Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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   175,656
Positions
    42,998     23,249     16,738     40,707     29,137      3,207     16,789     43,148     15,621      8,061      5,916      1,175     30,360     37,465
 
Changes from:       September 4, 2018                                Total Change is:     4,477
     5,444        -18      9,597     -1,908      1,797       -712     -2,042     -8,139     -3,485       -233      3,823       -296     -1,889      1,911
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       13.2        9.5       23.2       16.6        1.8        9.6       24.6        8.9        4.6        3.4        0.7       17.3       21.3
 
Number of Traders in Each Category                                    Total Traders:       109 
         9          4         10         12         16          5         15         37         18          8          7          6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    80,993
Positions
    46,715      4,131      2,241      1,175      8,786        517     13,978     38,168      4,994      1,357      1,591         57      9,959     20,508
 
Changes from:       September 4, 2018                                Total Change is:    -1,124
    -5,783      1,576        559          0     -4,705        247       -831     -3,639      3,388        394          0         57        845      1,394
 
Percent of Open Interest Represented by Each Category of Trader
      57.7        5.1        2.8        1.5       10.8        0.6       17.3       47.1        6.2        1.7        2.0        0.1       12.3       25.3
 
Number of Traders in Each Category                                    Total Traders:        56 
         6          5          4          .          9          .         11         19          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   327,778
Positions
   120,764      8,535     38,346     48,578     99,473      3,541     49,959     75,834     35,588      1,943     15,518      4,414     24,644     46,529
 
Changes from:       September 4, 2018                                Total Change is:     9,360
      -335      4,117     17,385       -464      1,362     -1,437        834    -13,214     -5,251         34      6,807       -498       -908         90
 
Percent of Open Interest Represented by Each Category of Trader
      36.8        2.6       11.7       14.8       30.3        1.1       15.2       23.1       10.9        0.6        4.7        1.3        7.5       14.2
 
Number of Traders in Each Category                                    Total Traders:       132 
         9          5         11         13         27         12         24         42         26          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   217,088
Positions
    76,548      2,902     17,626     34,181     43,839      5,481     31,529     75,542     19,383      3,982      3,679      2,152     26,206     46,484
 
Changes from:       September 4, 2018                                Total Change is:     1,788
      -296       -969      5,639     -2,218       -954     -1,368        571      2,722     -4,460      1,935      1,858       -226      2,212       -455
 
Percent of Open Interest Represented by Each Category of Trader
      35.3        1.3        8.1       15.7       20.2        2.5       14.5       34.8        8.9        1.8        1.7        1.0       12.1       21.4
 
Number of Traders in Each Category                                    Total Traders:       127 
         9          4          9         17         22         11         28         38         28          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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   612,486
Positions
    56,575    142,677     59,790    266,623    123,512     33,293     28,794    102,814     48,172     19,020     23,121      6,042     94,177     73,065
 
Changes from:       September 4, 2018                                Total Change is:    -9,862
     1,078     -4,437     17,361    -10,109     -1,779     -2,349     -1,331    -19,157    -13,305        695     15,917     -2,772        869        660
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       23.3        9.8       43.5       20.2        5.4        4.7       16.8        7.9        3.1        3.8        1.0       15.4       11.9
 
Number of Traders in Each Category                                    Total Traders:       282 
        16          8         18         89         37         55         26         59         36         26         20         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    36,190
Positions
         0     16,674          0     15,304      7,273      2,243        527      3,325        994          0        771          5     17,117      4,905
 
Changes from:       September 4, 2018                                Total Change is:       600
      -476       -630          0       -986      1,049        -60          0     -1,706        962          0          0          0      1,160        985
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       46.1        0.0       42.3       20.1        6.2        1.5        9.2        2.7        0.0        2.1        0.0       47.3       13.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         0          .          0         12          5          7          .          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    34,948
Positions
     5,473      4,897      8,026      6,899     14,977      2,043      5,839          0        397          0          0          0      6,271      4,608
 
Changes from:       September 4, 2018                                Total Change is:     7,048
        66     -1,315      7,447     -1,295        934        -26        771          0        380          0          0          0       -295       -372
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       14.0       23.0       19.7       42.9        5.8       16.7        0.0        1.1        0.0        0.0        0.0       17.9       13.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          5          9          8          4          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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   199,574
Positions
    87,228      5,937     13,674      7,802     48,618      2,820     38,493     58,039     18,129      2,732      2,351      2,077     26,619     47,928
 
Changes from:       September 4, 2018                                Total Change is:    19,524
       483        545        792       -755      9,756       -963     14,052      2,973      2,454        235      1,894       -269      3,495      2,342
 
Percent of Open Interest Represented by Each Category of Trader
      43.7        3.0        6.9        3.9       24.4        1.4       19.3       29.1        9.1        1.4        1.2        1.0       13.3       24.0
 
Number of Traders in Each Category                                    Total Traders:       105 
        11          5          8          6         20          7         22         31         24          6          .          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    32,287
Positions
         0     20,417      3,122     12,376      2,949          0     14,664      3,446          0        319        100          0      1,806      2,253
 
Changes from:       September 4, 2018                                Total Change is:     4,534
         0       -539      3,113      2,107      1,956          0       -478        257       -456          0          0          0        248        203
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       63.2        9.7       38.3        9.1        0.0       45.4       10.7        0.0        1.0        0.3        0.0        5.6        7.0
 
Number of Traders in Each Category                                    Total Traders:        31 
         0          5          .          .          6          0          8          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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   245,578
Positions
       640    115,935     32,213    127,374      1,709          0     65,746     62,854      8,289      3,992     20,845        215      7,110      3,518
 
Changes from:       September 4, 2018                                Total Change is:    24,818
       490     -4,501     28,743    -12,854       -721          0        584     -8,463      6,807      1,407      3,353        215       -574       -615
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       47.2       13.1       51.9        0.7        0.0       26.8       25.6        3.4        1.6        8.5        0.1        2.9        1.4
 
Number of Traders in Each Category                                    Total Traders:       135 
         .         11          5         24          5          0         45         25         13          8         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    41,837
Positions
    26,765        829          0          0     30,070          0     11,602      5,326        167      1,278      2,695          0      2,025      2,750
 
Changes from:       September 4, 2018                                Total Change is:    -8,347
     6,577     -1,082     -9,810          0      4,146          0     -5,113       -805       -261        -86         64          0        346       -599
 
Percent of Open Interest Represented by Each Category of Trader
      64.0        2.0        0.0        0.0       71.9        0.0       27.7       12.7        0.4        3.1        6.4        0.0        4.8        6.6
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          .          0          0          8          0         12         13          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    59,669
Positions
    37,059        256      1,859        692     14,309          1     14,338     29,992      2,731          0      3,231        191      2,798      7,099
 
Changes from:       September 4, 2018                                Total Change is:     3,888
    -1,786          0      1,699       -121       -275          1      3,117       -779        562          0      1,888        186        230        606
 
Percent of Open Interest Represented by Each Category of Trader
      62.1        0.4        3.1        1.2       24.0        0.0       24.0       50.3        4.6        0.0        5.4        0.3        4.7       11.9
 
Number of Traders in Each Category                                    Total Traders:       102 
        11          .          .          .         24          .         20         34         12          0          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    13,411
Positions
     3,370        428      1,222          0      4,671         10      5,763      2,349      2,199        150        180          0        697      2,352
 
Changes from:       September 4, 2018                                Total Change is:     3,822
      -585        -13      1,222          0        883         10      1,414        266      1,764          0       -219          0         -3        -91
 
Percent of Open Interest Represented by Each Category of Trader
      25.1        3.2        9.1        0.0       34.8        0.1       43.0       17.5       16.4        1.1        1.3        0.0        5.2       17.5
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          .          0          5          .          6         10          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    55,980
Positions
     9,671     31,697      1,797     13,535      1,032        225     16,809      8,180      2,237      1,797      1,379        773      9,134      8,660
 
Changes from:       September 4, 2018                                Total Change is:     1,369
      -464       -786        501         47        124        -42        506         89       -111        509        290         62        360      1,242
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       56.6        3.2       24.2        1.8        0.4       30.0       14.6        4.0        3.2        2.5        1.4       16.3       15.5
 
Number of Traders in Each Category                                    Total Traders:       110 
        13         23          7         16          .          4         30         14         13          4          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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   111,959
Positions
    19,342     63,394      3,594     27,070      2,063        450     33,619     16,360      4,475      3,595      2,758      1,547     18,268     17,319
 
Changes from:       September 4, 2018                                Total Change is:     2,738
      -929     -1,573      1,003         94        247        -83      1,012        177       -222      1,019        581        124        720      2,485
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       56.6        3.2       24.2        1.8        0.4       30.0       14.6        4.0        3.2        2.5        1.4       16.3       15.5
 
Number of Traders in Each Category                                    Total Traders:       110 
        13         23          7         16          .          4         30         14         13          4          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    29,651
Positions
     5,113     22,568          0     22,303      1,560        269        450      4,498          0          0        461          0      1,516        295
 
Changes from:       September 4, 2018                                Total Change is:       260
        93         99          0        204        -17         24        196        377          0          0          0          0       -257       -223
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       76.1        0.0       75.2        5.3        0.9        1.5       15.2        0.0        0.0        1.6        0.0        5.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          7          0         10          .          4          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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   899,743
Positions
    51,386    122,919     84,220    286,843    165,424     69,414     57,704    102,469    153,439     23,029     38,052     65,130    108,579     98,677
 
Changes from:       September 4, 2018                                Total Change is:     3,057
     1,669      6,933        705     -1,480     -5,684      1,689       -613       -891      2,456       -136       -662          9     -1,243     -1,499
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       13.7        9.4       31.9       18.4        7.7        6.4       11.4       17.1        2.6        4.2        7.2       12.1       11.0
 
Number of Traders in Each Category                                    Total Traders:       664 
        36         40         50        165        110        135         82        123        124         53         54         60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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   108,124
Positions
    35,522     15,830      3,277      6,703     18,087      5,565      7,000      4,167     18,646      4,020         79      2,890     24,501     39,583
 
Changes from:       September 4, 2018                                Total Change is:    -3,341
      -663     -2,285       -830          5       -115       -707         90        930       -554         56        -41       -122       -615        382
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       14.6        3.0        6.2       16.7        5.1        6.5        3.9       17.2        3.7        0.1        2.7       22.7       36.6
 
Number of Traders in Each Category                                    Total Traders:        57 
         9          9         10          4          4          .         10         12         21          6          .          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    19,100
Positions
     3,870     17,493          0      3,684        220        483      5,827          0          0      3,149          0          0      2,087        904
 
Changes from:       September 4, 2018                                Total Change is:    -1,121
      -200         -1          0      1,542     -1,314          0          0          0          0          0          0          0     -2,463        194
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       91.6        0.0       19.3        1.2        2.5       30.5        0.0        0.0       16.5        0.0        0.0       10.9        4.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          9          0          .          .          .          .          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    20,896
Positions
     9,960     19,929          0      6,923          0        290        662          0          0        767          0          0      2,294        677
 
Changes from:       September 4, 2018                                Total Change is:      -110
     1,032        -56          0     -1,267          0          0        -32          0          0          0          0          0        157        -54
 
Percent of Open Interest Represented by Each Category of Trader
      47.7       95.4        0.0       33.1        0.0        1.4        3.2        0.0        0.0        3.7        0.0        0.0       11.0        3.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         6          7          0          5          0          .          .          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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 3,958,095
Positions
   232,527    688,654    251,502  1,408,569    744,553    311,375    293,224    531,210    634,263     96,294    191,115    309,952    420,389    295,471
 
Changes from:       September 4, 2018                                Total Change is:    31,988
    10,593     45,021      8,742     -7,914    -28,338     12,471     -2,903     -8,496     14,438     -2,409     -4,557      2,110     -3,140     -9,402
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       17.4        6.4       35.6       18.8        7.9        7.4       13.4       16.0        2.4        4.8        7.8       10.6        7.5
 
Number of Traders in Each Category                                    Total Traders:       651 
        36         39         47        167        107        133         81        119        119         49         52         56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    29,737
Positions
     7,255     24,469          0     17,230      2,167      1,426        734        353          0          0        841          0      3,092        481
 
Changes from:       September 4, 2018                                Total Change is:      -862
      -407       -218          0        -37          4       -188          0          0          0          0          0          0       -230       -460
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       82.3        0.0       57.9        7.3        4.8        2.5        1.2        0.0        0.0        2.8        0.0       10.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          8          0          7          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    12,417
Positions
       884     10,310        517      4,414        887          0      2,512          0          0      1,756          0          0      2,334        703
 
Changes from:       September 4, 2018                                Total Change is:       358
        50          5        -22        425        517          0         31          0          0          0          0          0       -126       -142
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       83.0        4.2       35.5        7.1        0.0       20.2        0.0        0.0       14.1        0.0        0.0       18.8        5.7
 
Number of Traders in Each Category                                    Total Traders:        25 
         .         11          .          4          .          0          4          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    15,799
Positions
     8,062     11,459          0      5,063      1,226        260        329      1,324          9          0      1,065          0      2,076        456
 
Changes from:       September 4, 2018                                Total Change is:    -1,081
       -36          0       -110        -16          0       -991          0          0          0          0          0          0         72         20
 
Percent of Open Interest Represented by Each Category of Trader
      51.0       72.5        0.0       32.0        7.8        1.6        2.1        8.4        0.1        0.0        6.7        0.0       13.1        2.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          8          0          5          .          .          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    31,205
Positions
    19,107     25,164          0      8,856      1,010        422        638        888          0          0      2,476          0      2,182      1,245
 
Changes from:       September 4, 2018                                Total Change is:    -2,112
       -20        104          0         44          0          0        -50         27        -23          0          0          0     -2,063     -2,220
 
Percent of Open Interest Represented by Each Category of Trader
      61.2       80.6        0.0       28.4        3.2        1.4        2.0        2.8        0.0        0.0        7.9        0.0        7.0        4.0
 
Number of Traders in Each Category                                    Total Traders:        28 
         6          7          0          7          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    85,622
Positions
     3,992     40,867        664     50,909     30,349      4,865     11,283      3,115        667        496        905          0     12,746      4,190
 
Changes from:       September 4, 2018                                Total Change is:       720
         8        383        135      1,319       -292         16       -549       -523       -161        496          0          0       -544      1,162
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       47.7        0.8       59.5       35.4        5.7       13.2        3.6        0.8        0.6        1.1        0.0       14.9        4.9
 
Number of Traders in Each Category                                    Total Traders:        88 
         4         10          .         33         15         13         17          6          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    57,163
Positions
    16,291     13,643        997     16,440     14,206        651      8,657     13,000      3,048      1,907      2,112      1,433      7,738      8,074
 
Changes from:       September 4, 2018                                Total Change is:      -430
     2,497     -1,564        -27       -930      3,161       -202     -2,269       -326        -33        293       -570        183         59     -1,051
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       23.9        1.7       28.8       24.9        1.1       15.1       22.7        5.3        3.3        3.7        2.5       13.5       14.1
 
Number of Traders in Each Category                                    Total Traders:       287 
        21         22         13         49         38         29         48         66         36         15         28         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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   285,816
Positions
    81,455     68,214      4,987     82,202     71,028      3,256     43,287     64,999     15,239      9,533     10,559      7,165     38,692     40,368
 
Changes from:       September 4, 2018                                Total Change is:    -2,148
    12,483     -7,822       -137     -4,652     15,804     -1,008    -11,344     -1,631       -166      1,467     -2,849        913        295     -5,253
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       23.9        1.7       28.8       24.9        1.1       15.1       22.7        5.3        3.3        3.7        2.5       13.5       14.1
 
Number of Traders in Each Category                                    Total Traders:       287 
        21         22         13         49         38         29         48         66         36         15         28         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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   553,630
Positions
    47,474    165,891      3,679    314,124    147,340     33,690     88,651    155,166     12,706     21,234     11,276      2,880     29,192     21,003
 
Changes from:       September 4, 2018                                Total Change is:      -113
       756      2,709      1,240     30,109     -5,410        624    -39,108      4,046       -151      3,554     -3,646        352      2,512        122
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       30.0        0.7       56.7       26.6        6.1       16.0       28.0        2.3        3.8        2.0        0.5        5.3        3.8
 
Number of Traders in Each Category                                    Total Traders:       316 
        17         27         11         85         51         34         51         55         36         18         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    36,575
Positions
     5,153     17,480          1     15,788      1,083      1,269      3,264      8,887      2,019      1,309        766        919      6,853      4,151
 
Changes from:       September 4, 2018                                Total Change is:     2,478
      -420        -13          0       -188         18        923     -1,625     -1,175      1,572        452       -248        919        845        482
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       47.8        0.0       43.2        3.0        3.5        8.9       24.3        5.5        3.6        2.1        2.5       18.7       11.3
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          4          .         15          .          .          5          8          5          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    63,304
Positions
     7,201     14,596      1,953     20,742      8,779      2,244     12,262     10,839      4,319        852      1,552        789     12,942     18,233
 
Changes from:       September 4, 2018                                Total Change is:     8,415
       491     -1,479      1,452     -2,315      1,391        241       -147      1,452      3,201       -277        366        789      4,980      1,002
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       23.1        3.1       32.8       13.9        3.5       19.4       17.1        6.8        1.3        2.5        1.2       20.4       28.8
 
Number of Traders in Each Category                                    Total Traders:        74 
         9         14          8         13          5          7         12         17         12          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   300,783
Positions
    42,722    176,266      4,170    202,828     80,921     18,338     18,884      8,913        898      2,393      3,708          0     10,550      7,569
 
Changes from:       September 4, 2018                                Total Change is:     5,730
     1,461       -648      1,288      9,278      3,607     -1,300     -6,902        375        730        -42          0          0      1,217      1,678
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       58.6        1.4       67.4       26.9        6.1        6.3        3.0        0.3        0.8        1.2        0.0        3.5        2.5
 
Number of Traders in Each Category                                    Total Traders:       155 
        11         13          .         57         35         23         16         14          8          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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 1,093,581
Positions
    49,540    544,067     38,903    743,623    282,790     95,923     89,152     86,882     12,095     35,386     17,489        934     28,025     14,498
 
Changes from:       September 4, 2018                                Total Change is:    45,798
    -3,410    -24,485     34,883     38,304     45,523     -5,807    -15,316      1,820      4,081     -3,581     -7,001        326     -3,682     -3,542
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       49.8        3.6       68.0       25.9        8.8        8.2        7.9        1.1        3.2        1.6        0.1        2.6        1.3
 
Number of Traders in Each Category                                    Total Traders:       428 
        20         27         13        148         78         76         50         53         19         38         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   113,465
Positions
    24,921     45,769     66,895     10,359          0        270      9,990          0        408        590         30          0         32         93
 
Changes from:       September 4, 2018                                Total Change is:      -230
       250         19       -249       -285          0          0         84          0          0        -30          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       40.3       59.0        9.1        0.0        0.2        8.8        0.0        0.4        0.5        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         .         14          8          7          0          .          5          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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 1,014,616
Positions
    12,199     54,748     21,173    409,658    275,119    218,469     57,607     99,475     99,365     25,710     38,231     12,577    157,858    195,460
 
Changes from:       September 4, 2018                                Total Change is:    -4,894
      -508     -6,126     -2,071     31,940     22,621      4,045    -16,289       -945    -16,925        -82     -5,204      2,763     -7,767     -3,053
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        5.4        2.1       40.4       27.1       21.5        5.7        9.8        9.8        2.5        3.8        1.2       15.6       19.3
 
Number of Traders in Each Category                                    Total Traders:       191 
         9         16         16         62         33         58         33         21         40          9          8         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,032,334
Positions
     8,956    168,842      4,867    571,262     71,845    168,320     51,431    474,286     20,567     62,483     16,534      1,346    143,102    105,727
 
Changes from:       September 4, 2018                                Total Change is:   -23,111
       284     -5,535     -3,137     14,417       -347     -2,334    -19,889     -7,822     -4,443       -993      2,046         -9     -7,007     -1,530
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       16.4        0.5       55.3        7.0       16.3        5.0       45.9        2.0        6.1        1.6        0.1       13.9       10.2
 
Number of Traders in Each Category                                    Total Traders:       126 
         .         14          7         58         10         41         10         22         19          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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 2,112,618
Positions
    66,704    107,228     27,509    975,519    406,621    343,244    289,435    603,075     90,788    188,027    362,987      5,747    125,644    165,419
 
Changes from:       September 4, 2018                                Total Change is:   -48,294
     4,229     -8,396     -1,225     36,151    -10,195     19,309   -108,373    -26,837    -11,528     18,921      8,227      1,578     -7,357    -19,228
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        5.1        1.3       46.2       19.2       16.2       13.7       28.5        4.3        8.9       17.2        0.3        5.9        7.8
 
Number of Traders in Each Category                                    Total Traders:       349 
        16         36          9         94         38         68         45         72         48         23         25          6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,439,952
Positions
   157,552    270,338    143,574  1,753,371    797,150    709,444    337,320  1,251,495    431,758    389,696    259,443     78,272    438,965    498,477
 
Changes from:       September 4, 2018                                Total Change is:   -49,136
    20,251    -47,632    -17,375     36,722     41,982     -8,278   -104,696    -54,078      7,849     22,832     33,478      6,558    -13,001    -11,641
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        6.1        3.2       39.5       18.0       16.0        7.6       28.2        9.7        8.8        5.8        1.8        9.9       11.2
 
Number of Traders in Each Category                                    Total Traders:       469 
        25         40         46        105         91        121         49         96         96         29         34         27
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   575,530
Positions
    29,856     40,099      5,860    200,606    196,723     82,036     99,286     34,777     12,305     48,124     34,960        500     96,957    168,270
 
Changes from:       September 4, 2018                                Total Change is:    -4,256
     2,586      1,915     -7,312      6,011     10,553      5,228     11,842    -13,466    -11,272     -1,881        933         -2     -9,456      9,167
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        7.0        1.0       34.9       34.2       14.3       17.3        6.0        2.1        8.4        6.1        0.1       16.8       29.2
 
Number of Traders in Each Category                                    Total Traders:       100 
         4          9          .         19         39         38         12          8          8          4          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,596,688
Positions
    74,704    449,020     81,138  2,370,861    531,420    755,620    371,226  1,572,244    338,611    233,594    400,443     41,950    328,985    426,244
 
Changes from:       September 4, 2018                                Total Change is:   121,965
     3,235     64,873        274    146,517     19,285     -4,081    -40,590     -6,846      5,760      7,029     21,993       -726      4,548     21,434
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        9.8        1.8       51.6       11.6       16.4        8.1       34.2        7.4        5.1        8.7        0.9        7.2        9.3
 
Number of Traders in Each Category                                    Total Traders:       354 
        17         35         24         90         55         80         35         73         65         26         23         15
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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 1,808,177
Positions
   506,311    266,690    503,295     18,357     42,667     25,908    109,433    303,913    485,420     27,859     35,420     98,761     32,833     46,103
 
Changes from:       September 4, 2018                                Total Change is:   -17,630
     6,395     20,372     -5,385      5,137      7,175     -3,556     -1,460     26,267    -15,193     -3,777    -21,781       -751        960    -24,778
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       14.7       27.8        1.0        2.4        1.4        6.1       16.8       26.8        1.5        2.0        5.5        1.8        2.5
 
Number of Traders in Each Category                                    Total Traders:       153 
        32         22         44          4          7          4         33         34         47          7         10         10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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 is27,904,769
Positions
 5,680,349  1,472,954  4,698,613    389,342  2,226,915  2,148,918  1,291,678  2,754,837 11,362,603     66,278    309,228  1,629,812    637,176  1,300,889
 
Changes from:       September 4, 2018                                Total Change is: 1,252,815
   116,864        387    153,049      3,079    -37,878     64,116    199,190    376,195    537,771     39,035     43,964    107,198     32,513      8,013
 
Percent of Open Interest Represented by Each Category of Trader
      20.4        5.3       16.8        1.4        8.0        7.7        4.6        9.9       40.7        0.2        1.1        5.8        2.3        4.7
 
Number of Traders in Each Category                                    Total Traders:       334 
        33         47         73         11         37         41         58         88        119         21         28         32
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    11,749
Positions
     4,310      4,697      1,312          0          0          0      1,806      1,210      4,085        199        200          1         36        244
 
Changes from:       September 4, 2018                                Total Change is:       557
       268        686       -592          0          0          0        255       -180        633          0          0          0         -7         10
 
Percent of Open Interest Represented by Each Category of Trader
      36.7       40.0       11.2        0.0        0.0        0.0       15.4       10.3       34.8        1.7        1.7        0.0        0.3        2.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          5          4          0          0          0          7          4          9          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    15,448
Positions
     6,582      4,471      3,039          0          0          0        450      2,719      5,136        200          0          0         41         83
 
Changes from:       September 4, 2018                                Total Change is:     3,663
       921        490      1,270          0          0          0        -74        471      1,407        150          0          0        -11         25
 
Percent of Open Interest Represented by Each Category of Trader
      42.6       28.9       19.7        0.0        0.0        0.0        2.9       17.6       33.2        1.3        0.0        0.0        0.3        0.5
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          5          5          0          0          0          .          7          9          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    31,421
Positions
     1,352      4,074      1,033      1,231     10,086          0     14,522     11,397        460     12,553      1,657        212         58      2,502
 
Changes from:       September 4, 2018                                Total Change is:     1,189
         9        720      1,033      1,084        258          0     -1,540     -1,039        460        143       -133          0          0       -110
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       13.0        3.3        3.9       32.1        0.0       46.2       36.3        1.5       40.0        5.3        0.7        0.2        8.0
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          5          .          .         11          0          .          7          .          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    20,164
Positions
     3,342      6,150          0      1,054      2,424          9     15,701      7,726         40          0      1,830          0         18      1,985
 
Changes from:       September 4, 2018                                Total Change is:       217
        62         77          0        338        -18          0       -188        -74         40          0         -3          0        -35        195
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       30.5        0.0        5.2       12.0        0.0       77.9       38.3        0.2        0.0        9.1        0.0        0.1        9.8
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          5          0          .          6          .          .          6          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     4,278
Positions
        55          0          0         96         47          0        973      1,499        354        803      1,620         72      1,925        686
 
Changes from:       September 4, 2018                                Total Change is:       338
         0          0          0         13         47          0        137        121        302       -105       -252         40        -49         80
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        0.0        0.0        2.2        1.1        0.0       22.7       35.0        8.3       18.8       37.9        1.7       45.0       16.0
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          0          0          .          .          0          9          9          4         14          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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     2,711
Positions
         0          0          0          0        199         10      1,630      1,322        198        116        727         14        743        241
 
Changes from:       September 4, 2018                                Total Change is:         4
         0          0          0        -99         59          2        443       -335        181       -460        195         14        -77       -112
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        7.3        0.4       60.1       48.8        7.3        4.3       26.8        0.5       27.4        8.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         0          0          0          0          4          .         10         12          .          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    59,020
Positions
     2,080     39,598         50     17,877        277        372     16,539     10,065      5,098      8,950      1,016         37      8,018      2,507
 
Changes from:       September 4, 2018                                Total Change is:     3,023
     1,367      1,489         50       -156       -208        -88     -1,232     -1,591      2,558        298       -127       -116        341      1,055
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       67.1        0.1       30.3        0.5        0.6       28.0       17.1        8.6       15.2        1.7        0.1       13.6        4.2
 
Number of Traders in Each Category                                    Total Traders:       121 
         .          .          .         14          .          .         36         18         17         37          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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   521,260
Positions
    70,638      6,324     34,522    126,305     63,038     24,147     55,333    189,185    148,333     16,635      4,499     18,988     26,359     32,224
 
Changes from:       September 4, 2018                                Total Change is:    21,153
       391        268      5,323      3,309     -1,397       -241      1,214      2,006      9,698       -182         68       -379      2,020      5,807
 
Percent of Open Interest Represented by Each Category of Trader
      13.6        1.2        6.6       24.2       12.1        4.6       10.6       36.3       28.5        3.2        0.9        3.6        5.1        6.2
 
Number of Traders in Each Category                                    Total Traders:       230 
        17          9         19         25         33         27         41         66         60         12         13         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 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    36,990
Positions
     2,405      3,146          0     19,199         28      1,583     10,561     29,604        434      1,329        805      1,292        187         98
 
Changes from:       September 4, 2018                                Total Change is:     3,032
       -47          0          0      3,405         28          0        189      4,246        192          0     -1,414          0       -707        -20
 
Percent of Open Interest Represented by Each Category of Trader
       6.5        8.5        0.0       51.9        0.1        4.3       28.6       80.0        1.2        3.6        2.2        3.5        0.5        0.3
 
Number of Traders in Each Category                                    Total Traders:        47 
         4          .          0         12          .          .          8          9          .          8          4          .
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Updated September 14, 2018