Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   168,282
Positions
    50,520      6,157      8,047     41,328     33,546      3,398     11,881     37,854     14,825      7,468      6,262      1,216     29,598     56,976
 
Changes from:       September 11, 2018                               Total Change is:    -7,374
     7,522    -17,092     -8,691        621      4,409        191     -4,908     -5,295       -796       -593        347         42       -762     19,512
 
Percent of Open Interest Represented by Each Category of Trader
      30.0        3.7        4.8       24.6       19.9        2.0        7.1       22.5        8.8        4.4        3.7        0.7       17.6       33.9
 
Number of Traders in Each Category                                    Total Traders:       112 
        11          5          7         10         18          6         16         35         22          8          8          4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    55,377
Positions
    25,806      1,697        280      1,169      8,806        270     12,178     24,456      1,041      3,297      1,591          1     11,334     17,234
 
Changes from:       September 11, 2018                               Total Change is:   -25,616
   -20,909     -2,434     -1,960         -6         20       -247     -1,800    -13,712     -3,953      1,940          0        -56      1,375     -3,274
 
Percent of Open Interest Represented by Each Category of Trader
      46.6        3.1        0.5        2.1       15.9        0.5       22.0       44.2        1.9        6.0        2.9        0.0       20.5       31.1
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          4          .          .         10          .         10         16          6          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   282,732
Positions
   128,872      7,251     13,209     45,078    102,940      3,862     30,782     56,709     34,774        858     13,858      4,623     20,675     45,506
 
Changes from:       September 11, 2018                               Total Change is:   -45,046
     8,107     -1,285    -25,137     -3,499      3,467        321    -19,177    -19,125       -814     -1,086     -1,659        209     -3,970     -1,023
 
Percent of Open Interest Represented by Each Category of Trader
      45.6        2.6        4.7       15.9       36.4        1.4       10.9       20.1       12.3        0.3        4.9        1.6        7.3       16.1
 
Number of Traders in Each Category                                    Total Traders:       128 
        10          6          9         12         27         10         23         39         21          4          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   227,703
Positions
    85,194      1,424      9,412     37,636     45,891      6,284     42,158     83,153     20,223      2,076      7,473      2,268     22,453     51,575
 
Changes from:       September 11, 2018                               Total Change is:    10,615
     8,646     -1,479     -8,214      3,455      2,053        802     10,629      7,611        840     -1,906      3,794        116     -3,753      5,091
 
Percent of Open Interest Represented by Each Category of Trader
      37.4        0.6        4.1       16.5       20.2        2.8       18.5       36.5        8.9        0.9        3.3        1.0        9.9       22.7
 
Number of Traders in Each Category                                    Total Traders:       127 
        10          .          7         18         24          9         23         39         21          5          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   525,299
Positions
    21,967    106,534     18,787    269,939    129,321     32,072     33,133    108,519     38,359     19,554     19,722      5,980     85,509     66,006
 
Changes from:       September 11, 2018                               Total Change is:   -87,187
   -34,609    -36,143    -41,003      3,316      5,809     -1,220      4,339      5,705     -9,813        534     -3,399        -63     -8,668     -7,059
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       20.3        3.6       51.4       24.6        6.1        6.3       20.7        7.3        3.7        3.8        1.1       16.3       12.6
 
Number of Traders in Each Category                                    Total Traders:       294 
        13         15         15         88         39         54         33         59         36         25         21         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    35,679
Positions
         0     21,631          0     15,837      7,389      2,400      2,280          0          0          0        778          5     15,157      3,476
 
Changes from:       September 11, 2018                               Total Change is:      -511
         0      4,957          0        533        116        157      1,753     -3,325       -994          0          7          0     -1,960     -1,429
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       60.6        0.0       44.4       20.7        6.7        6.4        0.0        0.0        0.0        2.2        0.0       42.5        9.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         0          .          0         13          5          7          .          0          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    29,914
Positions
     6,317          0        596      5,313     14,786      2,327      5,298          0      2,185          0          0          0      7,878     10,020
 
Changes from:       September 11, 2018                               Total Change is:    -5,034
       844     -4,897     -7,430     -1,586       -191        284       -541          0      1,788          0          0          0      1,607      5,412
 
Percent of Open Interest Represented by Each Category of Trader
      21.1        0.0        2.0       17.8       49.4        7.8       17.7        0.0        7.3        0.0        0.0        0.0       26.3       33.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          0          .          5          9          9          .          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   186,432
Positions
   103,760      3,499      4,122      7,369     56,425      3,455     26,336     49,366     18,038        960      3,359      2,136     20,255     46,032
 
Changes from:       September 11, 2018                               Total Change is:   -13,142
    16,532     -2,438     -9,552       -433      7,807        635    -12,157     -8,673        -91     -1,772      1,007         59     -6,364     -1,896
 
Percent of Open Interest Represented by Each Category of Trader
      55.7        1.9        2.2        4.0       30.3        1.9       14.1       26.5        9.7        0.5        1.8        1.1       10.9       24.7
 
Number of Traders in Each Category                                    Total Traders:        96 
        11          .          5          6         17          6         19         31         18          .          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    25,468
Positions
         0     15,077          0     12,209      6,261          0     11,446      2,086          0        339        292          0      1,474      1,752
 
Changes from:       September 11, 2018                               Total Change is:    -6,819
         0     -5,340     -3,122       -167      3,312          0     -3,218     -1,360          0         20        192          0       -332       -501
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       59.2        0.0       47.9       24.6        0.0       44.9        8.2        0.0        1.3        1.1        0.0        5.8        6.9
 
Number of Traders in Each Category                                    Total Traders:        33 
         0          .          0          4          6          0         11          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   200,999
Positions
     7,567    126,387        593    114,213      1,194          0     63,936     46,708      1,281      5,707     21,409          0      7,702      3,427
 
Changes from:       September 11, 2018                               Total Change is:   -44,579
     6,928     10,452    -31,620    -13,161       -515          0     -1,809    -16,146     -7,008      1,715        564       -215        591        -92
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       62.9        0.3       56.8        0.6        0.0       31.8       23.2        0.6        2.8       10.7        0.0        3.8        1.7
 
Number of Traders in Each Category                                    Total Traders:       141 
         .          6          .         25          5          0         44         34          8         13         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    41,305
Positions
    26,765        831          0          0     29,412          0     11,136      5,722         63      1,565      2,630          0      1,776      2,647
 
Changes from:       September 11, 2018                               Total Change is:      -532
         0          2          0          0       -658          0       -466        396       -104        287        -65          0       -249       -103
 
Percent of Open Interest Represented by Each Category of Trader
      64.8        2.0        0.0        0.0       71.2        0.0       27.0       13.9        0.2        3.8        6.4        0.0        4.3        6.4
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          .          0          0          7          0         11         14          .          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    57,429
Positions
    40,540          0          0        591     17,718          0     11,864     27,727      2,050          0      3,614        224      2,160      6,096
 
Changes from:       September 11, 2018                               Total Change is:    -2,240
     3,481       -256     -1,859       -101      3,409         -1     -2,474     -2,265       -681          0        383         33       -638     -1,003
 
Percent of Open Interest Represented by Each Category of Trader
      70.6        0.0        0.0        1.0       30.9        0.0       20.7       48.3        3.6        0.0        6.3        0.4        3.8       10.6
 
Number of Traders in Each Category                                    Total Traders:        96 
         8          0          0          .         23          0         19         36          5          0          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is     9,256
Positions
     3,516          0          0          0      4,920         10      4,906      2,062          0        150        180          0        674      2,084
 
Changes from:       September 11, 2018                               Total Change is:    -4,155
       146       -428     -1,222          0        249          0       -857       -287     -2,199          0          0          0        -23       -268
 
Percent of Open Interest Represented by Each Category of Trader
      38.0        0.0        0.0        0.0       53.2        0.1       53.0       22.3        0.0        1.6        1.9        0.0        7.3       22.5
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          0          0          0          6          .          8          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    66,181
Positions
     9,804     31,956      8,486     15,296      1,901      1,060     14,581      7,009      3,909      1,624      1,720        885     10,537      9,256
 
Changes from:       September 11, 2018                               Total Change is:    10,202
       133        259      6,689      1,761        870        835     -2,228     -1,171      1,671       -173        342        111      1,403        596
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       48.3       12.8       23.1        2.9        1.6       22.0       10.6        5.9        2.5        2.6        1.3       15.9       14.0
 
Number of Traders in Each Category                                    Total Traders:       109 
        15         21         16         17          4          5         29         10         13          4          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   132,362
Positions
    19,608     63,911     16,972     30,591      3,802      2,120     29,163     14,017      7,818      3,248      3,441      1,769     21,073     18,511
 
Changes from:       September 11, 2018                               Total Change is:    20,403
       266        518     13,378      3,521      1,739      1,670     -4,456     -2,342      3,343       -347        683        223      2,805      1,192
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       48.3       12.8       23.1        2.9        1.6       22.0       10.6        5.9        2.5        2.6        1.3       15.9       14.0
 
Number of Traders in Each Category                                    Total Traders:       109 
        15         21         16         17          4          5         29         10         13          4          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    39,493
Positions
     4,042     22,870      8,076     24,034      1,524        282        450      4,862          0          0        461          0      2,609      1,418
 
Changes from:       September 11, 2018                               Total Change is:     9,842
    -1,071        302      8,076      1,731        -36         13          0        364          0          0          0          0      1,093      1,123
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       57.9       20.4       60.9        3.9        0.7        1.1       12.3        0.0        0.0        1.2        0.0        6.6        3.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          7          .         11          .          4          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   985,132
Positions
    46,698    127,348    124,570    300,728    166,565     91,753     51,407     97,370    168,026     23,739     38,335     70,053    108,158    101,112
 
Changes from:       September 11, 2018                               Total Change is:    85,389
    -4,688      4,429     40,350     13,886      1,141     22,340     -6,298     -5,099     14,588        710        282      4,923       -421      2,435
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       12.9       12.6       30.5       16.9        9.3        5.2        9.9       17.1        2.4        3.9        7.1       11.0       10.3
 
Number of Traders in Each Category                                    Total Traders:       675 
        35         41         56        163        110        135         89        120        135         56         60         69
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   110,713
Positions
    33,399     17,422      4,685      5,668     18,292      7,247      9,220      4,269     22,204      1,445        130      3,082     23,764     33,383
 
Changes from:       September 11, 2018                               Total Change is:     2,589
    -2,124      1,591      1,407     -1,035        205      1,683      2,220        101      3,558     -2,576         51        193       -738     -6,200
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       15.7        4.2        5.1       16.5        6.5        8.3        3.9       20.1        1.3        0.1        2.8       21.5       30.2
 
Number of Traders in Each Category                                    Total Traders:        64 
         9         10         11          .          4          .         11         15         23          5          7          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    21,898
Positions
     7,184     17,280      3,212      3,694        220        483      1,842          0          7      3,149          0          0      2,327        696
 
Changes from:       September 11, 2018                               Total Change is:     2,798
     3,314       -213      3,212         10          0          0     -3,985          0          7          0          0          0        240       -208
 
Percent of Open Interest Represented by Each Category of Trader
      32.8       78.9       14.7       16.9        1.0        2.2        8.4        0.0        0.0       14.4        0.0        0.0       10.6        3.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         .         10          5          .          .          .          5          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    25,248
Positions
     9,891     19,406      4,625      6,529          0        512        742          0          0        767          0          0      2,182        705
 
Changes from:       September 11, 2018                               Total Change is:     4,352
       -69       -523      4,625       -394          0        222         80          0          0          0          0          0       -112         28
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       76.9       18.3       25.9        0.0        2.0        2.9        0.0        0.0        3.0        0.0        0.0        8.6        2.8
 
Number of Traders in Each Category                                    Total Traders:        23 
         7          7          .          6          0          .          .          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 4,372,096
Positions
   232,301    715,438    433,620  1,483,175    749,238    414,657    255,189    509,763    684,858    118,681    198,230    327,644    421,970    338,648
 
Changes from:       September 11, 2018                               Total Change is:   414,001
      -225     26,785    182,119     74,607      4,685    103,282    -38,035    -21,447     50,595     22,388      7,115     17,691      1,581     43,177
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       16.4        9.9       33.9       17.1        9.5        5.8       11.7       15.7        2.7        4.5        7.5        9.7        7.7
 
Number of Traders in Each Category                                    Total Traders:       660 
        35         40         53        165        107        133         87        116        128         54         55         64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    37,738
Positions
     7,251     24,439      7,272     17,177      2,167      1,426      1,016        353          0          0        841          0      3,596      1,240
 
Changes from:       September 11, 2018                               Total Change is:     8,001
        -4        -30      7,272        -53          0          0        282          0          0          0          0          0        504        759
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       64.8       19.3       45.5        5.7        3.8        2.7        0.9        0.0        0.0        2.2        0.0        9.5        3.3
 
Number of Traders in Each Category                                    Total Traders:        26 
         6          8          4          7          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    16,950
Positions
       964     11,125      3,846      5,920        889          0      1,629          0        530      1,756          0          0      2,305        560
 
Changes from:       September 11, 2018                               Total Change is:     4,533
        80        815      3,329      1,506          2          0       -883          0        530          0          0          0        -29       -143
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       65.6       22.7       34.9        5.2        0.0        9.6        0.0        3.1       10.4        0.0        0.0       13.6        3.3
 
Number of Traders in Each Category                                    Total Traders:        27 
         .         11          6          5          .          0          5          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    14,161
Positions
     5,073     10,355      2,695      3,728        495        123          0          0          0        995          0          0      1,547        493
 
Changes from:       September 11, 2018                               Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       73.1       19.0       26.3        3.5        0.9        0.0        0.0        0.0        7.0        0.0        0.0       10.9        3.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          9          5          5          .          .          0          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    20,092
Positions
     8,095     11,468      4,140      4,754      1,232        401        529      1,324         41          0      1,065          0      2,132        421
 
Changes from:       September 11, 2018                               Total Change is:     4,293
        33          9      4,140       -309          6        141        200          0         32          0          0          0         56        -35
 
Percent of Open Interest Represented by Each Category of Trader
      40.3       57.1       20.6       23.7        6.1        2.0        2.6        6.6        0.2        0.0        5.3        0.0       10.6        2.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          8          5          5          .          .          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    40,164
Positions
    19,107     24,005      8,539      8,427      1,154        605        638      1,148        896          0      2,476          0      1,952      1,341
 
Changes from:       September 11, 2018                               Total Change is:     8,959
         0     -1,159      8,539       -429        144        183          0        260        896          0          0          0       -230         96
 
Percent of Open Interest Represented by Each Category of Trader
      47.6       59.8       21.3       21.0        2.9        1.5        1.6        2.9        2.2        0.0        6.2        0.0        4.9        3.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         6          7          6          7          .          .          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    94,442
Positions
     3,262     39,994      7,768     55,315     31,624      4,219      7,461      3,433      1,587        638        905         59     14,133      4,853
 
Changes from:       September 11, 2018                               Total Change is:     8,820
      -730       -873      7,104      4,406      1,275       -646     -3,822        318        920        142          0         59      1,387        663
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       42.3        8.2       58.6       33.5        4.5        7.9        3.6        1.7        0.7        1.0        0.1       15.0        5.1
 
Number of Traders in Each Category                                    Total Traders:        91 
         4         11          6         37         15         14         13          7          7          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    66,160
Positions
    16,460     12,870      6,354     16,121     13,732      5,874      6,963     12,239      2,981      1,705      2,057      1,761      7,941      8,291
 
Changes from:       September 11, 2018                               Total Change is:     8,997
       169       -772      5,357       -319       -474      5,223     -1,695       -760        -67       -201        -55        328        203        217
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       19.5        9.6       24.4       20.8        8.9       10.5       18.5        4.5        2.6        3.1        2.7       12.0       12.5
 
Number of Traders in Each Category                                    Total Traders:       294 
        27         21         23         52         41         33         42         65         33         17         29         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   330,800
Positions
    82,298     64,352     31,771     80,606     68,660     29,372     34,813     61,197     14,903      8,526     10,285      8,806     39,706     41,454
 
Changes from:       September 11, 2018                               Total Change is:    44,984
       843     -3,861     26,784     -1,596     -2,368     26,116     -8,474     -3,802       -336     -1,007       -274      1,641      1,014      1,086
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       19.5        9.6       24.4       20.8        8.9       10.5       18.5        4.5        2.6        3.1        2.7       12.0       12.5
 
Number of Traders in Each Category                                    Total Traders:       294 
        27         21         23         52         41         33         42         65         33         17         29         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   652,365
Positions
    49,596    157,278     72,481    312,473    151,278     51,977     84,425    158,279     20,124     23,102     10,667      2,464     35,724     27,818
 
Changes from:       September 11, 2018                               Total Change is:    98,735
     2,122     -8,613     68,802     -1,651      3,938     18,287     -4,226      3,113      7,417      1,869       -608       -416      6,532      6,816
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       24.1       11.1       47.9       23.2        8.0       12.9       24.3        3.1        3.5        1.6        0.4        5.5        4.3
 
Number of Traders in Each Category                                    Total Traders:       310 
        19         26         22         86         50         46         51         48         38         19         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    31,753
Positions
       893      8,357          0     14,644      1,053        364      7,555     15,117         50      1,299      2,550          0      6,948      4,262
 
Changes from:       September 11, 2018                               Total Change is:    -4,822
    -4,260     -9,123         -1     -1,144        -30       -905      4,291      6,230     -1,969        -10      1,784       -919         95        111
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       26.3        0.0       46.1        3.3        1.1       23.8       47.6        0.2        4.1        8.0        0.0       21.9       13.4
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          4          0         16          .          .          8          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    62,976
Positions
     2,821     12,336      1,027     25,155      9,010      1,936     20,501      9,894        413      2,859      1,446          0      8,264     26,914
 
Changes from:       September 11, 2018                               Total Change is:      -328
    -4,380     -2,260       -926      4,413        231       -308      8,239       -945     -3,906      2,007       -106       -789     -4,678      8,681
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       19.6        1.6       39.9       14.3        3.1       32.6       15.7        0.7        4.5        2.3        0.0       13.1       42.7
 
Number of Traders in Each Category                                    Total Traders:        67 
         .         10          .         13          7          7         15         15          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   339,552
Positions
    42,945    175,764     33,645    209,544     78,844     18,501     18,025     14,464      3,572      2,758      3,717          0     10,562     11,045
 
Changes from:       September 11, 2018                               Total Change is:    38,769
       223       -502     29,475      6,716     -2,077        163       -859      5,551      2,674        365          9          0         12      3,476
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       51.8        9.9       61.7       23.2        5.4        5.3        4.3        1.1        0.8        1.1        0.0        3.1        3.3
 
Number of Traders in Each Category                                    Total Traders:       156 
        10         13         10         57         39         26         14         11          8          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 1,324,692
Positions
    60,130    575,766    179,299    807,844    299,403    111,173     62,891     64,271     10,301     33,603     16,708        593     58,858     67,178
 
Changes from:       September 11, 2018                               Total Change is:   231,111
    10,590     31,699    140,396     64,221     16,613     15,250    -26,261    -22,611     -1,794     -1,783       -781       -341     30,833     52,680
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       43.5       13.5       61.0       22.6        8.4        4.7        4.9        0.8        2.5        1.3        0.0        4.4        5.1
 
Number of Traders in Each Category                                    Total Traders:       420 
        22         25         21        148         76         78         51         43         23         39         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   115,801
Positions
    23,335     46,404     68,596     12,360          0        270     10,210          0        408        590         30          0         32         93
 
Changes from:       September 11, 2018                               Total Change is:     2,336
    -1,586        635      1,701      2,001          0          0        220          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       40.1       59.2       10.7        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 
         .         13          8          7          0          .          5          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 1,075,160
Positions
    15,894     50,533     28,184    417,264    289,817    228,956     45,890     60,344    130,667     28,407     70,374     17,202    162,696    199,084
 
Changes from:       September 11, 2018                               Total Change is:    60,544
     3,695     -4,216      7,011      7,605     14,698     10,487    -11,717    -39,131     31,302      2,697     32,143      4,625      4,839      3,624
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        4.7        2.6       38.8       27.0       21.3        4.3        5.6       12.2        2.6        6.5        1.6       15.1       18.5
 
Number of Traders in Each Category                                    Total Traders:       195 
        10         16         18         64         33         57         28         21         38         12         11         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 1,040,460
Positions
    10,174    171,610      1,628    597,915     75,503    170,132     35,346    471,876     14,794     62,857     18,794      1,599    146,015    114,523
 
Changes from:       September 11, 2018                               Total Change is:     8,126
     1,218      2,768     -3,239     26,653      3,658      1,812    -16,085     -2,410     -5,773        374      2,260        253      2,913      8,796
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       16.5        0.2       57.5        7.3       16.4        3.4       45.4        1.4        6.0        1.8        0.2       14.0       11.0
 
Number of Traders in Each Category                                    Total Traders:       127 
         .         14          .         60         13         44          8         21         13          5          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 2,256,166
Positions
    73,206     87,393     29,143  1,025,991    487,508    340,032    340,390    600,394     98,081    208,050    423,229      9,062    132,212    181,325
 
Changes from:       September 11, 2018                               Total Change is:   143,548
     6,501    -19,835      1,634     50,472     80,887     -3,212     50,955     -2,682      7,293     20,023     60,242      3,315      6,568     15,907
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        3.9        1.3       45.5       21.6       15.1       15.1       26.6        4.3        9.2       18.8        0.4        5.9        8.0
 
Number of Traders in Each Category                                    Total Traders:       347 
        19         30         11         95         39         67         52         58         40         23         31          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,757,590
Positions
   171,901    257,189    195,678  1,914,700    915,619    734,898    259,429  1,284,379    499,398    457,436    288,877     93,484    430,666    488,067
 
Changes from:       September 11, 2018                               Total Change is:   317,638
    14,348    -13,149     52,104    161,329    118,470     25,455    -77,890     32,884     67,640     67,739     29,434     15,211     -8,298    -10,410
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        5.4        4.1       40.2       19.2       15.4        5.5       27.0       10.5        9.6        6.1        2.0        9.1       10.3
 
Number of Traders in Each Category                                    Total Traders:       474 
        30         37         44        108         92        124         55         88         93         35         28         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   609,132
Positions
    32,783     35,621      3,798    211,531    221,922     90,587    104,249     33,420     16,896     47,708     37,838        500    101,080    168,550
 
Changes from:       September 11, 2018                               Total Change is:    33,602
     2,927     -4,478     -2,062     10,925     25,199      8,551      4,963     -1,357      4,591       -416      2,878          0      4,123        280
 
Percent of Open Interest Represented by Each Category of Trader
       5.4        5.8        0.6       34.7       36.4       14.9       17.1        5.5        2.8        7.8        6.2        0.1       16.6       27.7
 
Number of Traders in Each Category                                    Total Traders:       107 
         4          8          .         22         42         40         10         11          8          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,729,106
Positions
    77,245    424,565     85,096  2,378,042    643,682    878,529    345,861  1,482,825    315,968    280,157    407,437     50,184    318,024    440,820
 
Changes from:       September 11, 2018                               Total Change is:   132,418
     2,541    -24,455      3,958      7,181    112,262    122,910    -25,366    -89,418    -22,643     46,563      6,995      8,235    -10,961     14,576
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        9.0        1.8       50.3       13.6       18.6        7.3       31.4        6.7        5.9        8.6        1.1        6.7        9.3
 
Number of Traders in Each Category                                    Total Traders:       359 
        18         35         22         91         60         84         37         65         58         29         24         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,796,048
Positions
   506,198    266,329    548,960     20,373     45,634     31,794     96,936    290,427    371,760     40,154     45,008    146,436     33,437     49,700
 
Changes from:       September 11, 2018                               Total Change is:   -12,129
      -113       -361     45,665      2,016      2,967      5,886    -12,497    -13,486   -113,661     12,295      9,588     47,675        605      3,597
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       14.8       30.6        1.1        2.5        1.8        5.4       16.2       20.7        2.2        2.5        8.2        1.9        2.8
 
Number of Traders in Each Category                                    Total Traders:       151 
        31         20         46          6          6          5         33         30         46          7         10         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is25,172,506
Positions
 5,382,550  1,324,531  4,205,707    440,516  2,308,301  2,002,094  1,007,631  2,306,515  9,851,599    136,348    355,180  1,551,420    594,640  1,267,159
 
Changes from:       September 11, 2018                               Total Change is:-2,732,263
  -297,799   -148,424   -492,907     51,173     81,385   -146,823   -284,047   -448,323 -1,511,004     70,070     45,952    -78,391    -42,536    -33,729
 
Percent of Open Interest Represented by Each Category of Trader
      21.4        5.3       16.7        1.7        9.2        8.0        4.0        9.2       39.1        0.5        1.4        6.2        2.4        5.0
 
Number of Traders in Each Category                                    Total Traders:       328 
        30         52         75         11         37         41         49         88        112         22         27         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    12,440
Positions
     3,960      5,082      1,810          0          0          0      2,985      1,528      3,580         67        200          0         38        240
 
Changes from:       September 11, 2018                               Total Change is:       691
      -350        385        498          0          0          0      1,179        318       -505       -132          0         -1          2         -4
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       40.9       14.5        0.0        0.0        0.0       24.0       12.3       28.8        0.5        1.6        0.0        0.3        1.9
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          5          4          0          0          0          6          6          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    17,533
Positions
     5,428      3,812      4,905          0          0          0        574      2,336      6,358        200          0          0         68        122
 
Changes from:       September 11, 2018                               Total Change is:     2,085
    -1,154       -659      1,866          0          0          0        124       -383      1,222          0          0          0         27         39
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       21.7       28.0        0.0        0.0        0.0        3.3       13.3       36.3        1.1        0.0        0.0        0.4        0.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          5          4          0          0          0          .          8          9          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    31,419
Positions
       780      4,754          0      1,222     10,313          0     16,929     12,027          0     12,239      1,787        212         37      2,326
 
Changes from:       September 11, 2018                               Total Change is:        -2
      -572        680     -1,033         -9        227          0      2,407        630       -460       -314        130          0        -21       -176
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       15.1        0.0        3.9       32.8        0.0       53.9       38.3        0.0       39.0        5.7        0.7        0.1        7.4
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          4          0          .         11          0          .          8          0          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                         
CFTC Code #246606                                                    Open Interest is    16,770
Positions
     2,347      3,305          0      1,054      2,428          9     13,354      7,287          0          0      1,830          0          6      1,911
 
Changes from:       September 11, 2018                               Total Change is:    -3,394
      -995     -2,845          0          0          4          0     -2,347       -439        -40          0          0          0        -12        -74
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       19.7        0.0        6.3       14.5        0.1       79.6       43.5        0.0        0.0       10.9        0.0        0.0       11.4
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          4          0          .          7          .          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     4,844
Positions
        55          0          0         78          0          0      1,204      2,063        520        965      1,557         55      1,967        649
 
Changes from:       September 11, 2018                               Total Change is:       566
         0          0          0        -18        -47          0        231        564        166        162        -63        -17         42        -37
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        0.0        0.0        1.6        0.0        0.0       24.9       42.6       10.7       19.9       32.1        1.1       40.6       13.4
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          0          0          .          0          0          7         11          5         17          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     2,742
Positions
         0          0          0          0        140         10      1,566      1,382        203         90        654         15        858        338
 
Changes from:       September 11, 2018                               Total Change is:        31
         0          0          0          0        -59          0        -64         60          5        -26        -73          1        115         97
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        5.1        0.4       57.1       50.4        7.4        3.3       23.9        0.5       31.3       12.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         0          0          0          0          .          .          8         12          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    56,987
Positions
     4,580     41,147          0     16,718        413        406     16,047     10,805      1,379     11,623        937         77      6,157      1,824
 
Changes from:       September 11, 2018                               Total Change is:    -2,033
     2,500      1,549        -50     -1,159        136         34       -492        739     -3,718      2,673        -80         40     -1,861       -683
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       72.2        0.0       29.3        0.7        0.7       28.2       19.0        2.4       20.4        1.6        0.1       10.8        3.2
 
Number of Traders in Each Category                                    Total Traders:       117 
         .          .          0         14          .          .         32         20         14         36          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   540,110
Positions
    76,236     11,412     38,479    123,185     75,713     29,412     67,723    182,855    141,386     14,236      6,038     23,739     25,714     31,076
 
Changes from:       September 11, 2018                               Total Change is:    18,850
     5,598      5,088      3,957     -3,120     12,675      5,265     12,390     -6,330     -6,947     -2,399      1,539      4,751       -645     -1,148
 
Percent of Open Interest Represented by Each Category of Trader
      14.1        2.1        7.1       22.8       14.0        5.4       12.5       33.9       26.2        2.6        1.1        4.4        4.8        5.8
 
Number of Traders in Each Category                                    Total Traders:       247 
        17         11         23         28         37         26         45         63         65         13         17         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    36,678
Positions
     1,313      3,146        210     20,362         31        274     10,032     29,232      1,615      1,360        778      1,292        220        100
 
Changes from:       September 11, 2018                               Total Change is:      -312
    -1,092          0        210      1,163          3     -1,309       -529       -372      1,181         31        -27          0         33          2
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        8.6        0.6       55.5        0.1        0.7       27.4       79.7        4.4        3.7        2.1        3.5        0.6        0.3
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          .          .         12          .          .          8          9          .          9          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated September 21, 2018