Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   217,722
Positions
    12,232     29,731     47,062     32,453     23,375      5,197     29,889     49,560     23,283      9,737      2,646        920     56,949     35,948
 
Changes from:       June 12, 2018                                    Total Change is:    42,295
    -9,794     18,333      6,724        -64      1,416      1,554     14,692     10,311      1,265       -255        447        134     28,039      2,111
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       13.7       21.6       14.9       10.7        2.4       13.7       22.8       10.7        4.5        1.2        0.4       26.2       16.5
 
Number of Traders in Each Category                                    Total Traders:       108 
         9          6         11         10         14          5         21         34         24          9          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    95,960
Positions
    63,266      2,366        227      1,577     19,646        301     22,622     40,766      1,982        480      1,674          0      5,506     28,998
 
Changes from:       June 12, 2018                                    Total Change is:    -7,013
   -10,994        703     -3,116       -541      1,254          0     13,667        929     -5,849          0          0          0       -180       -934
 
Percent of Open Interest Represented by Each Category of Trader
      65.9        2.5        0.2        1.6       20.5        0.3       23.6       42.5        2.1        0.5        1.7        0.0        5.7       30.2
 
Number of Traders in Each Category                                    Total Traders:        58 
         6          .          .          .         13          .         12         20          4          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   211,944
Positions
    54,882      8,489     10,433     39,172     69,744      6,201     38,425     35,536     30,116      2,639      7,966      2,512     27,565     40,947
 
Changes from:       June 12, 2018                                    Total Change is:   -92,088
    -6,247    -30,256    -59,032      1,615      2,172      2,265    -15,856      5,115    -14,094        530        -17       -113     -1,156      1,873
 
Percent of Open Interest Represented by Each Category of Trader
      25.9        4.0        4.9       18.5       32.9        2.9       18.1       16.8       14.2        1.2        3.8        1.2       13.0       19.3
 
Number of Traders in Each Category                                    Total Traders:       113 
         7          5          8         12         26         10         25         29         22          5          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   181,851
Positions
    38,185     17,343      6,393     34,981     30,435      7,618     44,553     62,302     18,854      2,669      1,047      1,467     27,130     36,391
 
Changes from:       June 12, 2018                                    Total Change is:    -8,780
    12,823    -11,730    -19,920      1,962      2,176      1,322     -9,770     22,414      2,627        532         45        132      1,512     -5,847
 
Percent of Open Interest Represented by Each Category of Trader
      21.0        9.5        3.5       19.2       16.7        4.2       24.5       34.3       10.4        1.5        0.6        0.8       14.9       20.0
 
Number of Traders in Each Category                                    Total Traders:       128 
         7          8         10         16         22         12         30         36         21          4          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   575,576
Positions
    50,966    160,062     20,439    263,856    116,316     37,782     35,528     92,927     62,006     22,898     11,464      8,850     73,251     65,730
 
Changes from:       June 12, 2018                                    Total Change is:  -105,401
   -41,880    -68,386    -43,619    -11,917      3,311      1,478     -9,467       -741      4,193      2,384      2,869        536     -7,109     -5,042
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       27.8        3.6       45.8       20.2        6.6        6.2       16.1       10.8        4.0        2.0        1.5       12.7       11.4
 
Number of Traders in Each Category                                    Total Traders:       303 
        20         10         17         88         42         49         35         58         38         29         21         13
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    33,439
Positions
       413     18,369          0     17,262      6,194      2,172      1,128      1,313          0          0        771          5     12,459      4,615
 
Changes from:       June 12, 2018                                    Total Change is:    -5,869
         6     -6,107        -13       -123        -10         44     -3,213      1,145     -1,378          0          0          0     -1,192        450
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       54.9        0.0       51.6       18.5        6.5        3.4        3.9        0.0        0.0        2.3        0.0       37.3       13.8
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          .          0         13          7          8          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   156,216
Positions
    74,941      2,537      4,512      4,963     41,772      4,136     29,164     49,965     13,024      1,336         29      1,494     22,646     38,747
 
Changes from:       June 12, 2018                                    Total Change is:     5,285
    -2,072    -13,656     -2,413     -1,229      5,324        944      8,608     10,988        437        -98          7        716        393      2,938
 
Percent of Open Interest Represented by Each Category of Trader
      48.0        1.6        2.9        3.2       26.7        2.6       18.7       32.0        8.3        0.9        0.0        1.0       14.5       24.8
 
Number of Traders in Each Category                                    Total Traders:        92 
        12          .          5          7         15          6         17         34         19          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    18,051
Positions
         0     13,332          0     13,816        257          0      2,494      2,726          6        100          0          0      1,635      1,730
 
Changes from:       June 12, 2018                                    Total Change is:   -13,740
    -2,301     -8,955     -3,327     -1,360          7          0     -4,112      1,241     -1,315          0       -245          0     -1,325     -1,146
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       73.9        0.0       76.5        1.4        0.0       13.8       15.1        0.0        0.6        0.0        0.0        9.1        9.6
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          4          0          .          .          0          8          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   157,567
Positions
    20,352     51,219      1,187     80,450     36,354          9     43,617     46,790      5,424      2,867      8,848          0      3,662      7,737
 
Changes from:       June 12, 2018                                    Total Change is:   -57,605
   -46,037    -54,126        127       -498        932         -2     -2,541      3,423     -7,375       -608       -658       -186       -485        260
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       32.5        0.8       51.1       23.1        0.0       27.7       29.7        3.4        1.8        5.6        0.0        2.3        4.9
 
Number of Traders in Each Category                                    Total Traders:       161 
         4          7          .         11         21          .         31         57         11         11         19          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    40,631
Positions
    24,806        681      1,304      5,253     23,243          0      6,175     10,881        790        840      1,167          3      1,460      2,562
 
Changes from:       June 12, 2018                                    Total Change is:    -2,809
      -124        -20          0        -21     -5,558          0     -3,025      2,517        403        122       -100          0       -164        -51
 
Percent of Open Interest Represented by Each Category of Trader
      61.1        1.7        3.2       12.9       57.2        0.0       15.2       26.8        1.9        2.1        2.9        0.0        3.6        6.3
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          .          .          .          4          0         10         14          5          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    43,308
Positions
    23,951          0          0      5,373     10,485          0     10,245     24,238      1,550          0        455          0      2,189      6,580
 
Changes from:       June 12, 2018                                    Total Change is:   -21,391
    -3,903    -19,683     -4,562        789        810         -4    -12,696      1,807       -350          0        250          0       -665        341
 
Percent of Open Interest Represented by Each Category of Trader
      55.3        0.0        0.0       12.4       24.2        0.0       23.7       56.0        3.6        0.0        1.1        0.0        5.1       15.2
 
Number of Traders in Each Category                                    Total Traders:        82 
         7          0          0          6         14          0         15         36         12          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    44,217
Positions
     9,659     23,520      1,065      8,938      2,368        160     11,945      8,840      1,186      1,856        808        442      8,966      5,828
 
Changes from:       June 12, 2018                                    Total Change is:   -14,730
    -2,223     -4,739     -8,843       -400      2,009       -654        127      3,026     -1,810       -113       -279     -1,099        285     -2,341
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       53.2        2.4       20.2        5.4        0.4       27.0       20.0        2.7        4.2        1.8        1.0       20.3       13.2
 
Number of Traders in Each Category                                    Total Traders:        98 
        12         19          .         11          4          .         26         15         13          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    88,433
Positions
    19,318     47,040      2,129     17,875      4,736        319     23,891     17,680      2,373      3,713      1,617        884     17,932     11,655
 
Changes from:       June 12, 2018                                    Total Change is:   -29,459
    -4,445     -9,478    -17,687       -800      4,017     -1,307        254      6,052     -3,619       -226       -557     -2,198        569     -4,681
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       53.2        2.4       20.2        5.4        0.4       27.0       20.0        2.7        4.2        1.8        1.0       20.3       13.2
 
Number of Traders in Each Category                                    Total Traders:        98 
        12         19          .         11          4          .         26         15         13          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   720,742
Positions
    29,119    110,266     39,048    294,569    184,288     63,705     60,631     80,644     96,119     24,301     36,747     28,025     85,225     81,900
 
Changes from:       June 12, 2018                                    Total Change is:  -264,399
   -14,384    -15,400    -78,623     17,966     -3,394    -29,517     -8,125       -250    -64,762     -1,587      2,134     -5,752    -79,615    -68,834
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       15.3        5.4       40.9       25.6        8.8        8.4       11.2       13.3        3.4        5.1        3.9       11.8       11.4
 
Number of Traders in Each Category                                    Total Traders:       620 
        33         35         42        171         87        115         91        100        109         56         47         59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    67,693
Positions
    20,865      9,130      1,208      6,334     18,839      1,265      2,514        591      9,087      4,202         35      2,838     19,381     24,700
 
Changes from:       June 12, 2018                                    Total Change is:   -86,329
   -43,538      7,126    -12,071     -3,983       -536       -827    -14,135     -5,220     -6,937        -68       -111       -714     -4,056    -67,040
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       13.5        1.8        9.4       27.8        1.9        3.7        0.9       13.4        6.2        0.1        4.2       28.6       36.5
 
Number of Traders in Each Category                                    Total Traders:        54 
         7          5          7          4          5          .         13          7         16         10          .          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    19,755
Positions
         0     18,904          0      8,383          0        316      6,477          0          0      2,203          0          0      2,376        535
 
Changes from:       June 12, 2018                                    Total Change is:   -12,419
    -3,925     -4,450     -7,459         -8          0        -68       -279          0          0       -124          0          0       -556       -442
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       95.7        0.0       42.4        0.0        1.6       32.8        0.0        0.0       11.2        0.0        0.0       12.0        2.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          9          0          5          0          .          5          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 3,265,245
Positions
   119,651    584,059    110,821  1,448,897    834,965    304,477    296,141    405,825    429,604    101,638    184,699    124,795    329,222    286,000
 
Changes from:       June 12, 2018                                    Total Change is:  -890,349
   -59,196   -317,596   -127,797    107,651    -16,385   -141,354    -54,221    -59,423   -204,854     -7,665     11,154    -25,120   -377,793     -8,974
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       17.9        3.4       44.4       25.6        9.3        9.1       12.4       13.2        3.1        5.7        3.8       10.1        8.8
 
Number of Traders in Each Category                                    Total Traders:       608 
        33         35         41        173         84        113         88        100        107         49         46         54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    28,026
Positions
     1,221     24,714          6     20,176          0      1,483      1,438          0          0      1,327      1,121          0      2,375        702
 
Changes from:       June 12, 2018                                    Total Change is:   -18,019
    -5,029     -4,710    -13,423       -249          0          0        704          0        -16          3         95          0         -9         35
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       88.2        0.0       72.0        0.0        5.3        5.1        0.0        0.0        4.7        4.0        0.0        8.5        2.5
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          8          .         11          0          .          .          0          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is    11,272
Positions
     3,141      7,624          8      4,584      1,417        335        370      1,294         39      1,035          0          0      1,760        555
 
Changes from:       June 12, 2018                                    Total Change is:    -1,361
       832      1,112     -2,304        -45          0        135          0          0          0          0          0          0         21       -304
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       67.6        0.1       40.7       12.6        3.0        3.3       11.5        0.3        9.2        0.0        0.0       15.6        4.9
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          8          .          5          .          .          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    24,252
Positions
    16,342      8,053          0      6,051     11,589        410        527          0          0          0      3,295          0        922        905
 
Changes from:       June 12, 2018                                    Total Change is:    -8,983
    -5,155     -3,071     -5,298      1,375       -786          0        260          0          0          0        258          0       -165        -86
 
Percent of Open Interest Represented by Each Category of Trader
      67.4       33.2        0.0       25.0       47.8        1.7        2.2        0.0        0.0        0.0       13.6        0.0        3.8        3.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         6          4          0          4          .          .          .          0          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    86,169
Positions
     5,294     38,691        463     43,154     33,985      5,121     18,332      3,210        620      1,644        727          0     11,541      3,352
 
Changes from:       June 12, 2018                                    Total Change is:   -12,529
         7      2,039    -13,771        676       -106        289      1,537        -29        102       -237          0          0     -1,132     -1,053
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       44.9        0.5       50.1       39.4        5.9       21.3        3.7        0.7        1.9        0.8        0.0       13.4        3.9
 
Number of Traders in Each Category                                    Total Traders:        88 
         .          9          .         34         18         13         16          4          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    47,900
Positions
     8,711     10,420        688     16,044      9,897        541     10,063     13,873      2,301      1,830      1,543        672      7,051      7,964
 
Changes from:       June 12, 2018                                    Total Change is:   -14,601
    -5,866        726     -7,021      6,128     -2,208     -4,754       -506        629       -420       -871       -587       -578       -714       -389
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       21.8        1.4       33.5       20.7        1.1       21.0       29.0        4.8        3.8        3.2        1.4       14.7       16.6
 
Number of Traders in Each Category                                    Total Traders:       273 
        17         22          7         60         33         24         44         60         32         16         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   239,498
Positions
    43,553     52,101      3,438     80,221     49,486      2,707     50,315     69,367     11,503      9,149      7,715      3,358     35,254     39,822
 
Changes from:       June 12, 2018                                    Total Change is:   -73,005
   -29,329      3,629    -35,105     30,640    -11,038    -23,770     -2,528      3,147     -2,100     -4,355     -2,934     -2,888     -3,571     -1,946
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       21.8        1.4       33.5       20.7        1.1       21.0       29.0        4.8        3.8        3.2        1.4       14.7       16.6
 
Number of Traders in Each Category                                    Total Traders:       273 
        17         22          7         60         33         24         44         60         32         16         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   564,169
Positions
    38,879    180,972      1,298    253,453    185,752     36,780    169,132    121,007     15,488     22,372      2,388      2,130     24,636     18,354
 
Changes from:       June 12, 2018                                    Total Change is:   -79,176
    -9,938      3,774    -48,233     15,063     -1,753    -13,705     -3,187      3,021     -8,025      1,978     -1,344     -1,139    -11,989    -11,772
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       32.1        0.2       44.9       32.9        6.5       30.0       21.4        2.7        4.0        0.4        0.4        4.4        3.3
 
Number of Traders in Each Category                                    Total Traders:       319 
        16         28          6         84         47         33         63         55         37         18          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    31,140
Positions
     1,041     17,639          0     20,257      1,361        349      2,043      6,510         23        911      1,907        172      6,344      3,179
 
Changes from:       June 12, 2018                                    Total Change is:       -81
        -9          0          0        559     -1,736        -23       -791      2,911        -33        -20        -31         20        216     -1,189
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       56.6        0.0       65.1        4.4        1.1        6.6       20.9        0.1        2.9        6.1        0.6       20.4       10.2
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          4          0         15          .          .          5          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    53,916
Positions
     9,053      5,471        628     22,071      5,634      1,654      8,914      8,310         20      2,546      1,581          0      9,030     30,618
 
Changes from:       June 12, 2018                                    Total Change is:     4,889
    -1,003       -693        294      2,427        -35         52      2,031        615         12        407        200          0        669      4,444
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       10.1        1.2       40.9       10.4        3.1       16.5       15.4        0.0        4.7        2.9        0.0       16.7       56.8
 
Number of Traders in Each Category                                    Total Traders:        62 
         7         10          4         13          4          5         12         10          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   316,415
Positions
    34,842    202,689      2,075    207,526     73,680     22,129     35,815      6,702      1,698      2,427      1,287          0      9,903      6,155
 
Changes from:       June 12, 2018                                    Total Change is:   -34,009
       693      1,465    -21,251     -7,385     -2,234       -434      3,446     -4,192        155       -269        -17       -279     -8,685     -7,222
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       64.1        0.7       65.6       23.3        7.0       11.3        2.1        0.5        0.8        0.4        0.0        3.1        1.9
 
Number of Traders in Each Category                                    Total Traders:       155 
         9         13          .         58         30         23         28         10         11          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   983,914
Positions
    72,355    620,325      5,537    595,168    183,805     91,709    134,615     40,908     11,037     41,681     14,477        486     31,326     15,630
 
Changes from:       June 12, 2018                                    Total Change is:  -181,993
     2,791    -52,880    -99,527    -38,725     13,408        359      6,831      7,456     -1,769     -1,257     -2,123       -577    -50,119    -46,340
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       63.0        0.6       60.5       18.7        9.3       13.7        4.2        1.1        4.2        1.5        0.0        3.2        1.6
 
Number of Traders in Each Category                                    Total Traders:       401 
        24         24          9        145         70         64         65         28         21         36          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   113,484
Positions
    21,332     39,362     73,321     11,033          0        270      6,518          0        408        570         30          0         32         93
 
Changes from:       June 12, 2018                                    Total Change is:     2,080
      -931        669      1,411        300          0          0      1,300          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       34.7       64.6        9.7        0.0        0.2        5.7        0.0        0.4        0.5        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         .         14          8          8          0          .          6          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,006,646
Positions
    18,901     91,768     37,006    322,829    213,319    234,956     83,734     69,603    114,744     31,548     32,118     13,885    149,044    199,247
 
Changes from:       June 12, 2018                                    Total Change is:   -15,147
       983      2,515     -2,571    -25,023    -24,307     15,324     -4,508     -7,723     -3,711     -2,809       -711     -1,425      8,593      7,462
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        9.1        3.7       32.1       21.2       23.3        8.3        6.9       11.4        3.1        3.2        1.4       14.8       19.8
 
Number of Traders in Each Category                                    Total Traders:       193 
         6         20         19         53         34         54         30         30         49         10         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   977,786
Positions
    13,012    188,012        289    530,675     81,395    161,198     69,309    393,349     10,510     61,732     37,877      7,563    123,498     97,593
 
Changes from:       June 12, 2018                                    Total Change is:   -49,560
    -2,448    -22,753     -4,537      5,026     10,161    -12,274     -6,260      5,182    -30,895      1,731      3,423      2,003     -1,906        130
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       19.2        0.0       54.3        8.3       16.5        7.1       40.2        1.1        6.3        3.9        0.8       12.6       10.0
 
Number of Traders in Each Category                                    Total Traders:       134 
         .         17          4         56         11         39         12         24         17          6          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 1,881,902
Positions
    52,237    185,707     15,948    757,699    384,682    235,865    354,951    491,818    111,712    225,514    268,524      8,053    119,923    179,593
 
Changes from:       June 12, 2018                                    Total Change is:    22,676
    11,912      1,327     -8,681      9,915     24,353        664     18,860     -3,602     -9,832      5,573      8,390        681     -6,416      9,376
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        9.9        0.8       40.3       20.4       12.5       18.9       26.1        5.9       12.0       14.3        0.4        6.4        9.5
 
Number of Traders in Each Category                                    Total Traders:       328 
        12         31          6         80         47         65         49         63         48         26         20         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 4,349,750
Positions
   113,002    357,506    220,485  1,460,232    744,056    622,527    477,972    921,596    571,637    425,163    247,103    113,640    345,092    551,200
 
Changes from:       June 12, 2018                                    Total Change is:    57,235
    12,648    -12,441      9,193    -26,302     25,971     33,800     29,609     15,537      4,198     -1,510       -891      1,014     -5,416    -19,147
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        8.2        5.1       33.6       17.1       14.3       11.0       21.2       13.1        9.8        5.7        2.6        7.9       12.7
 
Number of Traders in Each Category                                    Total Traders:       472 
        26         44         47         81        103        108         61         92         93         27         38         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   528,920
Positions
    33,721     35,060      8,328    195,125    175,947     58,782     84,107     27,082     12,620     41,488     38,737          2     94,747    172,362
 
Changes from:       June 12, 2018                                    Total Change is:    -6,826
     3,539     -4,249        719        268     -1,513      4,962    -13,899     -4,795      1,971        234        649          2     -4,622     -4,572
 
Percent of Open Interest Represented by Each Category of Trader
       6.4        6.6        1.6       36.9       33.3       11.1       15.9        5.1        2.4        7.8        7.3        0.0       17.9       32.6
 
Number of Traders in Each Category                                    Total Traders:        99 
         5          9          5         23         31         33         12          7          7          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 4,152,517
Positions
    71,056    310,956    157,449  1,872,984    583,151    666,583    350,919  1,228,896    402,634    298,116    320,849     70,063    262,713    411,936
 
Changes from:       June 12, 2018                                    Total Change is:    -8,058
    -8,385     -7,353     14,735    -36,959     16,094      4,229      9,941    -12,000    -18,442     17,696      1,212      9,337       -209    -15,870
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        7.5        3.8       45.1       14.0       16.1        8.5       29.6        9.7        7.2        7.7        1.7        6.3        9.9
 
Number of Traders in Each Category                                    Total Traders:       358 
        16         39         24         81         60         76         43         70         69         21         28         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 2,077,676
Positions
   491,921    526,161    561,205     22,795     23,919     63,274    136,310    179,111    459,156    206,275    103,405     93,061     43,679     68,384
 
Changes from:       June 12, 2018                                    Total Change is:   133,167
   -22,504    112,984     56,038     15,008      5,167        104     61,096    -47,047         87      7,143     -4,532        873     15,322      9,493
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       25.3       27.0        1.1        1.2        3.0        6.6        8.6       22.1        9.9        5.0        4.5        2.1        3.3
 
Number of Traders in Each Category                                    Total Traders:       149 
        27         31         48          .          5          6         25         33         49          5         11          9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is25,015,580
Positions
 6,172,786  1,111,911  4,320,560    345,519  2,631,931  2,311,258    688,592  2,438,291  9,151,193     55,613    353,798  1,345,316    624,742  1,351,322
 
Changes from:       June 12, 2018                                    Total Change is:-5,516,727
  -318,471   -193,581   -952,669     69,035     30,211   -481,131     11,681     55,435 -3,339,541    -61,719   -188,325   -402,263    -41,649    -44,862
 
Percent of Open Interest Represented by Each Category of Trader
      24.7        4.4       17.3        1.4       10.5        9.2        2.8        9.7       36.6        0.2        1.4        5.4        2.5        5.4
 
Number of Traders in Each Category                                    Total Traders:       314 
        40         39         74          9         38         37         47         86        100         18         25         33
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    32,184
Positions
     3,219      4,723          0         55      8,535        136     18,027      9,729          0     10,434      8,753        242         71         66
 
Changes from:       June 12, 2018                                    Total Change is:   -11,576
   -14,846       -456       -437          1       -420          0     15,471        589    -11,854         98      1,000          0         -9          2
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       14.7        0.0        0.2       26.5        0.4       56.0       30.2        0.0       32.4       27.2        0.8        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          5          0          .         11          .          5          9          0          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                         
CFTC Code #246606                                                    Open Interest is    16,665
Positions
     3,314      2,123          0        302      2,856        694     12,344      8,541          0          0      2,388          0         11         63
 
Changes from:       June 12, 2018                                    Total Change is:    -4,620
     2,751     -1,929       -736         12         11          0     -4,894       -251     -1,748          0          0          0         -5         33
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       12.7        0.0        1.8       17.1        4.2       74.1       51.3        0.0        0.0       14.3        0.0        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0          .          8          .          5         10          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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     5,365
Positions
        55          0          0        212          0          0      1,486      3,632         84      1,314      1,030          0      2,214        619
 
Changes from:       June 12, 2018                                    Total Change is:      -605
         0          0          0         53        -72          0         66       -114       -241         75         30       -192       -366        -16
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        0.0        0.0        4.0        0.0        0.0       27.7       67.7        1.6       24.5       19.2        0.0       41.3       11.5
 
Number of Traders in Each Category                                    Total Traders:        57 
         .          0          0          .          0          0          7         16          .         24          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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     2,633
Positions
        29          0          0         52         59          0      1,478      1,414        111        159        590          0        804        459
 
Changes from:       June 12, 2018                                    Total Change is:       -10
         0          0          0         52        -49          0        129       -220         92       -268        150          0        -15         17
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        0.0        0.0        2.0        2.2        0.0       56.1       53.7        4.2        6.0       22.4        0.0       30.5       17.4
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          0          0          .          .          0          9          8          4          4          8          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    47,164
Positions
       595     19,785          0     12,668        608        411     17,385     21,920      1,206      8,288      1,691        145      6,466      1,398
 
Changes from:       June 12, 2018                                    Total Change is:    -2,873
       -75     14,364     -2,407       -571        140       -101      2,522    -13,337     -1,410         95        709        -29       -897       -803
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       41.9        0.0       26.9        1.3        0.9       36.9       46.5        2.6       17.6        3.6        0.3       13.7        3.0
 
Number of Traders in Each Category                                    Total Traders:       136 
         .          .          0         14          .          .         43         19          9         44         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   445,208
Positions
    55,143     23,642     44,852     88,797     82,643     20,614     70,113    114,524    101,647     20,985      5,950     18,162     24,895     33,174
 
Changes from:       June 12, 2018                                    Total Change is:       210
     8,451     -4,486      2,029     -6,641      1,078     -2,531    -13,656    -10,563     14,555      1,728       -656     -1,806     -1,919      2,590
 
Percent of Open Interest Represented by Each Category of Trader
      12.4        5.3       10.1       19.9       18.6        4.6       15.7       25.7       22.8        4.7        1.3        4.1        5.6        7.5
 
Number of Traders in Each Category                                    Total Traders:       240 
        16          7         17         26         32         19         56         63         69         17         11         22
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    63,998
Positions
     1,037          0      2,717     27,746         34        210     20,611     54,325      6,559      4,962        153          0        156          0
 
Changes from:       June 12, 2018                                    Total Change is:   -10,112
       230          0      2,717    -12,247          0          0     -3,840    -16,696      3,884       -777          0          0        -79        -17
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        0.0        4.2       43.4        0.1        0.3       32.2       84.9       10.2        7.8        0.2        0.0        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        45 
         4          0          .         12          .          .          8          7          .         10          .          0
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Updated June 22, 2018