Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   177,330
Positions
    19,135     88,225      1,162     39,420      5,354      1,351     56,934     46,441      5,244     12,059      2,431        723     41,302     26,399
 
Changes from:       July 18, 2017                                    Total Change is:     7,808
    -1,141     15,706         29      2,081       -764         46      7,353     -8,155       -174     -2,177        -52        155      1,636      1,017
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       49.8        0.7       22.2        3.0        0.8       32.1       26.2        3.0        6.8        1.4        0.4       23.3       14.9
 
Number of Traders in Each Category                                    Total Traders:       103 
         5          9          4         13          4          5         30         26         19          9          5          .
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Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    45,005
Positions
     2,880     12,014         67      5,027      2,987          0     18,497     13,676        915          0      1,560          0     17,619     13,786
 
Changes from:       July 18, 2017                                    Total Change is:     1,822
      -824      2,777          1        531          0          0        746       -947        -83          0          0          0      1,451         74
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       26.7        0.1       11.2        6.6        0.0       41.1       30.4        2.0        0.0        3.5        0.0       39.1       30.6
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          5          .          .          .          0         11         11          6          0          .          0
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Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   200,700
Positions
    68,540     27,508        953     20,710     68,165      4,160     39,246     53,428      8,074     25,782     10,216      1,942     31,293     26,254
 
Changes from:       July 18, 2017                                    Total Change is:       515
        13     -7,068         86        723       -493        -98        582     11,373        175       -425       -550          0       -541     -2,910
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       13.7        0.5       10.3       34.0        2.1       19.6       26.6        4.0       12.8        5.1        1.0       15.6       13.1
 
Number of Traders in Each Category                                    Total Traders:       120 
         7          9          5         14         20          9         32         27         21          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   235,140
Positions
   115,660     14,317        404     22,294     57,575      4,144     28,154    110,074      6,245     36,790      3,957        819     20,630     37,605
 
Changes from:       July 18, 2017                                    Total Change is:   -14,931
    -7,122       -377          0       -461     -1,511       -236     -9,915    -10,722        535        420       -716       -321      2,169     -1,583
 
Percent of Open Interest Represented by Each Category of Trader
      49.2        6.1        0.2        9.5       24.5        1.8       12.0       46.8        2.7       15.6        1.7        0.3        8.8       16.0
 
Number of Traders in Each Category                                    Total Traders:       113 
        10          6          .         13         17          9         25         33         15          6          .          .
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Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   449,086
Positions
    45,227    148,194      2,899    188,756     81,196     16,820     68,288     67,936     14,264     30,232     59,870      2,935     79,665     54,972
 
Changes from:       July 18, 2017                                    Total Change is:     2,827
     9,782      2,073       -189        -83      2,110      1,781     -9,366     -3,259      1,269        190     -2,839        823     -1,380      1,058
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       33.0        0.6       42.0       18.1        3.7       15.2       15.1        3.2        6.7       13.3        0.7       17.7       12.2
 
Number of Traders in Each Category                                    Total Traders:       259 
        15         18         12         60         34         40         48         40         19         29         14          .
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Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   132,765
Positions
     3,732     67,880        199      8,317     11,056      1,803     77,087     22,578      2,395      1,175      3,632        165     37,892     23,057
 
Changes from:       July 18, 2017                                    Total Change is:    15,047
       288      8,233         82        395     -1,698       -299     11,964     10,302        375         57       -391          0      2,185     -1,557
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       51.1        0.1        6.3        8.3        1.4       58.1       17.0        1.8        0.9        2.7        0.1       28.5       17.4
 
Number of Traders in Each Category                                    Total Traders:        97 
         7          7          4          8         12          6         42         15         13          .          4          .
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Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    37,473
Positions
     6,106     22,737          1      8,352        219          0     21,683     10,308          0        126      3,042          0      1,205      1,166
 
Changes from:       July 18, 2017                                    Total Change is:    -2,281
       -63          6          0        195          0          0     -2,468     -2,443        -12        126         87          0        -59         81
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       60.7        0.0       22.3        0.6        0.0       57.9       27.5        0.0        0.3        8.1        0.0        3.2        3.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          5          .          .          .          0         14          4          0          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   212,346
Positions
    10,789    159,583        379     49,492      4,682        373    133,811     31,883      4,327      3,114      7,368        520      9,541      3,231
 
Changes from:       July 18, 2017                                    Total Change is:     2,629
      -194      2,600        222        540        850          0      1,157        712       -157        -93     -2,142        520        634         24
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       75.2        0.2       23.3        2.2        0.2       63.0       15.0        2.0        1.5        3.5        0.2        4.5        1.5
 
Number of Traders in Each Category                                    Total Traders:       150 
         4          8          .         19          6          .         63         27          6         15          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    25,093
Positions
       541      8,889      2,789      5,199        235          0     14,348     11,444        185        238        980          0      1,793        571
 
Changes from:       July 18, 2017                                    Total Change is:     4,751
       541     -1,109      2,058         -6          0          0      2,020      3,655          1        108         60          0         29         86
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       35.4       11.1       20.7        0.9        0.0       57.2       45.6        0.7        0.9        3.9        0.0        7.1        2.3
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          .          .          .          0          8         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    54,603
Positions
     1,408     32,288        160      3,078     10,039          0     42,877      6,583         22        414      1,242          0      6,644      4,269
 
Changes from:       July 18, 2017                                    Total Change is:    -2,893
        60       -798         80       -319          6          0     -2,410     -1,798       -302       -405       -248          0        403        167
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       59.1        0.3        5.6       18.4        0.0       78.5       12.1        0.0        0.8        2.3        0.0       12.2        7.8
 
Number of Traders in Each Category                                    Total Traders:        85 
         .          9          .         12          .          0         40         10          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    20,271
Positions
     5,899     11,959      3,817      1,504        933          0      8,027      2,123         93          0        450          0        931        896
 
Changes from:       July 18, 2017                                    Total Change is:       632
      -135        315        145       -181        337          0        822       -178         31          0         30          0        -50        -48
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       59.0       18.8        7.4        4.6        0.0       39.6       10.5        0.5        0.0        2.2        0.0        4.6        4.4
 
Number of Traders in Each Category                                    Total Traders:        29 
         4          .          .          5          .          0          8          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    65,152
Positions
     7,538     38,851      1,200     11,721        931        895     31,662      9,065      2,869      1,119      1,341          0      8,150     10,002
 
Changes from:       July 18, 2017                                    Total Change is:       533
      -209       -295         16       -144        266        -16        664       -417       -144         -5        -71        -17        387      1,210
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       59.6        1.8       18.0        1.4        1.4       48.6       13.9        4.4        1.7        2.1        0.0       12.5       15.4
 
Number of Traders in Each Category                                    Total Traders:       114 
        11         24          .         15          .          .         36         17          8          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   130,303
Positions
    15,075     77,701      2,399     23,442      1,861      1,789     63,323     18,130      5,738      2,237      2,681          0     16,300     20,004
 
Changes from:       July 18, 2017                                    Total Change is:     1,066
      -417       -590         31       -287        532        -31      1,327       -833       -287        -10       -142        -34        774      2,420
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       59.6        1.8       18.0        1.4        1.4       48.6       13.9        4.4        1.7        2.1        0.0       12.5       15.4
 
Number of Traders in Each Category                                    Total Traders:       114 
        11         24          .         15          .          .         36         17          8          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   654,894
Positions
    44,218    152,906     10,751    318,832    165,157     60,466     83,858    113,585     28,601     22,131     37,269      2,020     84,020     84,142
 
Changes from:       July 18, 2017                                    Total Change is:    23,718
     2,417     12,331        390     13,913      4,697     -4,004      1,886      4,960      3,428     -1,321     -1,930       -445      7,454      4,291
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       23.3        1.6       48.7       25.2        9.2       12.8       17.3        4.4        3.4        5.7        0.3       12.8       12.8
 
Number of Traders in Each Category                                    Total Traders:       594 
        33         45         23        130         89         93         81        129         74         39         48         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is    55,787
Positions
     2,970     25,579        400     11,846     10,863        268      6,467      4,680        280      2,559        298          0     30,997     13,419
 
Changes from:       July 18, 2017                                    Total Change is:     7,430
       330      4,234       -500         27        -47          2      1,856      2,322        280         18        -24          0      5,417      1,163
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       45.9        0.7       21.2       19.5        0.5       11.6        8.4        0.5        4.6        0.5        0.0       55.6       24.1
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          9          .          7          4          .          6         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,995,537
Positions
   212,264    642,659     45,728  1,537,747    774,285    298,171    409,122    566,693    119,434     97,859    184,853     10,098    265,114    353,616
 
Changes from:       July 18, 2017                                    Total Change is:    81,438
     8,343     38,397      6,540     69,234     23,524    -19,836     13,138     26,177      2,755     -8,290    -11,127       -632     10,186     15,640
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       21.5        1.5       51.3       25.8       10.0       13.7       18.9        4.0        3.3        6.2        0.3        8.9       11.8
 
Number of Traders in Each Category                                    Total Traders:       589 
        33         44         23        129         88         92         81        128         69         39         47         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                    
CFTC Code #13874C                                                    Open Interest is    25,264
Positions
     3,614     23,614          0      9,479        443        422      8,312          0          0        270          0          0      3,167        785
 
Changes from:       July 18, 2017                                    Total Change is:     1,858
      -503      1,631          0        504        214        -18      1,866          0          0          0          0          0          9         31
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       93.5        0.0       37.5        1.8        1.7       32.9        0.0        0.0        1.1        0.0        0.0       12.5        3.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          6          0          6          .          .          5          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                    
CFTC Code #13874E                                                    Open Interest is    15,264
Positions
     1,641     12,908          0      1,479        785         40      9,221          0        815          0          0          0      2,068        716
 
Changes from:       July 18, 2017                                    Total Change is:        97
      -216        -61          0        138        122        -91        -10       -288        293          0          0          0        -17        122
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       84.6        0.0        9.7        5.1        0.3       60.4        0.0        5.3        0.0        0.0        0.0       13.5        4.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          7          0          .          .          .          8          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    93,037
Positions
     3,360     39,783        439     46,632     38,698      4,418     25,333      3,965      1,054          0        280          0     11,801      4,400
 
Changes from:       July 18, 2017                                    Total Change is:     1,160
    -1,671      1,386        -99      3,564       -771        208       -254        -84       -188          0          0          0       -400        708
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       42.8        0.5       50.1       41.6        4.7       27.2        4.3        1.1        0.0        0.3        0.0       12.7        4.7
 
Number of Traders in Each Category                                    Total Traders:        84 
         .         12          .         28         17         17         17          7          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    58,043
Positions
     8,115     18,650      1,187     13,290      8,504      1,033     25,084     16,080        992      1,775      3,689         31      6,536      7,876
 
Changes from:       July 18, 2017                                    Total Change is:     1,340
       972      1,992         57     -1,470        331         18      1,815     -1,046       -124        -55         19          3        124         89
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       32.1        2.0       22.9       14.7        1.8       43.2       27.7        1.7        3.1        6.4        0.1       11.3       13.6
 
Number of Traders in Each Category                                    Total Traders:       265 
        15         25          5         47         23         15         50         59         18         12         34          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   290,215
Positions
    40,575     93,249      5,937     66,449     42,521      5,165    125,418     80,400      4,960      8,875     18,445        157     32,679     39,381
 
Changes from:       July 18, 2017                                    Total Change is:     6,701
     4,859      9,961        287     -7,349      1,657         90      9,075     -5,232       -620       -276         97         14        621        447
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       32.1        2.0       22.9       14.7        1.8       43.2       27.7        1.7        3.1        6.4        0.1       11.3       13.6
 
Number of Traders in Each Category                                    Total Traders:       265 
        15         25          5         47         23         15         50         59         18         12         34          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $50)                      
CFTC Code #23977A                                                    Open Interest is   571,474
Positions
    59,965     93,920      4,973    236,042    192,768     41,826    175,741    197,221     13,862     12,243      6,631        378     26,444     19,895
 
Changes from:       July 18, 2017                                    Total Change is:     9,711
     3,476     -3,535        954      6,365     -2,139       -875      2,951     16,310     -2,030       -762        552        157       -525        317
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       16.4        0.9       41.3       33.7        7.3       30.8       34.5        2.4        2.1        1.2        0.1        4.6        3.5
 
Number of Traders in Each Category                                    Total Traders:       315 
        23         21          6         67         49         32         62         65         24         13         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    35,901
Positions
     1,176     18,323          0     15,352      1,028        454      6,105      2,773         97      3,686     10,633          0      9,031      2,593
 
Changes from:       July 18, 2017                                    Total Change is:      -364
         8          0          0        426          0         -1       -803        425          0       -999          1          0      1,005       -789
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       51.0        0.0       42.8        2.9        1.3       17.0        7.7        0.3       10.3       29.6        0.0       25.2        7.2
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          0         16          .          .          7          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    56,725
Positions
    11,586      4,294      1,245     14,081      2,695      2,429     14,407      6,683        307      1,045      1,391          0     11,625     37,681
 
Changes from:       July 18, 2017                                    Total Change is:    -2,030
    -3,544      1,325        -33     -1,468     -2,559        611      1,318     -1,254       -994         43        239          0      2,037        635
 
Percent of Open Interest Represented by Each Category of Trader
      20.4        7.6        2.2       24.8        4.8        4.3       25.4       11.8        0.5        1.8        2.5        0.0       20.5       66.4
 
Number of Traders in Each Category                                    Total Traders:        79 
        15          6          4         14          4          7         21         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   324,596
Positions
    50,880    200,922      3,001    188,467     74,126     15,022     43,403     11,198     13,663      2,573      1,558          0      7,587      5,106
 
Changes from:       July 18, 2017                                    Total Change is:      -711
     2,585       -301         -4     -4,311        456        461      1,052     -1,463        -55          0        478          0       -439       -283
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       61.9        0.9       58.1       22.8        4.6       13.4        3.4        4.2        0.8        0.5        0.0        2.3        1.6
 
Number of Traders in Each Category                                    Total Traders:       154 
        15          9          5         54         28         21         32          8         10          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is 1,053,066
Positions
    25,069    789,621      4,884    656,126    109,540     63,812    193,638     33,082     29,585     54,724     11,693        723     24,505     10,126
 
Changes from:       July 18, 2017                                    Total Change is:    -1,018
    -1,182     -5,613       -136     -3,396      1,559     -1,146      6,872      3,758       -639     -2,053     -1,786          0        662      2,985
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       75.0        0.5       62.3       10.4        6.1       18.4        3.1        2.8        5.2        1.1        0.1        2.3        1.0
 
Number of Traders in Each Category                                    Total Traders:       359 
        28         18          6        124         40         54         68         26         18         44         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A                                                    Open Interest is    92,394
Positions
    22,460     34,517     57,424      6,195          0          5      5,712          0        418        158         30          0         22          0
 
Changes from:       July 18, 2017                                    Total Change is:     5,169
     2,652      2,502      2,707          0          0          0       -150          0        -40          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       37.4       62.2        6.7        0.0        0.0        6.2        0.0        0.5        0.2        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .         10          9          .          0          .          .          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   730,692
Positions
     9,032     39,660      5,573    279,084    182,723    128,753    129,883    144,037     11,139     11,578     50,263      2,943    152,707    165,601
 
Changes from:       July 18, 2017                                    Total Change is:     4,344
     2,554     -2,804        600     -5,684     20,204     -3,713      7,479      2,564      2,016     -2,127     -7,505        409      2,810     -7,427
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        5.4        0.8       38.2       25.0       17.6       17.8       19.7        1.5        1.6        6.9        0.4       20.9       22.7
 
Number of Traders in Each Category                                    Total Traders:       165 
         9         14          6         42         26         34         34         21         22          8         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   808,128
Positions
         0    160,052      1,447    447,596     38,754    118,833     74,535    353,192     22,180     34,109     15,725      1,812    107,616     96,133
 
Changes from:       July 18, 2017                                    Total Change is:    13,757
         0     -5,611        590     11,710     -1,586        627      3,785     11,180        606     -2,008       -368          0     -1,553      8,319
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       19.8        0.2       55.4        4.8       14.7        9.2       43.7        2.7        4.2        1.9        0.2       13.3       11.9
 
Number of Traders in Each Category                                    Total Traders:       118 
         0         16          .         48         10         32         13         22         13          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,366,412
Positions
    48,675    117,733      7,013    462,820    247,408    165,021    320,796    314,159     38,378    193,346    318,169      4,414    125,949    154,117
 
Changes from:       July 18, 2017                                    Total Change is:     9,717
    -4,536     13,500      2,236     -2,258    -14,865      8,030      7,963     13,853      5,786     -1,121     -8,050        529     -6,912    -11,302
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        8.6        0.5       33.9       18.1       12.1       23.5       23.0        2.8       14.1       23.3        0.3        9.2       11.3
 
Number of Traders in Each Category                                    Total Traders:       265 
        12         23          6         54         44         47         40         50         34         20         22          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,200,017
Positions
   147,828    159,480     36,394  1,103,052    992,008    500,379    603,399    660,035    126,678    285,390    145,275     32,990    363,907    546,778
 
Changes from:       July 18, 2017                                    Total Change is:    39,113
    33,889    -51,552      8,161    -39,121    -10,002     19,759      7,247     31,243      4,209     -5,686     -5,946      4,147      6,508     39,094
 
Percent of Open Interest Represented by Each Category of Trader
       4.6        5.0        1.1       34.5       31.0       15.6       18.9       20.6        4.0        8.9        4.5        1.0       11.4       17.1
 
Number of Traders in Each Category                                    Total Traders:       380 
        24         30         20         57         95         76         56         69         55         24         25         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   401,907
Positions
    18,199     11,517      4,345    100,487    181,811     26,337    149,278     39,923     10,606     10,885      8,686          0     81,770    118,682
 
Changes from:       July 18, 2017                                    Total Change is:    11,220
     8,824      6,044       -719      2,629     10,319       -772      6,823     -1,126     -2,987     -1,196      2,057          0     -1,382     -1,596
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        2.9        1.1       25.0       45.2        6.6       37.1        9.9        2.6        2.7        2.2        0.0       20.3       29.5
 
Number of Traders in Each Category                                    Total Traders:        66 
         4          4          .         12         24         25         10          7          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,973,111
Positions
    61,667    285,430     36,899  1,651,618    747,400    395,774    264,336    777,543    108,157    169,020    236,586     10,455    275,185    374,867
 
Changes from:       July 18, 2017                                    Total Change is:   -28,565
       520    -29,705     18,628    -63,023     -8,921     16,364      1,384    -20,472      8,167     -4,362     -7,148       -842     -5,401     -4,636
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        9.6        1.2       55.6       25.1       13.3        8.9       26.2        3.6        5.7        8.0        0.4        9.3       12.6
 
Number of Traders in Each Category                                    Total Traders:       289 
        11         30         11         54         52         65         37         67         48         12         26          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,649,496
Positions
   391,371    196,878    529,067     12,619     28,999     16,881    204,234    303,668    333,558     51,035     96,933     71,403     39,328     72,109
 
Changes from:       July 18, 2017                                    Total Change is:    12,482
    -7,856    -12,134     22,175          0       -668         47        354     24,832    -16,712     12,763    -11,450      1,049        662      5,343
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       11.9       32.1        0.8        1.8        1.0       12.4       18.4       20.2        3.1        5.9        4.3        2.4        4.4
 
Number of Traders in Each Category                                    Total Traders:       151 
        20         37         48          .          8          .         15         48         45          6          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,973,911
Positions
 4,337,271    771,021  2,600,459     90,151  1,870,222    636,742    560,456  2,266,039  2,250,926    939,459    470,289    928,244    630,203  1,179,969
 
Changes from:       July 18, 2017                                    Total Change is:    37,222
   108,225    -41,616     35,165    -16,584    129,279    -45,389     47,033     60,096    -33,424    -57,012    -47,319     64,529    -65,321    -84,099
 
Percent of Open Interest Represented by Each Category of Trader
      33.4        5.9       20.0        0.7       14.4        4.9        4.3       17.5       17.3        7.2        3.6        7.2        4.9        9.1
 
Number of Traders in Each Category                                    Total Traders:       309 
        32         47         70          4         37         27         44         94         95         10         27         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    31,396
Positions
     5,003      5,270          0        271     13,329        115     17,116      8,519          0      8,801      4,027         39         51         97
 
Changes from:       July 18, 2017                                    Total Change is:       596
        76        244          0        -25        -58         25        455        448          0         60        -69          0          5          6
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       16.8        0.0        0.9       42.5        0.4       54.5       27.1        0.0       28.0       12.8        0.1        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          6          0          .         12          .          6         11          0          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    22,943
Positions
    10,324        956          0        576      8,475        118     11,464      9,289          0        420      4,025          1         40         79
 
Changes from:       July 18, 2017                                    Total Change is:      -170
      -300        122          0        -16        392          0       -109       -619          0        258        -52         -8          5         -5
 
Percent of Open Interest Represented by Each Category of Trader
      45.0        4.2        0.0        2.5       36.9        0.5       50.0       40.5        0.0        1.8       17.5        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         5          .          0          .          6          .          6          8          0          .          .          .
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Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    49,984
Positions
       407     15,335          0     11,789      6,772        548     18,885     20,568      2,115      7,792      1,503          0      8,448      3,143
 
Changes from:       July 18, 2017                                    Total Change is:    -3,102
        -8     -3,549          0        628        545        -30       -924      1,329       -335     -1,718         -1          0       -715     -1,061
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       30.7        0.0       23.6       13.5        1.1       37.8       41.1        4.2       15.6        3.0        0.0       16.9        6.3
 
Number of Traders in Each Category                                    Total Traders:       136 
         4          .          0          9          6          .         25         40         12         42          5          0
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Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   611,661
Positions
   137,468     49,518     29,443     79,247     54,657     54,214    135,139    259,023     99,663     23,693     14,492     18,349     34,445     32,302
 
Changes from:       July 18, 2017                                    Total Change is:    -5,896
    14,069     -1,975     -4,731      5,213      8,724    -12,707     -6,362     11,719      1,433        907     -2,935     -2,703     -1,015     -2,721
 
Percent of Open Interest Represented by Each Category of Trader
      22.5        8.1        4.8       13.0        8.9        8.9       22.1       42.3       16.3        3.9        2.4        3.0        5.6        5.3
 
Number of Traders in Each Category                                    Total Traders:       286 
        28          6         20         23         29         14         63         77         54         26         19         26
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Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    47,471
Positions
       273          0          0     38,424      1,569          0      3,521     45,386        256      4,947        135          0         50        125
 
Changes from:       July 18, 2017                                    Total Change is:       800
        84       -220          0        582          0          0         73      1,031          0         59          1          0          2        -12
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        0.0        0.0       80.9        3.3        0.0        7.4       95.6        0.5       10.4        0.3        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          0          0          9          .          0          6         11          .          8          .          0
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Traders in Financial Futures - Futures Only Positions as of July 25, 2017                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,343
Positions
     3,170      7,735          0     10,524        158        282        467      6,755          1        435          0          0        464        412
 
Changes from:       July 18, 2017                                    Total Change is:      -344
         0       -551          0        108          0          0         13        734       -636        217          0          0        -46        109
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       50.4        0.0       68.6        1.0        1.8        3.0       44.0        0.0        2.8        0.0        0.0        3.0        2.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          9          .          .          .          4          .          .          0          0
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Updated July 28, 2017