                    Total Change is:    40,312
    -5,416    -16,708      1,727     54,681    -19,374     -3,681    -26,131    104,186     20,769     -2,303    -42,073       -813      1,479     -3,722
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        9.2        1.1       42.0       18.0       12.1       17.3       31.8        6.5       11.9       12.2        0.3        6.5        8.8
 
Number of Traders in Each Category                                    Total Traders:       339 
        15         33         10         79         45         63         51         67         47         25         24          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 4,266,453
Positions
    94,555    381,292    177,558  1,639,037    767,068    607,175    408,392    958,881    487,758    392,202    260,632     96,772    363,004    529,317
 
Changes from:       June 26, 2018                                    Total Change is:   142,255
   -12,981     25,397     -3,860     76,042    -33,349     75,986        114     31,910     21,994    -20,437     20,098      7,625     -2,227     -3,545
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        8.9        4.2       38.4       18.0       14.2        9.6       22.5       11.4        9.2        6.1        2.3        8.5       12.4
 
Number of Traders in Each Category                                    Total Traders:       469 
        22         49         41         90         96        115         60         85         89         27         40         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   549,708
Positions
    36,775     20,983      8,097    187,482    193,008     54,620    103,836     41,417     10,752     46,129     38,044        500    101,517    182,287
 
Changes from:       June 26, 2018                                    Total Change is:     6,245
     3,699    -10,545       -685     -2,881      5,572     -1,274      4,214     10,667     -1,565      2,837     -5,316        498      1,402      8,893
 
Percent of Open Interest Represented by Each Category of Trader
       6.7        3.8        1.5       34.1       35.1        9.9       18.9        7.5        2.0        8.4        6.9        0.1       18.5       33.2
 
Number of Traders in Each Category                                    Total Traders:       100 
         5          8          4         21         32         32         15          8          6          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,125,287
Positions
    95,179    288,343    128,224  1,900,028    548,567    699,095    323,779  1,378,533    320,819    355,995    307,423     38,004    264,164    416,279
 
Changes from:       June 26, 2018                                    Total Change is:   109,149
     7,925    -43,331     11,310     35,202     64,837     34,426     21,621     83,803     -9,817     19,652    -23,793    -11,663        493      3,377
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        7.0        3.1       46.1       13.3       16.9        7.8       33.4        7.8        8.6        7.5        0.9        6.4       10.1
 
Number of Traders in Each Category                                    Total Traders:       353 
        15         38         21         81         58         74         37         77         66         23         24         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,913,585
Positions
   456,996    486,295    559,384      5,270     35,092     63,727     84,450    150,914    423,439    208,300     56,514     80,380     31,639     57,839
 
Changes from:       June 26, 2018                                    Total Change is:  -121,701
   -27,699    -89,128        993    -18,519      6,284     -1,221    -82,124       -412     12,392      2,740    -44,762    -10,243      1,981      4,397
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       25.4       29.2        0.3        1.8        3.3        4.4        7.9       22.1       10.9        3.0        4.2        1.7        3.0
 
Number of Traders in Each Category                                    Total Traders:       140 
        27         30         45          .          5          6         21         33         45          6          9          8
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 is25,573,001
Positions
 6,264,401  1,166,198  4,388,445    316,292  2,278,718  2,411,437    646,499  2,636,581  9,438,931     46,599    497,022  1,420,433    639,964  1,335,236
 
Changes from:       June 26, 2018                                    Total Change is:   371,644
   151,640     15,277    -24,067     -9,986   -161,094     46,989    -22,580    186,611    199,066       -423     91,870     23,070      7,934     -6,078
 
Percent of Open Interest Represented by Each Category of Trader
      24.5        4.6       17.2        1.2        8.9        9.4        2.5       10.3       36.9        0.2        1.9        5.6        2.5        5.2
 
Number of Traders in Each Category                                    Total Traders:       311 
        34         44         72         11         37         41         41         93        103         13         26         31
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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     5,921
Positions
     3,312        609        373          0          0          0          1      2,794      1,785          0          0          0        450        360
 
Changes from:       June 26, 2018                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      55.9       10.3        6.3        0.0        0.0        0.0        0.0       47.2       30.1        0.0        0.0        0.0        7.6        6.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          4          4          0          0          0          .         11          7          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    30,922
Positions
     3,668      4,771          0         62      8,248        136     15,616     13,872          0     11,176      3,572        229         35         94
 
Changes from:       June 26, 2018                                    Total Change is:      -606
        77        168          0          7       -120          0     -1,997       -651          0      1,300        -50          0          7         47
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       15.4        0.0        0.2       26.7        0.4       50.5       44.9        0.0       36.1       11.6        0.7        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          6          0          .         11          .          4         10          0          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    16,011
Positions
     3,212      2,181          0         91      2,955        641     12,057      7,753          0          0      2,392          0         10         89
 
Changes from:       June 26, 2018                                    Total Change is:      -827
        14         60          0          0       -125          0       -835       -903          0          0        108          0         -6         33
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       13.6        0.0        0.6       18.5        4.0       75.3       48.4        0.0        0.0       14.9        0.0        0.1        0.6
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0          .          8          .          5          8          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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     5,254
Positions
        55          0          0        239          0          0      1,278      2,852        267      1,123      1,344         11      2,281        780
 
Changes from:       June 26, 2018                                    Total Change is:      -543
         0          0          0         65        -82          0       -352       -509         -8       -193        244         11        -66       -199
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        0.0        0.0        4.5        0.0        0.0       24.3       54.3        5.1       21.4       25.6        0.2       43.4       14.8
 
Number of Traders in Each Category                                    Total Traders:        51 
         .          0          0          .          0          0          8         15          4         20          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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     2,514
Positions
         0          0          0         44         84          0      1,198      1,639         42        438        366          6        786        377
 
Changes from:       June 26, 2018                                    Total Change is:      -173
       -29          0          0         44        -27          0       -310        134        -95        267       -149          3        -53        -39
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        1.8        3.3        0.0       47.7       65.2        1.7       17.4       14.6        0.2       31.3       15.0
 
Number of Traders in Each Category                                    Total Traders:        30 
         0          0          0          .          .          0          7         10          .          5          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    49,907
Positions
       655     19,785          0     12,699        247        467     18,329     24,660        785     10,243      1,889        143      6,587      1,933
 
Changes from:       June 26, 2018                                    Total Change is:     2,152
      -140          0          0        215       -358         55      1,272      2,311       -262      1,085         67          0        -74        338
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       39.6        0.0       25.4        0.5        0.9       36.7       49.4        1.6       20.5        3.8        0.3       13.2        3.9
 
Number of Traders in Each Category                                    Total Traders:       129 
         .          .          0         15          .          .         36         17          9         44         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   391,215
Positions
    30,367     33,921     32,773    104,289     59,746     14,428     61,771    103,707     90,577     15,348      6,968     19,082     22,580     30,013
 
Changes from:       June 26, 2018                                    Total Change is:    -6,228
   -16,943      3,798        751      4,877     -9,089     -2,025     -1,235     -9,099      7,809      3,649        310        717     -3,828        600
 
Percent of Open Interest Represented by Each Category of Trader
       7.8        8.7        8.4       26.7       15.3        3.7       15.8       26.5       23.2        3.9        1.8        4.9        5.8        7.7
 
Number of Traders in Each Category                                    Total Traders:       227 
        11         14         18         23         34         18         45         58         60          7         18         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    47,435
Positions
     1,052      3,414          0     31,823         32        210      9,225     43,376        242      4,726        139          0        157         22
 
Changes from:       June 26, 2018                                    Total Change is:    -4,590
         0        697          0      4,383         -1          0     -8,641     -5,446        157       -455        -14          0        -34         17
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        7.2        0.0       67.1        0.1        0.4       19.4       91.4        0.5       10.0        0.3        0.0        0.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        45 
         4          .          0         12          .          .          6          8          .         10          .          0
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Updated July 6, 2018