Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   115,386
Positions
     6,099     12,351      1,789     40,636     18,612      2,836     20,579     42,425      4,488      7,538      5,609        419     31,002     26,857
 
Changes from:       October 9, 2018                                  Total Change is:    -6,103
    -2,411     -2,623      1,397     -4,241      1,165       -472     -1,264     -7,198        506        280      1,223        -26        128        -75
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       10.7        1.6       35.2       16.1        2.5       17.8       36.8        3.9        6.5        4.9        0.4       26.9       23.3
 
Number of Traders in Each Category                                    Total Traders:       102 
         5          7          4         14         15          5         13         35          9          7          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    64,635
Positions
    34,941      2,196          4      1,169     10,466        246     18,561     25,697      1,283        453      2,338          0      7,978     22,405
 
Changes from:       October 9, 2018                                  Total Change is:     2,773
     4,897       -340         -2          0      2,143         -4     -1,485      1,729        241          0        365          0       -874     -1,359
 
Percent of Open Interest Represented by Each Category of Trader
      54.1        3.4        0.0        1.8       16.2        0.4       28.7       39.8        2.0        0.7        3.6        0.0       12.3       34.7
 
Number of Traders in Each Category                                    Total Traders:        49 
         6          .          .          .         11          .         10         14          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   210,108
Positions
    93,141     27,384      2,460     48,772     85,497      2,709     31,983     39,755      6,203      3,085      8,297        546     21,209     37,257
 
Changes from:       October 9, 2018                                  Total Change is:      -441
    -1,671     12,234     -1,071         57     -3,653        863         74     -8,630       -188      1,713       -248         43       -261        209
 
Percent of Open Interest Represented by Each Category of Trader
      44.3       13.0        1.2       23.2       40.7        1.3       15.2       18.9        3.0        1.5        3.9        0.3       10.1       17.7
 
Number of Traders in Each Category                                    Total Traders:       117 
         9          6          6         13         26          8         21         34         23          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   211,210
Positions
   110,373      3,663      1,349     37,223     51,120      5,371     29,258     96,562      4,545      2,547      9,056        100     20,444     39,444
 
Changes from:       October 9, 2018                                  Total Change is:   -42,164
   -28,495        -27        170     -2,500    -13,232      1,368    -11,190    -18,116       -389         47     -6,762         10     -1,185     -5,186
 
Percent of Open Interest Represented by Each Category of Trader
      52.3        1.7        0.6       17.6       24.2        2.5       13.9       45.7        2.2        1.2        4.3        0.0        9.7       18.7
 
Number of Traders in Each Category                                    Total Traders:       125 
        13          .          .         18         28         11         24         33         18          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   469,299
Positions
    26,448     98,716      6,222    277,321    142,490     23,452     26,929    112,156      8,923     21,241     16,008        468     78,295     60,864
 
Changes from:       October 9, 2018                                  Total Change is:   -14,503
       750     -3,527     -2,414      6,149       -626     -2,248     -9,917     -6,612      1,423     -4,003       -405       -442     -3,801        348
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       21.0        1.3       59.1       30.4        5.0        5.7       23.9        1.9        4.5        3.4        0.1       16.7       13.0
 
Number of Traders in Each Category                                    Total Traders:       282 
        16         12         10         86         38         46         29         57         24         28         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    36,512
Positions
       468     21,956          0     14,733      6,904      1,659      5,154          0          0        523        778          5     13,970      5,210
 
Changes from:       October 9, 2018                                  Total Change is:    -1,284
      -359       -749          0       -531     -1,586       -205        331          0          0        -77          0          0       -443      1,256
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       60.1        0.0       40.4       18.9        4.5       14.1        0.0        0.0        1.4        2.1        0.0       38.3       14.3
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          .          0         13          6          7          4          0          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    25,330
Positions
         5      5,496        734      9,902     11,031      2,595      5,307          0          0          0        879          0      6,787      4,595
 
Changes from:       October 9, 2018                                  Total Change is:        65
       -21         39          0         -8     -1,138         -2        848          0          0          0        250          0       -752        916
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       21.7        2.9       39.1       43.5       10.2       21.0        0.0        0.0        0.0        3.5        0.0       26.8       18.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          8          8         10          .          0          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   155,988
Positions
   102,631      3,580        163      7,835     54,920      1,621     20,478     48,451      2,131        617      3,196         42     20,470     41,884
 
Changes from:       October 9, 2018                                  Total Change is:   -14,770
    -4,570       -653     -1,107        290     -2,321         -9     -4,941     -7,592       -813        -45        471         33     -3,608     -2,779
 
Percent of Open Interest Represented by Each Category of Trader
      65.8        2.3        0.1        5.0       35.2        1.0       13.1       31.1        1.4        0.4        2.0        0.0       13.1       26.9
 
Number of Traders in Each Category                                    Total Traders:        92 
        11          4          .          4         19          5         18         29         11          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    26,301
Positions
         0     15,237          0     22,588        741          0      1,749      8,283          1        339        422          0      1,624      1,617
 
Changes from:       October 9, 2018                                  Total Change is:     1,226
         0        568          0      1,295       -348          0        -54      1,172          0          0        -18          0        -15       -148
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       57.9        0.0       85.9        2.8        0.0        6.6       31.5        0.0        1.3        1.6        0.0        6.2        6.1
 
Number of Traders in Each Category                                    Total Traders:        31 
         0          4          0          8          .          0          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   215,138
Positions
     7,266    153,458        376    115,366      2,778        190     79,051     25,682      1,012      4,267     28,385        193      7,417      3,064
 
Changes from:       October 9, 2018                                  Total Change is:     6,544
      -176      3,891         30      3,540     -3,450        190      2,920      4,566        390       -502        768        193        -41        -34
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       71.3        0.2       53.6        1.3        0.1       36.7       11.9        0.5        2.0       13.2        0.1        3.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       149 
         .          7          .         27          8          .         48         30          5         12         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    37,688
Positions
    27,850      2,109        638        116      4,631          0      5,758     27,689        235      1,484        770          0      1,607      1,616
 
Changes from:       October 9, 2018                                  Total Change is:       307
         0       -274          0          0     -7,778          0         87      8,425         34        466        -35          0       -280        -65
 
Percent of Open Interest Represented by Each Category of Trader
      73.9        5.6        1.7        0.3       12.3        0.0       15.3       73.5        0.6        3.9        2.0        0.0        4.3        4.3
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          .          .          4          0          8         13          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    62,490
Positions
    46,097        126          0      1,001     19,747         17     10,735     29,542      2,174        128      3,757        297      2,041      6,830
 
Changes from:       October 9, 2018                                  Total Change is:    -2,220
     1,914       -119          0         11       -523          0     -3,914     -2,861         79       -163        784         79       -226        341
 
Percent of Open Interest Represented by Each Category of Trader
      73.8        0.2        0.0        1.6       31.6        0.0       17.2       47.3        3.5        0.2        6.0        0.5        3.3       10.9
 
Number of Traders in Each Category                                    Total Traders:        94 
         7          .          0          .         20          .         20         36          7          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is     8,365
Positions
     5,434          0          0      1,441      2,723         10        895      3,965          0          0          0          0        585      1,667
 
Changes from:       October 9, 2018                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      65.0        0.0        0.0       17.2       32.6        0.1       10.7       47.4        0.0        0.0        0.0        0.0        7.0       19.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          0          0          .          4          .          .         12          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    46,361
Positions
     7,236     26,641      1,473     13,459        161        529      9,626      6,732      2,516      2,610        890         30      8,885      7,391
 
Changes from:       October 9, 2018                                  Total Change is:    -5,983
     1,400     -7,539        389     -1,547       -609        311     -6,536      1,155       -151         78       -149        -20         93        629
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       57.5        3.2       29.0        0.3        1.1       20.8       14.5        5.4        5.6        1.9        0.1       19.2       15.9
 
Number of Traders in Each Category                                    Total Traders:       108 
        12         20          4         20          .          4         25         17          5          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    92,722
Positions
    14,471     53,281      2,946     26,918        322      1,057     19,251     13,463      5,032      5,219      1,780         59     17,769     14,782
 
Changes from:       October 9, 2018                                  Total Change is:   -11,966
     2,799    -15,078        777     -3,093     -1,218        622    -13,072      2,310       -301        156       -297        -39        185      1,258
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       57.5        3.2       29.0        0.3        1.1       20.8       14.5        5.4        5.6        1.9        0.1       19.2       15.9
 
Number of Traders in Each Category                                    Total Traders:       108 
        12         20          4         20          .          4         25         17          5          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    28,113
Positions
     3,020     22,035          0     23,146      1,454        257        405      3,710          0          0        454          0      1,285        203
 
Changes from:       October 9, 2018                                  Total Change is:    -1,308
       536         -8          0     -1,706         -9        -42        -30       -900          0          0          0          0        -66       -349
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       78.4        0.0       82.3        5.2        0.9        1.4       13.2        0.0        0.0        1.6        0.0        4.6        0.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          6          0         10          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   627,161
Positions
    46,100    137,180     65,935    263,905    176,118     62,307     59,370     63,365     18,872     34,331     39,508      3,887     72,455     59,989
 
Changes from:       October 9, 2018                                  Total Change is:    15,581
    15,126        885      4,173    -29,430     14,775      5,017     13,504    -14,531      5,896      3,946      1,927       -994     -1,658     -1,567
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       21.9       10.5       42.1       28.1        9.9        9.5       10.1        3.0        5.5        6.3        0.6       11.6        9.6
 
Number of Traders in Each Category                                    Total Traders:       603 
        35         44         29        167         93        116         83        102         66         40         39         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    52,125
Positions
    22,589     15,977      1,206      4,772     20,608         46      6,479      5,585          0        157        570          0     16,876      8,133
 
Changes from:       October 9, 2018                                  Total Change is:     8,664
     6,362      1,019      1,200       -606      3,579         40      2,569      2,992       -200        -72        568          0       -629       -534
 
Percent of Open Interest Represented by Each Category of Trader
      43.3       30.7        2.3        9.2       39.5        0.1       12.4       10.7        0.0        0.3        1.1        0.0       32.4       15.6
 
Number of Traders in Each Category                                    Total Traders:        42 
         5          9          .          .          4          .         10          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    10,893
Positions
     1,722      8,879          0      5,218        642        271        662          0          0        404          0          0      2,616      1,101
 
Changes from:       October 9, 2018                                  Total Change is:      -473
       -55       -567          0        -38          0        -19          0          0          0          0          0          0       -361        113
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       81.5        0.0       47.9        5.9        2.5        6.1        0.0        0.0        3.7        0.0        0.0       24.0       10.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          7          0          7          .          .          .          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 2,875,182
Positions
   250,651    739,109    190,548  1,306,676    788,562    300,295    304,332    328,781     54,480    173,709    197,531     16,595    277,896    259,281
 
Changes from:       October 9, 2018                                  Total Change is:    34,587
    44,905        415     13,781   -144,109     55,988     24,875     80,022    -62,271      5,136     22,930      9,635     -7,808     -5,145     -5,164
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       25.7        6.6       45.4       27.4       10.4       10.6       11.4        1.9        6.0        6.9        0.6        9.7        9.0
 
Number of Traders in Each Category                                    Total Traders:       599 
        34         45         24        168         91        116         82        101         61         39         39         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    28,813
Positions
     7,972     25,674          0     15,733          0      1,426        762        613          0          0        384          0      2,920        716
 
Changes from:       October 9, 2018                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       89.1        0.0       54.6        0.0        4.9        2.6        2.1        0.0        0.0        1.3        0.0       10.1        2.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          9          0          8          0          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    15,820
Positions
     4,142     14,721          0      6,429        343          0      1,411        219          0      1,288          0          0      2,550        537
 
Changes from:       October 9, 2018                                  Total Change is:       920
       574        793          0        276         -3          0          0        219          0          0          0          0         70        -89
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       93.1        0.0       40.6        2.2        0.0        8.9        1.4        0.0        8.1        0.0        0.0       16.1        3.4
 
Number of Traders in Each Category                                    Total Traders:        27 
         4         10          0          6          .          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    15,990
Positions
     4,208     10,786          0      8,362      1,330        435        432          0          0          0      2,050          0      2,553      1,389
 
Changes from:       October 9, 2018                                  Total Change is:       226
       222       -500          0         -6          0          0       -284          0          0          0        425          0        294        301
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       67.5        0.0       52.3        8.3        2.7        2.7        0.0        0.0        0.0       12.8        0.0       16.0        8.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          5          0          6          .          .          .          0          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                              
CFTC Code #13874N                                                    Open Interest is   217,007
Positions
   161,991    161,991     55,016          0          0          0          0          0          0          0          0          0          0          0
 
Changes from:       October 9, 2018                                  Total Change is:     7,000
     5,155      5,155      1,845          0          0          0          0          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      74.6       74.6       25.4        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         8         12         13          0          0          0          0          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    77,504
Positions
     9,189     30,330        941     49,201     35,657      3,725      2,924      1,452      1,496        252          0          0      9,776      3,903
 
Changes from:       October 9, 2018                                  Total Change is:    -5,674
     2,118     -8,619        279     -2,220      3,308       -149     -2,651       -253       -312       -525          0         -1     -2,213         73
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       39.1        1.2       63.5       46.0        4.8        3.8        1.9        1.9        0.3        0.0        0.0       12.6        5.0
 
Number of Traders in Each Category                                    Total Traders:        82 
         5         11          .         34         19         14          7          5          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    50,144
Positions
    15,913     13,214        367     13,568     12,583      1,350      9,612     10,777        959      1,795      2,937        138      6,440      7,819
 
Changes from:       October 9, 2018                                  Total Change is:       598
     2,474       -320         -9     -3,935        311        369      2,461     -1,319        342       -347        438         71       -827        714
 
Percent of Open Interest Represented by Each Category of Trader
      31.7       26.4        0.7       27.1       25.1        2.7       19.2       21.5        1.9        3.6        5.9        0.3       12.8       15.6
 
Number of Traders in Each Category                                    Total Traders:       288 
        18         26          7         54         43         25         40         57         15         15         35          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   250,718
Positions
    79,566     66,069      1,833     67,842     62,913      6,752     48,061     53,886      4,797      8,977     14,685        690     32,200     39,093
 
Changes from:       October 9, 2018                                  Total Change is:     2,988
    12,368     -1,598        -47    -19,674      1,555      1,845     12,304     -6,596      1,712     -1,737      2,192        354     -4,137      3,571
 
Percent of Open Interest Represented by Each Category of Trader
      31.7       26.4        0.7       27.1       25.1        2.7       19.2       21.5        1.9        3.6        5.9        0.3       12.8       15.6
 
Number of Traders in Each Category                                    Total Traders:       288 
        18         26          7         54         43         25         40         57         15         15         35          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   496,741
Positions
    65,777     98,117      5,816    239,107    157,560     42,705     89,897    152,256     10,207     18,576     11,365      1,006     23,650     17,709
 
Changes from:       October 9, 2018                                  Total Change is:   -26,904
    -2,284    -28,478      2,462    -23,275        122      9,063    -10,997     -9,143       -542        209       -560         70     -1,610        102
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       19.8        1.2       48.1       31.7        8.6       18.1       30.7        2.1        3.7        2.3        0.2        4.8        3.6
 
Number of Traders in Each Category                                    Total Traders:       301 
        27         20         11         81         57         44         41         46         21         17         11          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    32,575
Positions
     2,983     12,314        265     14,642      1,332         73      5,942     12,755         33      1,939      2,237          0      6,698      3,566
 
Changes from:       October 9, 2018                                  Total Change is:    -1,150
       -12        100         64       -518       -586       -241       -784     -1,510          2        -57        916          0        396        105
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       37.8        0.8       44.9        4.1        0.2       18.2       39.2        0.1        6.0        6.9        0.0       20.6       10.9
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          4          .         18          .          .          4          8          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    73,103
Positions
    13,200     10,537        287     24,934      8,999      1,413     21,883     14,079        637      2,511      1,150          0      8,238     36,001
 
Changes from:       October 9, 2018                                  Total Change is:     7,756
     5,485     -1,882        203     -1,611       -155       -221      3,539     -3,145        510      1,017       -295          0     -1,166     12,741
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       14.4        0.4       34.1       12.3        1.9       29.9       19.3        0.9        3.4        1.6        0.0       11.3       49.2
 
Number of Traders in Each Category                                    Total Traders:        72 
         9         11          .         15          5          6         14         15          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   277,793
Positions
    21,083    159,458      1,081    205,369     79,205     19,319     20,143      8,443        185      2,924      3,754          0      7,689      6,348
 
Changes from:       October 9, 2018                                  Total Change is:    15,415
       509      5,400         -8     15,944     10,847        246         88     -1,114         36       -268         60         -4     -1,128        -48
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       57.4        0.4       73.9       28.5        7.0        7.3        3.0        0.1        1.1        1.4        0.0        2.8        2.3
 
Number of Traders in Each Category                                    Total Traders:       161 
        12         10          .         57         39         27         21         12          5          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,168,187
Positions
   138,159    631,271      5,399    738,200    353,695    108,606     97,876     35,498      5,631     34,869     14,033        805     38,642     13,249
 
Changes from:       October 9, 2018                                  Total Change is:    10,215
      -935    -23,687      1,111    -12,188     42,135      4,349      7,205     -6,953      1,986       -415     -1,845        -96      9,198     -6,785
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       54.0        0.5       63.2       30.3        9.3        8.4        3.0        0.5        3.0        1.2        0.1        3.3        1.1
 
Number of Traders in Each Category                                    Total Traders:       422 
        27         21          8        153         76         76         62         35         13         36         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   117,683
Positions
    26,365     50,803     66,309     12,381          0        270     11,535          0        178        590         30          0         55         93
 
Changes from:       October 9, 2018                                  Total Change is:       629
     1,569      1,689     -1,040          0          0          0        120          0        -20          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       43.2       56.3       10.5        0.0        0.2        9.8        0.0        0.2        0.5        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        32 
         4         13          7          7          0          .          4          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is   927,355
Positions
    20,637     57,958      6,694    447,932    312,780    182,700     89,357     89,769      9,020     32,849     77,956      4,086    134,080    186,392
 
Changes from:       October 9, 2018                                  Total Change is:   -16,997
    -6,390     17,002     -3,903     -9,092     -1,599      3,874      6,798    -28,230      3,047      1,096      2,485       -282    -12,145     -9,391
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        6.2        0.7       48.3       33.7       19.7        9.6        9.7        1.0        3.5        8.4        0.4       14.5       20.1
 
Number of Traders in Each Category                                    Total Traders:       202 
        13         17          .         59         37         51         34         20         14         12         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,086,657
Positions
    30,487    211,424      1,743    611,988     63,697    181,093     42,946    457,638      7,161     70,151     34,601        750    140,338    128,550
 
Changes from:       October 9, 2018                                  Total Change is:    31,199
    19,011     25,236        -42      9,704     -7,310      5,548     -6,084      5,255        744      1,732      3,805        175        411     -2,212
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       19.5        0.2       56.3        5.9       16.7        4.0       42.1        0.7        6.5        3.2        0.1       12.9       11.8
 
Number of Traders in Each Category                                    Total Traders:       130 
         .         17          .         55         15         44          7         21         13          5          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 2,221,827
Positions
    68,664    121,440     19,027  1,130,521    400,912    295,885    286,487    880,547     32,508    252,436    294,982      5,982    130,317    170,544
 
Changes from:       October 9, 2018                                  Total Change is:   -10,006
   -28,926     -2,644     -6,735     38,688    -51,866    -15,510      4,759     75,861     -5,532      4,192      4,581      3,097     -4,039    -11,258
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        5.5        0.9       50.9       18.0       13.3       12.9       39.6        1.5       11.4       13.3        0.3        5.9        7.7
 
Number of Traders in Each Category                                    Total Traders:       352 
        15         29          9         94         39         70         47         69         26         33         26          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,134,772
Positions
   117,761    348,906     42,085  1,915,661    928,114    648,999    402,746  1,236,217     88,134    487,146    324,387     34,555    397,685    483,375
 
Changes from:       October 9, 2018                                  Total Change is:     8,636
    -5,158     -6,831     -9,214     -2,094    -54,316     31,131     22,605     75,525    -14,900     -4,862     15,352     -3,534     -5,338    -24,577
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        8.4        1.0       46.3       22.4       15.7        9.7       29.9        2.1       11.8        7.8        0.8        9.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       458 
        27         38         14        106         89        106         56         87         53         27         28         14
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Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   627,913
Positions
    31,111     42,843      4,896    204,713    204,556    107,610    103,757     49,058     10,230     53,242     38,282        506    111,848    169,932
 
Changes from:       October 9, 2018                                  Total Change is:    10,007
       691       -136      2,420     -4,487     -7,194      6,925      2,165      6,030     -4,464        451        591          6      6,300      5,829
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        6.8        0.8       32.6       32.6       17.1       16.5        7.8        1.6        8.5        6.1        0.1       17.8       27.1
 
Number of Traders in Each Category                                    Total Traders:       107 
         5          7          .         27         36         41          9         11          7          6          6          .
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Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,518,373
Positions
    69,112    510,615     29,317  2,507,120    611,249    798,501    425,904  1,575,242     98,895    266,201    436,862     16,814    306,509    440,878
 
Changes from:       October 9, 2018                                  Total Change is:    69,571
    10,022     89,412     -4,332    -19,827    -70,858     29,777     28,995     34,945      9,968      5,102     -5,369       -580     10,446    -13,392
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       11.3        0.6       55.5       13.5       17.7        9.4       34.9        2.2        5.9        9.7        0.4        6.8        9.8
 
Number of Traders in Each Category                                    Total Traders:       358 
        11         42         11         96         56         79         37         68         33         23         25          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,823,878
Positions
   476,950    347,581    529,691     17,255     33,760     41,121    160,443    267,853    338,897     60,060     43,394    155,732     43,729     65,849
 
Changes from:       October 9, 2018                                  Total Change is:    67,132
    -5,495     -2,722     47,867          5      6,660     10,445     -4,736    -16,119        478     -2,707     -5,446     16,542      4,733      9,427
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       19.1       29.0        0.9        1.9        2.3        8.8       14.7       18.6        3.3        2.4        8.5        2.4        3.6
 
Number of Traders in Each Category                                    Total Traders:       151 
        25         32         46          4          4          4         27         34         44         11         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is14,316,492
Positions
 5,594,332  1,222,364  1,857,519    411,497  2,213,279  1,275,658    943,339  2,627,972  2,798,036    250,655    441,096    561,182    624,274  1,319,386
 
Changes from:       October 9, 2018                                  Total Change is:  -187,651
   146,905     50,853    -77,796     13,516     28,744    -38,692      7,268     39,183   -223,007    -12,562      7,824    -25,079     21,796     50,319
 
Percent of Open Interest Represented by Each Category of Trader
      39.1        8.5       13.0        2.9       15.5        8.9        6.6       18.4       19.5        1.8        3.1        3.9        4.4        9.2
 
Number of Traders in Each Category                                    Total Traders:       291 
        37         39         66          8         34         35         40         76         98         14         22         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    13,426
Positions
     1,920      2,665      1,532          0          0          0      1,719        932      8,228          0          0          0         27         69
 
Changes from:       October 9, 2018                                  Total Change is:     1,556
         1       -178        -56          0          0          0        103        283      1,585          0         -1        -77          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       19.8       11.4        0.0        0.0        0.0       12.8        6.9       61.3        0.0        0.0        0.0        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        24 
         4          .          5          0          0          0          6          7         12          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    27,153
Positions
     3,972      1,456     11,682          0          0          0      2,311      5,104      8,866         50          0          0        272         45
 
Changes from:       October 9, 2018                                  Total Change is:     1,659
      -363        155      1,032          0          0          0        480        193        274          0          0          0        236          5
 
Percent of Open Interest Represented by Each Category of Trader
      14.6        5.4       43.0        0.0        0.0        0.0        8.5       18.8       32.7        0.2        0.0        0.0        1.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          .          4          0          0          0         10          8         13          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    29,350
Positions
     1,511      5,656          0      1,120     10,447          0     15,176      9,734          0     11,258      1,503        212         73      1,798
 
Changes from:       October 9, 2018                                  Total Change is:       315
       -67        380          0          0        163          0        222         -4          0        150          1          0         10       -225
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       19.3        0.0        3.8       35.6        0.0       51.7       33.2        0.0       38.4        5.1        0.7        0.2        6.1
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          4          0          .         11          0          .          7          0          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                         
CFTC Code #246606                                                    Open Interest is    17,120
Positions
     2,253      4,353          0        931      2,412          9     13,894      7,428          0          0      1,448          0         33      1,470
 
Changes from:       October 9, 2018                                  Total Change is:        85
       -19         97          0          4        -15          0         81        186          0          0        -50          0         19       -133
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       25.4        0.0        5.4       14.1        0.1       81.2       43.4        0.0        0.0        8.5        0.0        0.2        8.6
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          5          0          .          7          .          .          8          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     4,262
Positions
        55          0          0         29          0          0      1,096      1,723        253        927      1,715          2      1,900        569
 
Changes from:       October 9, 2018                                  Total Change is:       234
         0          0          0         29          0          0         -3         48         94        221        158         -8        -99        -58
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        0.0        0.0        0.7        0.0        0.0       25.7       40.4        5.9       21.8       40.2        0.0       44.6       13.4
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          0          0          .          0          0          9         11          5         17          5          .
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Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     2,730
Positions
         0         76          0         54        108          0      1,606      1,620         64        302        556          0        704        306
 
Changes from:       October 9, 2018                                  Total Change is:      -118
         0          0          0         54        -13          0        -37        -36         40        -93        -50          0        -82        -59
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        2.8        0.0        2.0        4.0        0.0       58.8       59.3        2.3       11.1       20.4        0.0       25.8       11.2
 
Number of Traders in Each Category                                    Total Traders:        41 
         0          .          0          .          .          0         11         16          4          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    54,917
Positions
     2,950     41,239          0     16,450        480        407     19,991      7,387      1,381      8,200      1,645        159      5,379      2,219
 
Changes from:       October 9, 2018                                  Total Change is:    -3,233
       170          0          0     -1,421       -107          3     -1,189     -3,173        262       -204         80         -6       -848       -292
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       75.1        0.0       30.0        0.9        0.7       36.4       13.5        2.5       14.9        3.0        0.3        9.8        4.0
 
Number of Traders in Each Category                                    Total Traders:       113 
         .          .          0         14          .          .         37         15         13         32          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   536,159
Positions
    55,050     17,394     36,224     99,310     34,298     28,255     65,804    162,056    184,257     11,052     13,328     27,927     28,280     32,420
 
Changes from:       October 9, 2018                                  Total Change is:     1,250
   -32,556      9,169      5,302    -18,182    -41,003     -2,854      4,759    -21,457     40,688     -2,616      6,854      2,225      4,484      2,326
 
Percent of Open Interest Represented by Each Category of Trader
      10.3        3.2        6.8       18.5        6.4        5.3       12.3       30.2       34.4        2.1        2.5        5.2        5.3        6.0
 
Number of Traders in Each Category                                    Total Traders:       229 
        15         13         20         24         34         19         45         55         65         11         22         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    33,055
Positions
     3,666         64        626     16,097         94      4,272      4,860     26,875        242      3,100        845          0        192         37
 
Changes from:       October 9, 2018                                  Total Change is:    -1,140
      -716          0        600       -140          8        329     -1,743     -2,539          0        712        712       -163        -19        -87
 
Percent of Open Interest Represented by Each Category of Trader
      11.1        0.2        1.9       48.7        0.3       12.9       14.7       81.3        0.7        9.4        2.6        0.0        0.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          .         12          .          .          6          7          .          9          .          0
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Updated October 19, 2018