Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   177,478
Positions
    60,551     16,388      4,693     34,192     32,413      4,504     17,367     57,818     19,742      7,535      2,513        836     28,058     38,571
 
Changes from:       July 10, 2018                                    Total Change is:      -633
       105       -178        135        408     -1,837        587     -1,591     -4,568      1,817       -982         95         12     -1,124      3,304
 
Percent of Open Interest Represented by Each Category of Trader
      34.1        9.2        2.6       19.3       18.3        2.5        9.8       32.6       11.1        4.2        1.4        0.5       15.8       21.7
 
Number of Traders in Each Category                                    Total Traders:       112 
        12          .          8         11         19          6         16         37         23          7          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    94,233
Positions
    73,844      2,717        213      1,189     17,148        324     10,429     41,204      1,338        465      1,625          0      6,432     29,664
 
Changes from:       July 10, 2018                                    Total Change is:     2,429
     3,587       -125         -6        101         90          0     -1,183      1,210        161          0        -49          0       -231      1,148
 
Percent of Open Interest Represented by Each Category of Trader
      78.4        2.9        0.2        1.3       18.2        0.3       11.1       43.7        1.4        0.5        1.7        0.0        6.8       31.5
 
Number of Traders in Each Category                                    Total Traders:        56 
         7          .          .          .         11          .          7         24          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   225,878
Positions
    69,793     10,162     10,588     42,238     76,725      7,080     38,140     41,683     25,515      1,230      7,521      2,652     28,643     43,952
 
Changes from:       July 10, 2018                                    Total Change is:    11,218
    -3,622        678      2,478        839      1,150      1,198      9,871      5,253     -1,649        129        -77        207      1,767      1,980
 
Percent of Open Interest Represented by Each Category of Trader
      30.9        4.5        4.7       18.7       34.0        3.1       16.9       18.5       11.3        0.5        3.3        1.2       12.7       19.5
 
Number of Traders in Each Category                                    Total Traders:       113 
         8          5          8         14         25         11         23         32         20          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   250,893
Positions
    81,000      4,246     11,318     33,155     43,401      9,459     64,521    106,634     23,983      3,723      2,537      1,919     21,814     47,395
 
Changes from:       July 10, 2018                                    Total Change is:    43,569
    21,133    -11,551      4,168       -531      6,845      1,887     10,186     32,236      6,356        282        947        534       -447      2,146
 
Percent of Open Interest Represented by Each Category of Trader
      32.3        1.7        4.5       13.2       17.3        3.8       25.7       42.5        9.6        1.5        1.0        0.8        8.7       18.9
 
Number of Traders in Each Category                                    Total Traders:       142 
        10          4          9         16         24         12         27         50         22          6          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   560,086
Positions
    58,657    156,471     21,556    265,630    115,126     39,181     32,389    102,254     43,303     19,482     10,292      6,102     73,785     65,801
 
Changes from:       July 10, 2018                                    Total Change is:    15,414
    -1,141     15,874        956     15,143        113      1,756     -3,022     -4,453      1,641       -588      1,825        330        338     -2,629
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       27.9        3.8       47.4       20.6        7.0        5.8       18.3        7.7        3.5        1.8        1.1       13.2       11.7
 
Number of Traders in Each Category                                    Total Traders:       292 
        21          7         17         87         39         45         31         61         34         26         20         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    32,981
Positions
       407     17,765          0     15,878      6,411      2,313        510      1,553          0          0        771          5     13,868      4,163
 
Changes from:       July 10, 2018                                    Total Change is:       -85
         1          0          0       -104        -63         22          0       -550          0          0          0          0         -4        506
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       53.9        0.0       48.1       19.4        7.0        1.5        4.7        0.0        0.0        2.3        0.0       42.0       12.6
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          0         13          7          8          .          .          0          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    27,480
Positions
     3,960      6,212        562      8,169     12,580      1,908      5,491      1,344          0          0          0          0      7,390      4,874
 
Changes from:       July 10, 2018                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       22.6        2.0       29.7       45.8        6.9       20.0        4.9        0.0        0.0        0.0        0.0       26.9       17.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          5          8          9          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   149,415
Positions
    77,498      4,033      5,764      6,490     38,933      3,662     22,592     44,718     11,231        910         26      1,281     19,987     39,767
 
Changes from:       July 10, 2018                                    Total Change is:    -3,519
    -3,352        540         51        166     -1,189        108     -1,087     -1,229       -724        507        -13        164        650     -1,226
 
Percent of Open Interest Represented by Each Category of Trader
      51.9        2.7        3.9        4.3       26.1        2.5       15.1       29.9        7.5        0.6        0.0        0.9       13.4       26.6
 
Number of Traders in Each Category                                    Total Traders:        88 
        10          4          8          7         15          5         18         30         20          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    27,469
Positions
         0     15,452          0     22,382        121          0      2,504     10,826         18        555          0          0      2,010      1,052
 
Changes from:       July 10, 2018                                    Total Change is:     5,057
         0      1,399          0      5,086         -7          0       -499      4,119          3        455          0          0         12       -457
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       56.3        0.0       81.5        0.4        0.0        9.1       39.4        0.1        2.0        0.0        0.0        7.3        3.8
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          5          0          4          .          0          7          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   155,867
Positions
     6,056     90,751        836     90,279      9,784        438     45,826     38,853      2,988      3,486      7,725         23      5,936      4,469
 
Changes from:       July 10, 2018                                    Total Change is:    13,175
        81      7,266       -103      6,839     -3,920        241      4,622     10,936       -851      1,058        471        -11      1,298       -856
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       58.2        0.5       57.9        6.3        0.3       29.4       24.9        1.9        2.2        5.0        0.0        3.8        2.9
 
Number of Traders in Each Category                                    Total Traders:       138 
         .         10          .         17         12          .         36         37         11         10         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    45,684
Positions
    28,427      2,556      2,604      3,634     25,785          0      8,189      9,991        627        615      1,836          3      1,585      2,282
 
Changes from:       July 10, 2018                                    Total Change is:      -441
         0          0          0       -772        161          0        313     -1,271        -88          0        931          0        106       -174
 
Percent of Open Interest Represented by Each Category of Trader
      62.2        5.6        5.7        8.0       56.4        0.0       17.9       21.9        1.4        1.3        4.0        0.0        3.5        5.0
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          .          .          4          0         12         13          4          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    53,254
Positions
    35,969          0          0        909     12,054         16     12,171     31,968      1,706          0        872          4      2,479      6,634
 
Changes from:       July 10, 2018                                    Total Change is:       467
    -1,446          0          0        305        165         16      1,463        416         76       -103        151          0        156       -357
 
Percent of Open Interest Represented by Each Category of Trader
      67.5        0.0        0.0        1.7       22.6        0.0       22.9       60.0        3.2        0.0        1.6        0.0        4.7       12.5
 
Number of Traders in Each Category                                    Total Traders:        98 
        10          0          0          5         20          .         18         40          7          0          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is     7,990
Positions
     3,791        830          0      2,693      2,176          0        172      3,378        192          0        220          0      1,142      1,194
 
Changes from:       July 10, 2018                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      47.4       10.4        0.0       33.7       27.2        0.0        2.2       42.3        2.4        0.0        2.8        0.0       14.3       14.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          .          .          0          .          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    44,460
Positions
    10,705     26,147      1,062      9,073        171        387     10,842      6,725      1,818      1,275        902        581      8,717      6,667
 
Changes from:       July 10, 2018                                    Total Change is:       955
      -290      2,147          6        186         21        -48        968       -506       -239       -162       -447         56        477        -36
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       58.8        2.4       20.4        0.4        0.9       24.4       15.1        4.1        2.9        2.0        1.3       19.6       15.0
 
Number of Traders in Each Category                                    Total Traders:       103 
        14         21          .         15          .          .         24         19         11          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    88,919
Positions
    21,410     52,293      2,124     18,145        342        774     21,684     13,451      3,635      2,550      1,805      1,163     17,435     13,333
 
Changes from:       July 10, 2018                                    Total Change is:     1,910
      -579      4,294         13        371         42        -95      1,937     -1,012       -478       -325       -894        113        954        -72
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       58.8        2.4       20.4        0.4        0.9       24.4       15.1        4.1        2.9        2.0        1.3       19.6       15.0
 
Number of Traders in Each Category                                    Total Traders:       103 
        14         21          .         15          .          .         24         19         11          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    28,445
Positions
     3,093     23,064          0     22,911      1,588        242          0      2,667          0          0        461          0      2,199        423
 
Changes from:       July 10, 2018                                    Total Change is:    -1,132
     1,256       -824          0     -2,636          0          0          0       -480          0          0        461          0        248       -289
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       81.1        0.0       80.5        5.6        0.9        0.0        9.4        0.0        0.0        1.6        0.0        7.7        1.5
 
Number of Traders in Each Category                                    Total Traders:        24 
         4          7          0         10          .          4          0          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   804,126
Positions
    44,031     92,043     56,205    281,403    188,631     66,474     63,790     89,262    130,606     22,242     38,957     40,687     98,687    101,260
 
Changes from:       July 10, 2018                                    Total Change is:    26,619
     6,816     -3,841      2,476         42        140     -1,832      2,472      8,295     10,569        242      3,289        686      5,148      6,837
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       11.4        7.0       35.0       23.5        8.3        7.9       11.1       16.2        2.8        4.8        5.1       12.3       12.6
 
Number of Traders in Each Category                                    Total Traders:       640 
        35         36         42        159        100        118         90        116        126         56         47         64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    90,402
Positions
    29,478      9,823      1,877      7,304     19,156      2,164      5,880      1,167     14,274      5,480         40      3,640     20,304     38,261
 
Changes from:       July 10, 2018                                    Total Change is:     5,603
     1,716       -110        238         12        -78        321        213       -724      1,647        383          6        326        748      3,977
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       10.9        2.1        8.1       21.2        2.4        6.5        1.3       15.8        6.1        0.0        4.0       22.5       42.3
 
Number of Traders in Each Category                                    Total Traders:        60 
         7          7          6          5          5          .         11         12         21          8          4          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    25,275
Positions
     1,169     24,401          0      8,518          0        314     11,626          0          0      1,167          0          0      2,481        560
 
Changes from:       July 10, 2018                                    Total Change is:        14
         0        -18          0       -221          0          0         79          0          0          0          0          0        156         32
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       96.5        0.0       33.7        0.0        1.2       46.0        0.0        0.0        4.6        0.0        0.0        9.8        2.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          9          0          6          0          .          5          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 3,568,618
Positions
   182,190    520,528    162,216  1,379,465    856,343    312,578    308,026    458,953    563,183     85,235    196,014    183,808    391,917    314,995
 
Changes from:       July 10, 2018                                    Total Change is:   105,082
    33,844    -10,315      2,847        527      1,468    -11,139     12,657     46,450     43,251     -1,114     16,011      2,209     22,000     14,300
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       14.6        4.5       38.7       24.0        8.8        8.6       12.9       15.8        2.4        5.5        5.2       11.0        8.8
 
Number of Traders in Each Category                                    Total Traders:       626 
        35         36         42        161         97        116         88        113        122         52         44         59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    27,651
Positions
     3,991     24,199          0     18,350         14      1,573        974          0          0        745      1,121          0      2,018        744
 
Changes from:       July 10, 2018                                    Total Change is:       387
       548        259          0       -186          0          0          0          0          0          0          0          0         25        128
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       87.5        0.0       66.4        0.1        5.7        3.5        0.0        0.0        2.7        4.1        0.0        7.3        2.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          7          0          7          .          .          .          0          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    13,492
Positions
     4,835      9,717          8      5,041      1,367        361        334      1,333         18      1,035          0          0      1,860        688
 
Changes from:       July 10, 2018                                    Total Change is:       730
       800        712          0         14        -29          0          0          0          0          0          0          0        -84         47
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       72.0        0.1       37.4       10.1        2.7        2.5        9.9        0.1        7.7        0.0        0.0       13.8        5.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         4         10          .          5          .          .          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    27,992
Positions
    19,671     15,865          0      5,391      7,440        304        747        651          0          0      2,476          0      1,879      1,256
 
Changes from:       July 10, 2018                                    Total Change is:     1,653
     1,583      2,655          0        -75     -1,816          0          0        651          0          0          0          0        145        163
 
Percent of Open Interest Represented by Each Category of Trader
      70.3       56.7        0.0       19.3       26.6        1.1        2.7        2.3        0.0        0.0        8.8        0.0        6.7        4.5
 
Number of Traders in Each Category                                    Total Traders:        25 
         5          7          0          4          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    83,974
Positions
     3,841     38,034        516     41,957     32,096      5,151     19,284      2,601      1,010          0      1,021          0     12,215      3,545
 
Changes from:       July 10, 2018                                    Total Change is:      -492
       221        898         28       -490       -198       -440       -150         35        -24          0          0          0        363       -791
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       45.3        0.6       50.0       38.2        6.1       23.0        3.1        1.2        0.0        1.2        0.0       14.5        4.2
 
Number of Traders in Each Category                                    Total Traders:        86 
         5          9          .         35         15         13         15          5         10          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    53,681
Positions
     8,788     13,843      1,035     15,310      9,659        626     14,075     15,511      2,601      2,635      1,573        948      7,663      7,885
 
Changes from:       July 10, 2018                                    Total Change is:     1,467
      -246      2,203         84       -152        176         80      1,166     -1,675        289        -76        165         78        244         67
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       25.8        1.9       28.5       18.0        1.2       26.2       28.9        4.8        4.9        2.9        1.8       14.3       14.7
 
Number of Traders in Each Category                                    Total Traders:       277 
        19         24          9         58         29         25         43         61         32         16         27         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   268,404
Positions
    43,939     69,213      5,176     76,548     48,297      3,132     70,374     77,555     13,003     13,176      7,864      4,740     38,316     39,425
 
Changes from:       July 10, 2018                                    Total Change is:     7,333
    -1,229     11,014        422       -762        879        399      5,830     -8,377      1,447       -381        826        388      1,219        334
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       25.8        1.9       28.5       18.0        1.2       26.2       28.9        4.8        4.9        2.9        1.8       14.3       14.7
 
Number of Traders in Each Category                                    Total Traders:       277 
        19         24          9         58         29         25         43         61         32         16         27         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   573,790
Positions
    44,807    182,936      3,176    264,076    150,360     41,139    156,343    156,838     18,021     18,046      1,627      1,953     26,229     17,739
 
Changes from:       July 10, 2018                                    Total Change is:    -7,193
       499       -245        154     -7,843     -3,746      2,752     -3,565     -5,063        -37      1,427       -176        -83       -498       -750
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       31.9        0.6       46.0       26.2        7.2       27.2       27.3        3.1        3.1        0.3        0.3        4.6        3.1
 
Number of Traders in Each Category                                    Total Traders:       316 
        16         29          4         88         48         30         53         59         33         16          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    29,522
Positions
     1,685     16,215          1     18,585      1,206        348      1,938      8,241        264      1,111      1,203          0      5,590      2,044
 
Changes from:       July 10, 2018                                    Total Change is:    -1,025
       450          0          0     -1,653         50          1        335       -640          2        222       -163          0       -382       -275
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       54.9        0.0       63.0        4.1        1.2        6.6       27.9        0.9        3.8        4.1        0.0       18.9        6.9
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          4          .         17          .          .          6          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    54,908
Positions
     6,127     12,114      1,127     21,972     21,305      1,283     14,069      5,908        395      1,356      1,606          0      8,579     11,170
 
Changes from:       July 10, 2018                                    Total Change is:     1,125
      -598      1,561       -464      2,199       -894       -481      1,402      1,819         55       -163        263          0       -825       -734
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       22.1        2.1       40.0       38.8        2.3       25.6       10.8        0.7        2.5        2.9        0.0       15.6       20.3
 
Number of Traders in Each Category                                    Total Traders:        68 
         8         13          6         10          5          6         17         11          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   300,560
Positions
    33,139    183,391      2,177    200,240     70,471     19,838     31,299     14,706      2,144      2,598      2,470          0      9,125      5,363
 
Changes from:       July 10, 2018                                    Total Change is:    -1,784
    -1,472      2,450         15        251      1,094       -677       -566     -4,640        -13       -148         -6          0        826         -7
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       61.0        0.7       66.6       23.4        6.6       10.4        4.9        0.7        0.9        0.8        0.0        3.0        1.8
 
Number of Traders in Each Category                                    Total Traders:       155 
         8         14          .         58         32         24         22         12          8          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   977,213
Positions
    55,325    501,298      6,528    616,022    246,298    104,821    115,862     64,583      8,773     38,801     29,483      1,050     30,031     14,379
 
Changes from:       July 10, 2018                                    Total Change is:    -5,781
    -3,959     -1,630      1,298      8,846      2,510     -5,114     -1,834        471     -4,119       -600        268        109       -408        426
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       51.3        0.7       63.0       25.2       10.7       11.9        6.6        0.9        4.0        3.0        0.1        3.1        1.5
 
Number of Traders in Each Category                                    Total Traders:       406 
        21         27         10        141         78         68         57         36         22         33         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   113,614
Positions
    21,104     40,688     72,125     10,635          0        270      8,420          0        408        620         30          0         32         93
 
Changes from:       July 10, 2018                                    Total Change is:      -111
       -36       -332        201          0          0          0       -276          0          0          0          0          0          0         20
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       35.8       63.5        9.4        0.0        0.2        7.4        0.0        0.4        0.5        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         .         14          8          8          0          .          5          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 1,011,084
Positions
    19,448    109,446     28,129    323,196    222,114    224,794    102,409     80,908     94,740     36,245     36,932     15,644    166,478    198,377
 
Changes from:       July 10, 2018                                    Total Change is:     7,449
      -941     18,901     -2,344      6,577     -6,494      1,821      5,415      1,840     -7,811       -470       -193         59      5,143      1,670
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       10.8        2.8       32.0       22.0       22.2       10.1        8.0        9.4        3.6        3.7        1.5       16.5       19.6
 
Number of Traders in Each Category                                    Total Traders:       198 
        10         22         21         53         31         49         35         28         47          8         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   997,301
Positions
    13,484    205,869      1,015    551,622     71,677    157,261     61,238    445,633      5,843     61,006     16,634        712    145,120     92,656
 
Changes from:       July 10, 2018                                    Total Change is:    18,619
     3,005      2,733        450     12,874     -2,869      6,396     -4,416     13,178     -3,712         55      9,709        -52      4,020     -7,213
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       20.6        0.1       55.3        7.2       15.8        6.1       44.7        0.6        6.1        1.7        0.1       14.6        9.3
 
Number of Traders in Each Category                                    Total Traders:       131 
         4         18          4         57          8         37         10         25         16          6          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 1,969,311
Positions
    58,608    194,656     17,695    810,008    317,210    259,718    345,724    587,128    140,666    208,772    265,876      6,213    121,907    180,150
 
Changes from:       July 10, 2018                                    Total Change is:    12,684
       743     -3,623        744    -23,332     -1,806     17,830      9,033     -5,594     12,266     -4,534    -13,479        583       -649      5,764
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        9.9        0.9       41.1       16.1       13.2       17.6       29.8        7.1       10.6       13.5        0.3        6.2        9.1
 
Number of Traders in Each Category                                    Total Traders:       338 
        15         32          8         80         44         62         54         68         51         24         21          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 4,452,296
Positions
    99,428    355,994    188,552  1,590,530    754,386    630,964    503,770  1,085,523    529,273    446,969    269,404    101,727    361,082    536,472
 
Changes from:       July 10, 2018                                    Total Change is:    64,831
    -2,253     -8,611      2,508      1,447    -29,415     16,072     17,414    103,792    -18,464     44,209        -35      1,953      1,945     -2,968
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        8.0        4.2       35.7       16.9       14.2       11.3       24.4       11.9       10.0        6.1        2.3        8.1       12.0
 
Number of Traders in Each Category                                    Total Traders:       467 
        21         50         45         93         93        118         62         83         91         27         38         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   578,112
Positions
    39,906     24,727      7,788    190,026    210,277     54,174    117,539     47,318     19,641     46,106     44,804        500    102,432    168,883
 
Changes from:       July 10, 2018                                    Total Change is:     8,078
    -3,368      6,276       -227      1,852      6,018      3,421      2,871      3,860        763        -23     -3,247          0      2,789     -8,786
 
Percent of Open Interest Represented by Each Category of Trader
       6.9        4.3        1.3       32.9       36.4        9.4       20.3        8.2        3.4        8.0        7.8        0.1       17.7       29.2
 
Number of Traders in Each Category                                    Total Traders:       108 
         5          8          4         17         38         33         16         13          8          4          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,073,718
Positions
    65,056    299,713    103,901  1,925,599    518,708    680,331    336,407  1,398,608    305,702    348,287    319,220     33,155    275,281    414,380
 
Changes from:       July 10, 2018                                    Total Change is:   -89,509
   -45,538      7,302    -23,342     32,978     -8,101    -31,555      2,871     -3,202    -24,012       -264      1,276     -5,401      4,755     -2,474
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        7.4        2.6       47.3       12.7       16.7        8.3       34.3        7.5        8.5        7.8        0.8        6.8       10.2
 
Number of Traders in Each Category                                    Total Traders:       357 
        12         42         21         81         59         76         40         75         62         22         26         12
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,886,639
Positions
   448,668    451,136    535,671     28,833     14,566     44,877     68,131    197,781    446,324    193,180     50,681     89,209     31,746     56,394
 
Changes from:       July 10, 2018                                    Total Change is:   -23,696
   -10,954    -27,587    -20,621     13,168     -5,199    -15,100    -18,593      4,353     34,951    -19,673     -4,773     13,394       -268     -3,113
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       23.9       28.4        1.5        0.8        2.4        3.6       10.5       23.7       10.2        2.7        4.7        1.7        3.0
 
Number of Traders in Each Category                                    Total Traders:       147 
        29         30         50          .          4          4         29         31         48          7          8          7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is25,855,004
Positions
 6,315,784  1,203,152  4,276,885    320,150  2,219,468  2,148,190    739,560  2,779,977  9,889,936     54,419    459,185  1,493,877    616,205  1,384,334
 
Changes from:       July 10, 2018                                    Total Change is:  -357,547
  -118,567      7,540   -154,885      2,750    -33,841    -12,997     85,204     17,030   -141,097      2,298    -63,584      7,156    -27,408     17,131
 
Percent of Open Interest Represented by Each Category of Trader
      24.4        4.7       16.5        1.2        8.6        8.3        2.9       10.8       38.3        0.2        1.8        5.8        2.4        5.4
 
Number of Traders in Each Category                                    Total Traders:       316 
        32         45         71         10         34         38         40        100        112         16         25         34
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is     8,879
Positions
     5,557      2,356        738          0          0          0         28      3,233      2,145          0         25          0        411        382
 
Changes from:       July 10, 2018                                    Total Change is:     2,209
     2,076      1,673        -62          0          0          0         -7        540        181          0         25          0         21       -148
 
Percent of Open Interest Represented by Each Category of Trader
      62.6       26.5        8.3        0.0        0.0        0.0        0.3       36.4       24.2        0.0        0.3        0.0        4.6        4.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          7          4          0          0          0          .         10          7          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                        
CFTC Code #246605                                                    Open Interest is    31,613
Positions
     4,752      4,719          0        128      8,409         29     15,098     14,847          0     11,326      3,326        215         65         68
 
Changes from:       July 10, 2018                                    Total Change is:       788
       257       -180          0          0        203          0        409        822          0        100          3          1         21        -61
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       14.9        0.0        0.4       26.6        0.1       47.8       47.0        0.0       35.8       10.5        0.7        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          5          0          .         10          .          .         12          0          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    14,319
Positions
     3,265      2,047          0        708      2,491         24     10,278      7,272          0          0      2,424          0         44         61
 
Changes from:       July 10, 2018                                    Total Change is:      -560
      -129       -143          0          0       -278          0       -350        -46       -110          0          7          0         29         10
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       14.3        0.0        4.9       17.4        0.2       71.8       50.8        0.0        0.0       16.9        0.0        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          4          0          .          7          .          4          8          0          0          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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     5,122
Positions
        55          0          0        112          0          0      1,245      2,325        327      1,083      1,810         11      2,289        649
 
Changes from:       July 10, 2018                                    Total Change is:      -103
         0          0          0        -88        -42          0        -18       -310         33        -65        366          0         35       -150
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        0.0        0.0        2.2        0.0        0.0       24.3       45.4        6.4       21.1       35.3        0.2       44.7       12.7
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          0          0          .          0          0          9         12          4         18          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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     2,854
Positions
         0          0          0         25         89          0      1,469      1,990         68        493        332         15        784        360
 
Changes from:       July 10, 2018                                    Total Change is:       232
         0          0          0         25        -30          0         57        338        -34         97        -36          4         83        -10
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.9        3.1        0.0       51.5       69.7        2.4       17.3       11.6        0.5       27.5       12.6
 
Number of Traders in Each Category                                    Total Traders:        33 
         0          0          0          .          .          0          9         10          4          7          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    49,376
Positions
     3,933     19,785         55     13,735        647        452     16,394     23,125      1,351      6,604      1,967        133      6,720      1,862
 
Changes from:       July 10, 2018                                    Total Change is:     1,432
     3,268          0         55      1,570        338         -2       -343      1,212       -248     -3,051        247         -1        184       -169
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       40.1        0.1       27.8        1.3        0.9       33.2       46.8        2.7       13.4        4.0        0.3       13.6        3.8
 
Number of Traders in Each Category                                    Total Traders:       127 
         .          .          .         12          .          .         35         22         11         38         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   425,383
Positions
    33,991     12,435     38,713     96,678     53,267     16,434     86,691    156,376     93,943     15,659      7,819     15,994     27,280     30,402
 
Changes from:       July 10, 2018                                    Total Change is:    44,155
     1,828      1,803      5,716       -719      6,911       -914     29,126     26,370      9,190     -1,354      2,673     -3,328      4,610     -4,266
 
Percent of Open Interest Represented by Each Category of Trader
       8.0        2.9        9.1       22.7       12.5        3.9       20.4       36.8       22.1        3.7        1.8        3.8        6.4        7.1
 
Number of Traders in Each Category                                    Total Traders:       237 
        14          9         20         25         35         20         48         67         56          8         15         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    35,827
Positions
     1,051      3,414          0     25,475         34        210      4,897     31,767        242      3,797        144          0        155         16
 
Changes from:       July 10, 2018                                    Total Change is:    -7,247
        15          0          0     -6,002          1          0       -242     -7,239          0     -1,015          2          0         -3        -11
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        9.5        0.0       71.1        0.1        0.6       13.7       88.7        0.7       10.6        0.4        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        45 
         4          .          0         11          .          .          5         10          .         10          .          0
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Updated July 20, 2018