Traders in Financial Futures - Futures Only Positions as of August 8, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   205,963
Positions
    25,017    124,211      1,004     43,030      5,738      1,320     79,476     37,178      5,243      4,901      7,461      1,295     44,677     22,513
 
Changes from:       August 1, 2017                                   Total Change is:    15,341
     7,221     19,646       -164     -1,479        -26         -9     11,946     -6,708     -1,854     -1,654      4,440        382        952       -366
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       60.3        0.5       20.9        2.8        0.6       38.6       18.1        2.5        2.4        3.6        0.6       21.7       10.9
 
Number of Traders in Each Category                                    Total Traders:       109 
         7          8          .         15          5          4         40         22         17          6          5          4
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Traders in Financial Futures - Futures Only Positions as of August 8, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    43,122
Positions
     4,424      9,042         80      3,497      3,187          0     21,726     12,948      1,209          0      2,424          0     12,186     14,232
 
Changes from:       August 1, 2017                                   Total Change is:     3,310
     2,595     -1,326          0        -74        186          0      2,569      3,620         16          0        460          0     -1,796        354
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       21.0        0.2        8.1        7.4        0.0       50.4       30.0        2.8        0.0        5.6        0.0       28.3       33.0
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          7          .          .          .          0         14         14          7          0          .          0
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Traders in Financial Futures - Futures Only Positions as of August 8, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   208,091
Positions
    68,377     28,716      1,432     17,895     67,427      2,951     47,945     59,954      7,847     27,718     10,260      1,942     31,984     27,562
 
Changes from:       August 1, 2017                                   Total Change is:    -9,339
       181          6        648     -3,430      1,121     -3,094         50     -4,675     -3,817      1,592         18          0     -1,469        454
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       13.8        0.7        8.6       32.4        1.4       23.0       28.8        3.8       13.3        4.9        0.9       15.4       13.2
 
Number of Traders in Each Category                                    Total Traders:       116 
         8         10          6         12         20          9         34         22         18          5          5          .
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Traders in Financial Futures - Futures Only Positions as of August 8, 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   232,827
Positions
   106,471     29,386        420     23,062     48,293      3,650     34,972    104,360      6,730     36,875      4,985        571     20,076     34,432
 
Changes from:       August 1, 2017                                   Total Change is:   -10,049
    -3,639      3,363          7     -1,310     -2,770       -446     -2,795    -10,587     -1,486       -230        400       -434        284      1,904
 
Percent of Open Interest Represented by Each Category of Trader
      45.7       12.6        0.2        9.9       20.7        1.6       15.0       44.8        2.9       15.8        2.1        0.2        8.6       14.8
 
Number of Traders in Each Category                                    Total Traders:       119 
         9          7          .         14         15          7         29         35         14          6          .          .
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Traders in Financial Futures - Futures Only Positions as of August 8, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   461,152
Positions
    46,898    166,487      3,764    184,035     86,423     17,651     83,468     58,135     17,204     24,554     56,015      4,099     79,479     51,374
 
Changes from:       August 1, 2017                                   Total Change is:     3,898
     1,582     14,786        558     -5,136      2,950       -161     10,475     -8,161     -2,568       -637     -1,110        609       -824     -3,005
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       36.1        0.8       39.9       18.7        3.8       18.1       12.6        3.7        5.3       12.1        0.9       17.2       11.1
 
Number of Traders in Each Category                                    Total Traders:       261 
        19         17         11         64         36         44         43         40         24         25         16          6
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Traders in Financial Futures - Futures Only Positions as of August 8, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)               
CFTC Code #399741                                                    Open Interest is    24,360
Positions
       742     15,000          0      8,575      5,657      1,086      6,106          0          0          0          0          0      7,851      2,617
 
Changes from:       August 1, 2017                                   Total Change is:      -444
        -4       -739          0         53         64        -66         20          0          0          0          0          0       -447        297
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       61.6        0.0       35.2       23.2        4.5       25.1        0.0        0.0        0.0        0.0        0.0       32.2       10.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          4          0          5          4          5          6          0          0          0          0          0
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Traders in Financial Futures - Futures Only Positions as of August 8, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   149,911
Positions
     5,105     82,096        126      6,723     13,611      1,392     94,322     22,819      3,340        523      5,612         86     38,294     20,829
 
Changes from:       August 1, 2017                                   Total Change is:    10,683
       -94      8,511        -10     -1,475        520       -480     12,906        184       -196         -2        710        -67        101      1,511
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       54.8        0.1        4.5        9.1        0.9       62.9       15.2        2.2        0.3        3.7        0.1       25.5       13.9
 
Number of Traders in Each Category                                    Total Traders:       104 
         8          7          4          8         10          5         48         17         14          .          4          .
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Traders in Financial Futures - Futures Only Positions as of August 8, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    35,470
Positions
     5,255     22,729         51      8,021          0          0     20,521      8,535         42        100      2,890          0      1,480      1,223
 
Changes from:       August 1, 2017                                   Total Change is:       533
      -158         -8         50        207          0          0         92        548         42        -26         -2          0        326        -97
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       64.1        0.1       22.6        0.0        0.0       57.9       24.1        0.1        0.3        8.1        0.0        4.2        3.4
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          5          .          .          0          0         14          .          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   218,908
Positions
     9,064    163,153      1,512     57,405      4,616        364    135,448     36,296      2,432      3,287      7,712          0      9,396      2,823
 
Changes from:       August 1, 2017                                   Total Change is:     4,550
      -966       -336        997      6,125         25         -9        158      5,380     -1,738        238        349       -178        -77         60
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       74.5        0.7       26.2        2.1        0.2       61.9       16.6        1.1        1.5        3.5        0.0        4.3        1.3
 
Number of Traders in Each Category                                    Total Traders:       155 
         .          8          .         22          6          .         63         26          7         15         12          0
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Traders in Financial Futures - Futures Only Positions as of August 8, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    27,118
Positions
         0     15,271          0      5,246        200          0     18,862     10,178          9      1,013        940          0      1,988        520
 
Changes from:       August 1, 2017                                   Total Change is:    -4,706
      -541      5,449     -5,759         21          0          0      2,051     -3,284       -341         33       -180          0       -170       -591
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       56.3        0.0       19.3        0.7        0.0       69.6       37.5        0.0        3.7        3.5        0.0        7.3        1.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         0          4          0          .          .          0          9         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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    53,151
Positions
     3,531     31,042        153      2,856      8,836          0     38,872      7,796        510        773        765        200      6,256      3,849
 
Changes from:       August 1, 2017                                   Total Change is:    -1,817
     2,099     -1,223         13       -100     -1,203          0     -4,309        849         91        360       -595        200       -171         51
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       58.4        0.3        5.4       16.6        0.0       73.1       14.7        1.0        1.5        1.4        0.4       11.8        7.2
 
Number of Traders in Each Category                                    Total Traders:        89 
         4          9          .         12          .          0         39         12          4          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is    21,587
Positions
     6,644     11,980      4,347      1,917        953          0      7,496      3,011        214          0        300          0        969        782
 
Changes from:       August 1, 2017                                   Total Change is:       179
       941        340         65       -523          4          0       -450        -32          0          0       -150          0        146        -48
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       55.5       20.1        8.9        4.4        0.0       34.7       13.9        1.0        0.0        1.4        0.0        4.5        3.6
 
Number of Traders in Each Category                                    Total Traders:        32 
         5          .          .          7          .          0          6          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    71,449
Positions
     8,279     41,337      1,325     12,599      1,843        211     36,197     11,368      2,492      1,048      2,206          0      9,301     10,669
 
Changes from:       August 1, 2017                                   Total Change is:     2,944
    -1,173      3,977        -20        291       -308         -3      3,121     -1,068       -219         37        -80          0        909        664
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       57.9        1.9       17.6        2.6        0.3       50.7       15.9        3.5        1.5        3.1        0.0       13.0       14.9
 
Number of Traders in Each Category                                    Total Traders:       128 
        12         27          .         16          4          .         38         22          9          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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   142,898
Positions
    16,558     82,674      2,649     25,197      3,685        421     72,393     22,736      4,983      2,095      4,412          0     18,602     21,338
 
Changes from:       August 1, 2017                                   Total Change is:     5,887
    -2,345      7,953        -39        582       -615         -6      6,242     -2,136       -438         74       -159          0      1,817      1,327
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       57.9        1.9       17.6        2.6        0.3       50.7       15.9        3.5        1.5        3.1        0.0       13.0       14.9
 
Number of Traders in Each Category                                    Total Traders:       128 
        12         27          .         16          4          .         38         22          9          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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   681,713
Positions
    48,332    142,079     20,996    337,040    165,705     61,714     76,392    130,679     31,211     24,266     39,312      2,121     79,642     87,897
 
Changes from:       August 1, 2017                                   Total Change is:    13,040
    -1,220        159      7,315     10,376        580      1,278     -2,716      3,338        863        934       -998        241     -4,033        263
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       20.8        3.1       49.4       24.3        9.1       11.2       19.2        4.6        3.6        5.8        0.3       11.7       12.9
 
Number of Traders in Each Category                                    Total Traders:       630 
        36         45         24        134         96         92         81        136         75         48         54         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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    59,026
Positions
     4,696     25,030      3,150     12,562     10,842        295      4,952      4,677          0      2,637        467          0     30,734     14,565
 
Changes from:       August 1, 2017                                   Total Change is:     2,271
       765        400      2,500        869         28         -4       -254       -521          0          4       -221          0     -1,609         89
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       42.4        5.3       21.3       18.4        0.5        8.4        7.9        0.0        4.5        0.8        0.0       52.1       24.7
 
Number of Traders in Each Category                                    Total Traders:        47 
         4          9          .          8          4          .          7         12          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 3,113,437
Positions
   239,126    606,188     68,283  1,625,284    777,211    304,200    374,860    647,671    138,394    108,145    194,223     10,605    244,540    366,662
 
Changes from:       August 1, 2017                                   Total Change is:    53,843
      -801      7,920     14,951     47,464      2,686      6,485    -15,620     15,984      7,626      4,652     -3,885      1,205    -12,119        871
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       19.5        2.2       52.2       25.0        9.8       12.0       20.8        4.4        3.5        6.2        0.3        7.9       11.8
 
Number of Traders in Each Category                                    Total Traders:       625 
        36         44         23        132         96         91         81        135         71         48         53         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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    30,198
Positions
     4,432     28,029          0      9,030        976        422     12,451          0          0        270          0          0      3,593        771
 
Changes from:       August 1, 2017                                   Total Change is:     1,569
        76      1,331          0         -4        240          0      1,236          0          0          0          0          0        261         -2
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       92.8        0.0       29.9        3.2        1.4       41.2        0.0        0.0        0.9        0.0        0.0       11.9        2.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          6          0          5          .          .          6          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 #13874J                                                    Open Interest is    22,728
Positions
    15,455     11,282          0      3,292     10,219        280      1,754          0          0          0          0          0      1,947        947
 
Changes from:       August 1, 2017                                   Total Change is:       299
       362        289          0       -235          0          0        311          0          0          0          0          0       -139         10
 
Percent of Open Interest Represented by Each Category of Trader
      68.0       49.6        0.0       14.5       45.0        1.2        7.7        0.0        0.0        0.0        0.0        0.0        8.6        4.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         7          6          0          5          .          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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    92,550
Positions
     4,136     39,151        506     44,186     39,171      4,060     25,005      3,978      1,420          0        280          0     13,237      3,984
 
Changes from:       August 1, 2017                                   Total Change is:       437
       607        -26         51     -1,120        137       -398        829        300        217          0          0          0        251        156
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       42.3        0.5       47.7       42.3        4.4       27.0        4.3        1.5        0.0        0.3        0.0       14.3        4.3
 
Number of Traders in Each Category                                    Total Traders:        85 
         4         12          .         25         17         15         18          8          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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    59,955
Positions
    10,983     17,407      1,148     12,521      8,106      1,374     23,976     18,267      1,717      1,973      3,870         69      6,194      7,997
 
Changes from:       August 1, 2017                                   Total Change is:     1,395
     1,773       -824         18       -152        212        132       -460        612        581        135        632         32       -665         -1
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       29.0        1.9       20.9       13.5        2.3       40.0       30.5        2.9        3.3        6.5        0.1       10.3       13.3
 
Number of Traders in Each Category                                    Total Traders:       278 
        15         29          7         46         25         17         57         60         23         12         34          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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   299,774
Positions
    54,914     87,037      5,738     62,604     40,532      6,868    119,882     91,334      8,586      9,867     19,349        343     30,972     39,987
 
Changes from:       August 1, 2017                                   Total Change is:     6,973
     8,867     -4,118         92       -760      1,061        659     -2,298      3,062      2,906        674      3,158        160     -3,327         -7
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       29.0        1.9       20.9       13.5        2.3       40.0       30.5        2.9        3.3        6.5        0.1       10.3       13.3
 
Number of Traders in Each Category                                    Total Traders:       278 
        15         29          7         46         25         17         57         60         23         12         34          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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   578,210
Positions
    73,588     92,123      4,308    229,180    194,237     42,347    176,378    205,017     15,723     12,214      7,514        378     24,094     16,563
 
Changes from:       August 1, 2017                                   Total Change is:     2,427
     8,377        248       -498     -6,754      2,056         63      3,279      1,439     -1,122       -149      1,500         -5       -764     -1,254
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       15.9        0.7       39.6       33.6        7.3       30.5       35.5        2.7        2.1        1.3        0.1        4.2        2.9
 
Number of Traders in Each Category                                    Total Traders:       318 
        22         23          6         69         50         34         59         71         24         11         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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    35,241
Positions
     1,121     18,323          0     15,503        992        489      6,666      1,937         95      3,323     10,515          0      8,044      2,890
 
Changes from:       August 1, 2017                                   Total Change is:      -393
       216          0          0        899          0        -64       -137       -497         -2        -35        -71          0     -1,270        241
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       52.0        0.0       44.0        2.8        1.4       18.9        5.5        0.3        9.4       29.8        0.0       22.8        8.2
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          .          0         15          .          4         11          5          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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    55,767
Positions
    10,460      6,174        891     11,215      1,678      1,834     17,370     11,191        602      1,134      1,947          0     12,261     31,450
 
Changes from:       August 1, 2017                                   Total Change is:        -1
       391      1,211     -1,016        377       -421         -9        364      1,176         83        161        283          0       -352     -1,308
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       11.1        1.6       20.1        3.0        3.3       31.1       20.1        1.1        2.0        3.5        0.0       22.0       56.4
 
Number of Traders in Each Category                                    Total Traders:        78 
        12          6          4         13          .          5         19         19          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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   330,508
Positions
    53,149    210,648      3,242    189,957     72,977     15,224     44,093      8,250     13,383      2,573      1,810          0      8,887      4,974
 
Changes from:       August 1, 2017                                   Total Change is:     4,149
     2,557      2,958        249       -828      1,573       -271      1,706       -213        128          0          3          0        608       -278
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       63.7        1.0       57.5       22.1        4.6       13.3        2.5        4.0        0.8        0.5        0.0        2.7        1.5
 
Number of Traders in Each Category                                    Total Traders:       155 
        14         10          5         56         28         21         30          8          8          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 1,089,893
Positions
    27,209    806,829      5,573    655,575    108,623     80,277    207,555     35,623     29,741     55,523     12,344        547     27,893     10,336
 
Changes from:       August 1, 2017                                   Total Change is:    12,793
     1,376      2,490        524      8,866       -953      1,354     -3,386     10,280        604      2,902       -479          1        552     -1,028
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       74.0        0.5       60.2       10.0        7.4       19.0        3.3        2.7        5.1        1.1        0.1        2.6        0.9
 
Number of Traders in Each Category                                    Total Traders:       359 
        26         20          7        125         41         55         65         28         18         44         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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    97,588
Positions
    21,095     35,314     61,841      6,277          0          5      7,792          0        398        158         30          0         22          0
 
Changes from:       August 1, 2017                                   Total Change is:     4,682
    -2,510     -1,310      5,992          0          0          0      1,200          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       36.2       63.4        6.4        0.0        0.0        8.0        0.0        0.4        0.2        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        22 
         .         11          8          .          0          .          .          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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   756,551
Positions
    12,858     39,412      4,762    279,121    188,162    132,887    149,045    135,184     16,267      8,530     63,208      2,886    150,195    173,783
 
Changes from:       August 1, 2017                                   Total Change is:    19,078
     4,658      2,475        144     -5,343      6,321      2,904     12,969    -12,645      3,630        199      9,237       -450        367      7,462
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        5.2        0.6       36.9       24.9       17.6       19.7       17.9        2.2        1.1        8.4        0.4       19.9       23.0
 
Number of Traders in Each Category                                    Total Traders:       167 
         7         15          4         43         25         33         32         29         24          5         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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   847,472
Positions
         0    163,439      1,545    471,718     30,728    116,381     77,440    386,561     36,307     32,327     12,646        511    111,243     99,354
 
Changes from:       August 1, 2017                                   Total Change is:    25,895
         0       -952        696     17,010    -10,157     -1,676      2,172     21,208     12,271     -1,723          0     -1,395     -1,460      5,900
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       19.3        0.2       55.7        3.6       13.7        9.1       45.6        4.3        3.8        1.5        0.1       13.1       11.7
 
Number of Traders in Each Category                                    Total Traders:       118 
         0         16          5         49          9         31         13         24         16          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 1,410,507
Positions
    57,623    167,782      6,196    482,793    220,107    160,111    339,524    315,136     42,186    191,607    336,875      6,063    124,404    156,051
 
Changes from:       August 1, 2017                                   Total Change is:    28,085
   -26,764      2,552       -914      9,862      4,902      6,531     43,137     17,419       -732     -4,111     -1,314      1,100        -24     -1,459
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       11.9        0.4       34.2       15.6       11.4       24.1       22.3        3.0       13.6       23.9        0.4        8.8       11.1
 
Number of Traders in Each Category                                    Total Traders:       268 
        11         23          8         58         36         49         47         51         39         19         23          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 3,322,841
Positions
   167,962    163,495     29,442  1,098,772  1,050,976    499,544    693,330    715,623    140,362    304,708    151,546     28,737    359,984    543,116
 
Changes from:       August 1, 2017                                   Total Change is:    95,348
    -2,561    -22,586      5,228     43,515     83,728      7,465     55,353      9,513     18,645     -8,812       -468     -5,731    -17,754       -446
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        4.9        0.9       33.1       31.6       15.0       20.9       21.5        4.2        9.2        4.6        0.9       10.8       16.3
 
Number of Traders in Each Category                                    Total Traders:       403 
        22         34         21         57        102         82         59         79         54         20         30         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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   416,341
Positions
    14,525      6,656      4,813    116,391    182,063     27,932    146,464     48,081      8,170     12,944      8,277          0     85,102    130,349
 
Changes from:       August 1, 2017                                   Total Change is:    13,083
    -3,961        585        843      5,813      2,710        136      9,888        957     -1,213        -29        271          0      1,606      8,794
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        1.6        1.2       28.0       43.7        6.7       35.2       11.5        2.0        3.1        2.0        0.0       20.4       31.3
 
Number of Traders in Each Category                                    Total Traders:        66 
         5          .          .         15         23         27         11          5          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 3,016,821
Positions
    49,673    306,455     31,830  1,633,373    710,895    414,094    312,322    836,079    102,995    189,192    235,446     11,709    271,633    367,318
 
Changes from:       August 1, 2017                                   Total Change is:    37,821
     9,434    -21,376     -1,115     10,008      5,712      3,963     24,634     44,690     -2,172         98     -8,157      1,963     -8,992     14,313
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       10.2        1.1       54.1       23.6       13.7       10.4       27.7        3.4        6.3        7.8        0.4        9.0       12.2
 
Number of Traders in Each Category                                    Total Traders:       302 
         9         34         11         58         54         64         42         61         47         18         26          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 1,513,482
Positions
   415,134    180,372    462,518     12,619     30,753     12,276     60,834    286,870    367,476     81,618     38,760     69,088     31,919     65,369
 
Changes from:       August 1, 2017                                   Total Change is:    61,510
      -718     15,569     12,504          0        625         84      9,422     22,843     20,525     10,061    -20,953      7,420      2,212      2,893
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       11.9       30.6        0.8        2.0        0.8        4.0       19.0       24.3        5.4        2.6        4.6        2.1        4.3
 
Number of Traders in Each Category                                    Total Traders:       152 
        16         43         47          .          7          .         15         50         44          6          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 is13,499,845
Positions
 4,761,542    904,601  2,567,432     85,276  2,060,549    641,674    572,590  2,396,487  2,359,130    932,854    466,454    945,198    634,149  1,158,320
 
Changes from:       August 1, 2017                                   Total Change is:   260,307
   193,394     73,673    -51,888     -9,198     86,257     11,365    -12,702     20,730    110,297     13,254    -10,051     -9,833     15,618     29,757
 
Percent of Open Interest Represented by Each Category of Trader
      35.3        6.7       19.0        0.6       15.3        4.8        4.2       17.8       17.5        6.9        3.5        7.0        4.7        8.6
 
Number of Traders in Each Category                                    Total Traders:       323 
        32         52         77          5         37         28         47         96         97         11         29         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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    31,626
Positions
     3,521      5,451          0        200     13,012        111     17,955      8,882          0      9,776      4,027         39         24        104
 
Changes from:       August 1, 2017                                   Total Change is:       768
      -894        -62          0         -7        -38         -4      1,208        876          0        524          0        -25        -34         21
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       17.2        0.0        0.6       41.1        0.4       56.8       28.1        0.0       30.9       12.7        0.1        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          6          0          .         12          .          8          9          0          6          4          .
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Traders in Financial Futures - Futures Only Positions as of August 8, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    22,120
Positions
     9,183        955          0        604      8,471         69     11,427      8,601          0        718      3,880         55         64         89
 
Changes from:       August 1, 2017                                   Total Change is:      -482
        62        -13          0         24       -113        -49       -990       -223         -6        441       -145         54        -18         13
 
Percent of Open Interest Represented by Each Category of Trader
      41.5        4.3        0.0        2.7       38.3        0.3       51.7       38.9        0.0        3.2       17.5        0.2        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        31 
         4          .          0          .          6          .          7          6          0          .          .          .
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Traders in Financial Futures - Futures Only Positions as of August 8, 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    52,748
Positions
       394     14,969          0     13,568      6,364        519     15,428     21,427      3,753      9,435      2,789          0      9,651      2,927
 
Changes from:       August 1, 2017                                   Total Change is:     1,324
       -31       -113          0        849       -468        -31        790        674        432     -1,905        994         -1      1,221       -163
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       28.4        0.0       25.7       12.1        1.0       29.2       40.6        7.1       17.9        5.3        0.0       18.3        5.5
 
Number of Traders in Each Category                                    Total Traders:       150 
         .          .          0         11          8          .         25         40         18         50          6          0
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Traders in Financial Futures - Futures Only Positions as of August 8, 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   671,800
Positions
   144,841     47,101     37,173     74,257     54,860     75,504    139,428    269,305    116,572     25,395     18,782     19,130     39,500     33,373
 
Changes from:       August 1, 2017                                   Total Change is:    32,995
      -285     -2,219      5,664      6,919        729      4,905      5,942     13,678      2,684       -582      3,309      4,163      3,585         82
 
Percent of Open Interest Represented by Each Category of Trader
      21.6        7.0        5.5       11.1        8.2       11.2       20.8       40.1       17.4        3.8        2.8        2.8        5.9        5.0
 
Number of Traders in Each Category                                    Total Traders:       293 
        24          6         17         28         26         22         71         79         67         27         21         24
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Traders in Financial Futures - Futures Only Positions as of August 8, 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    48,755
Positions
        98        409          0     39,189      1,595          0      4,071     46,270        256      5,089        136          0         52         89
 
Changes from:       August 1, 2017                                   Total Change is:    -3,031
       -25       -545          0        498         92          0     -2,016       -834     -1,732        243          1          0          1        -13
 
Percent of Open Interest Represented by Each Category of Trader
       0.2        0.8        0.0       80.4        3.3        0.0        8.3       94.9        0.5       10.4        0.3        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          0          9          .          0          6          9          .          7          .          0
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Traders in Financial Futures - Futures Only Positions as of August 8, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,266
Positions
     3,170      8,376          0     10,576          0          0        541      6,677          0        415          0          0        564        213
 
Changes from:       August 1, 2017                                   Total Change is:       157
         0        641          0        374       -158       -282          8        -42          0          0          0          0         57         -2
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       54.9        0.0       69.3        0.0        0.0        3.5       43.7        0.0        2.7        0.0        0.0        3.7        1.4
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          9          0          0          .          5          0          .          0          0
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Updated August 11, 2017