Traders in Financial Futures - Options and Futures Combined Positions as of August

15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)

CFTC Code #090741 Open Interest

is 225,523
Positions
21,005 122,851 8,192 46,818 4,834 4,445 73,631
25,335 22,441 4,886 10,945 1,693 42,413 24,787

Changes from: August 8, 2017 Total Change

is: -12,443
-6,377 -4,395 -471 4,511 -904 -52 -6,836
-7,994 1,438 101 407 -421 -4,336 -51

Percent of Open Interest Represented by Each Category of Trader

9.3 54.5 3.6 20.8 2.1 2.0 32.6
11.2 10.0 2.2 4.9 0.8 18.8 11.0

Number of Traders in Each Category Total

Traders: 107
5 9 9 15 4 7 42
17 26 7 7 8
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)

CFTC Code #092741 Open Interest

is 40,969
Positions
5,017 6,846 532 2,781 3,394 0 18,673
10,321 1,925 0 2,846 0 12,042 15,105

Changes from: August 8, 2017 Total Change

is: -3,702
499 -2,196 -58 -716 207 0 -3,053
-2,857 196 0 422 0 -569 584
Percent of Open Interest Represented by Each Category of Trader
12.2 16.7 1.3 6.8 8.3 0.0 45.6
25.2 4.7 0.0 6.9 0.0 29.4 36.9

Number of Traders in Each Category Total

Traders: 40
. 5 . . . 0 12
12 8 0 . 0
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)

CFTC Code #096742 Open Interest

is 253,066
Positions
68,228 15,777 16,665 19,843 70,333 5,255 51,182
66,221 27,918 24,689 10,558 6,996 32,289 33,343

Changes from: August 8, 2017 Total Change

is: 8,623
1,303 -13,059 3,337 1,854 2,998 1,240 3,087
7,979 794 -2,286 358 1,504 -2,209 3,472

Percent of Open Interest Represented by Each Category of Trader

27.0 6.2 6.6 7.8 27.8 2.1 20.2
26.2 11.0 9.8 4.2 2.8 12.8 13.2

Number of Traders in Each Category Total

Traders: 115
6 9 10 14 20 10 32
24 24 6 4 4
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest
is 254,266
Positions
86,263 25,422 13,992 25,914 42,726 7,351 32,458
96,767 24,467 36,403 4,585 4,503 22,915 34,453

Changes from: August 8, 2017 Total Change

is: -12,345
-21,435 -4,121 2,330 3,666 -4,141 430 472
-7,456 2,064 -1,891 -400 1,353 666 -2,405

Percent of Open Interest Represented by Each Category of Trader

33.9 10.0 5.5 10.2 16.8 2.9 12.8
38.1 9.6 14.3 1.8 1.8 9.0 13.5

Number of Traders in Each Category Total

Traders: 115
9 7 7 15 15 10 29
32 25 6 . .
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)

CFTC Code #099741 Open Interest

is 554,716
Positions
49,741 159,805 31,287 198,933 90,905 23,851 68,941
58,407 63,766 24,133 55,528 11,019 83,045 60,149

Changes from: August 8, 2017 Total Change

is: 1,858
-3,758 -6,454 3,798 18,647 4,214 477 -11,598
2,520 -1,354 -727 -507 -553 -3,074 -284

Percent of Open Interest Represented by Each Category of Trader

9.0 28.8 5.6 35.9 16.4 4.3 12.4
10.5 11.5 4.4 10.0 2.0 15.0 10.8

Number of Traders in Each Category Total

Traders: 264
17 17 15 64 36 50 46
40 34 24 19 16
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR
125,000)
CFTC Code #399741 Open Interest
is 23,356
Positions
729 11,940 0 7,923 7,361 1,583 5,800
0 0 0 0 0 7,321 2,472

Changes from: August 8, 2017 Total Change

is: -1,004
-13 -3,060 0 -652 1,704 497 -306
0 0 0 0 0 -530 -145

Percent of Open Interest Represented by Each Category of Trader

3.1 51.1 0.0 33.9 31.5 6.8 24.8
0.0 0.0 0.0 0.0 0.0 31.3 10.6

Number of Traders in Each Category Total

Traders: 21
. 4 0 5 5 5 6
0 0 0 0 0
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)

CFTC Code #232741 Open Interest

is 175,127
Positions
3,961 83,541 10,043 8,121 18,761 3,180 93,582
15,510 14,374 575 6,846 2,743 38,547 20,129

Changes from: August 8, 2017 Total Change

is: 1,404
-943 1,652 1,769 1,933 4,784 226 859
-5,581 -855 77 1,872 -393 -1,267 -2,068

Percent of Open Interest Represented by Each Category of Trader

 2.3 47.7 5.7 4.6 10.7 1.8 53.4
8.9 8.2 0.3 3.9 1.6 22.0 11.5

Number of Traders in Each Category Total

Traders: 105
5 10 11 9 12 8 44
17 21 . 6 4
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)

CFTC Code #089741 Open Interest

is 37,164
Positions
5,171 21,789 51 8,119 0 0 22,262
11,206 0 137 2,890 0 1,424 1,228

Changes from: August 8, 2017 Total Change

is: 1,694
-84 -940 0 98 0 0 1,741
2,671 -42 37 0 0 -56 5

Percent of Open Interest Represented by Each Category of Trader

13.9 58.6 0.1 21.8 0.0 0.0 59.9
30.2 0.0 0.4 7.8 0.0 3.8 3.3

Number of Traders in Each Category Total

Traders: 32
. 5 . . 0 0 14
4 0 . 4 0
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)

CFTC Code #095741 Open Interest

is 237,827
Positions
8,227 170,044 1,111 76,676 4,731 364 137,072
46,789 3,119 2,683 8,774 0 8,576 2,895

Changes from: August 8, 2017 Total Change

is: 18,688
-837 6,757 -401 19,271 115 0 1,612
10,666 474 -604 1,044 0 -827 32

Percent of Open Interest Represented by Each Category of Trader

3.5 71.5 0.5 32.2 2.0 0.2 57.6
19.7 1.3 1.1 3.7 0.0 3.6 1.2

Number of Traders in Each Category Total

Traders: 154
. 11 . 20 6 . 60
30 7 13 12 0
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)

CFTC Code #102741 Open Interest

is 25,648
Positions
0 14,972 0 5,297 410 0 17,400
8,883 1 1,166 940 0 1,784 442

Changes from: August 8, 2017 Total Change

is: -1,470
0 -299 0 51 210 0 -1,462
-1,295 -8 153 0 0 -204 -78

Percent of Open Interest Represented by Each Category of Trader

0.0 58.4 0.0 20.7 1.6 0.0 67.8
34.6 0.0 4.5 3.7 0.0 7.0 1.7

Number of Traders in Each Category Total

Traders: 38
0 4 0 . . 0 11
12 . . . 0
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
 Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)

CFTC Code #112741 Open Interest

is 48,413
Positions
1,742 22,898 1,919 2,368 9,271 0 33,753
8,884 1,096 1,253 809 25 6,257 3,511

Changes from: August 8, 2017 Total Change

is: -4,738
-1,789 -8,144 1,766 -488 435 0 -5,119
1,088 586 480 44 -175 1 -338

Percent of Open Interest Represented by Each Category of Trader

3.6 47.3 4.0 4.9 19.1 0.0 69.7
18.4 2.3 2.6 1.7 0.1 12.9 7.3

Number of Traders in Each Category Total

Traders: 84
4 9 . 11 4 0 36
11 5 5 4 .
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)

CFTC Code #122741 Open Interest

is 19,819
Positions
6,090 11,077 4,318 1,791 807 0 6,378
2,311 214 0 300 0 1,028 792

Changes from: August 8, 2017 Total Change

is: -1,768
-554 -903 -29 -126 -146 0 -1,118
-700 0 0 0 0 59 10

Percent of Open Interest Represented by Each Category of Trader

30.7 55.9 21.8 9.0 4.1 0.0 32.2
11.7 1.1 0.0 1.5 0.0 5.2 4.0
Number of Traders in Each Category Total
Traders: 30
5 . . 6 . 0 7
6 . 0 . 0
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)

CFTC Code #12460+ Open Interest

is 76,844
Positions
7,296 50,412 1,303 13,562 2,087 298 41,077
8,490 2,011 1,193 1,303 316 9,788 10,624

Changes from: August 8, 2017 Total Change

is: 4,584
-978 9,072 -55 963 245 88 4,966
-2,755 -899 130 -820 2 368 -293

Percent of Open Interest Represented by Each Category of Trader

9.5 65.6 1.7 17.6 2.7 0.4 53.5
11.0 2.6 1.6 1.7 0.4 12.7 13.8

Number of Traders in Each Category Total

Traders: 118
13 26 5 15 5 . 33
16 11 5 5 .
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)

CFTC Code #124603 Open Interest

is 153,687
Positions
 14,592 100,825 2,607 27,123 4,174 596 82,153
16,979 4,022 2,387 2,605 632 19,576 21,247

Changes from: August 8, 2017 Total Change

is: 9,167
-1,956 18,145 -111 1,926 489 175 9,932
-5,510 -1,798 260 -1,640 5 735 -587

Percent of Open Interest Represented by Each Category of Trader

9.5 65.6 1.7 17.6 2.7 0.4 53.5
11.0 2.6 1.6 1.7 0.4 12.7 13.8

Number of Traders in Each Category Total

Traders: 118
13 26 5 15 5 . 33
16 11 5 5 .
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)

CFTC Code #13874+ Open Interest

is 863,540
Positions
47,212 152,978 34,855 330,160 169,257 71,826 86,568
118,701 139,811 24,756 38,373 29,350 99,004 108,391

Changes from: August 8, 2017 Total Change

is: 21,000
-4,367 12,359 2,662 -6,687 -1,494 1,305 10,484
-11,301 12,212 -1,151 304 2,845 3,697 2,107

Percent of Open Interest Represented by Each Category of Trader

5.5 17.7 4.0 38.2 19.6 8.3 10.0
13.7 16.2 2.9 4.4 3.4 11.5 12.6

Number of Traders in Each Category Total

Traders: 714
36 44 43 131 104 108 91
142 138 89 77 96
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
 Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)

CFTC Code #138741 Open Interest

is 109,429
Positions
4,171 26,196 7,793 13,213 13,943 5,819 6,726
7,134 22,693 2,716 653 3,332 42,966 21,865

Changes from: August 8, 2017 Total Change

is: -430
-2,753 1,389 -580 651 -594 -1,735 1,399
2,098 -1,387 -42 220 -274 4,290 432

Percent of Open Interest Represented by Each Category of Trader

3.8 23.9 7.1 12.1 12.7 5.3 6.1
6.5 20.7 2.5 0.6 3.0 39.3 20.0

Number of Traders in Each Category Total

Traders: 70
5 9 8 7 5 . 11
20 28 7 6 9
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)

CFTC Code #13874A Open Interest

is 3,770,556
Positions
241,378 660,081 109,136 1,587,925 779,758 326,842 420,916
579,544 563,878 113,283 191,682 127,005 280,193 432,629

Changes from: August 8, 2017 Total Change

is: 107,149
-9,727 53,196 17,865 -36,395 -4,201 14,902 47,307
-65,111 66,110 -4,346 1,617 14,396 -2,964 8,375

Percent of Open Interest Represented by Each Category of Trader

6.4 17.5 2.9 42.1 20.7 8.7 11.2
15.4 15.0 3.0 5.1 3.4 7.4 11.5

Number of Traders in Each Category Total

Traders: 698
35 44 42 130 103 106 89
136 130 85 76 93
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------

CFTC Code #13874C Open Interest

is 29,737
Positions
4,408 27,566 0 9,028 801 434 12,206
0 0 270 0 0 3,391 936

Changes from: August 8, 2017 Total Change

is: -461
-24 -463 0 -2 -175 12 -245
0 0 0 0 0 -202 165

Percent of Open Interest Represented by Each Category of Trader

14.8 92.7 0.0 30.4 2.7 1.5 41.0
0.0 0.0 0.9 0.0 0.0 11.4 3.1

Number of Traders in Each Category Total

Traders: 23
. 6 0 5 . . 6
0 0 . 0 0
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------

CFTC Code #13874J Open Interest

is 22,324
Positions
15,341 10,759 0 2,789 10,219 280 2,052
0 0 0 0 0 1,862 1,066
Changes from: August 8, 2017 Total Change
is: -404
-114 -523 0 -503 0 0 298
0 0 0 0 0 -85 119

Percent of Open Interest Represented by Each Category of Trader

68.7 48.2 0.0 12.5 45.8 1.3 9.2
0.0 0.0 0.0 0.0 0.0 8.3 4.8

Number of Traders in Each Category Total

Traders: 21
8 4 0 4 . . .
0 0 0 0 0
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)

CFTC Code #33874A Open Interest

is 90,696
Positions
4,412 36,862 565 42,862 40,223 4,344 25,266
3,141 1,052 0 280 0 12,195 4,229

Changes from: August 8, 2017 Total Change

is: -1,854
276 -2,289 59 -1,324 1,052 284 261
-837 -368 0 0 0 -1,042 245

Percent of Open Interest Represented by Each Category of Trader

4.9 40.6 0.6 47.3 44.3 4.8 27.9
3.5 1.2 0.0 0.3 0.0 13.4 4.7

Number of Traders in Each Category Total

Traders: 83
4 12 . 24 17 15 20
5 7 0 . 0
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
 Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)

CFTC Code #20974+ Open Interest

is 63,874
Positions
11,936 15,744 1,295 12,081 8,397 1,239 24,296
18,806 3,304 1,951 4,762 934 6,839 9,393

Changes from: August 8, 2017 Total Change

is: 943
968 -1,723 -66 -408 278 -174 390
598 189 -145 952 21 167 867

Percent of Open Interest Represented by Each Category of Trader

18.7 24.6 2.0 18.9 13.1 1.9 38.0
29.4 5.2 3.1 7.5 1.5 10.7 14.7

Number of Traders in Each Category Total

Traders: 286
15 29 8 47 30 20 53
63 36 12 37 9
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK
INDEX X $20)
CFTC Code #209742 Open Interest
is 319,369
Positions
59,680 78,720 6,476 60,403 41,983 6,195 121,480
94,028 16,519 9,753 23,812 4,669 34,195 46,966

Changes from: August 8, 2017 Total Change

is: 4,714
4,839 -8,613 -328 -2,038 1,389 -869 1,952
2,990 944 -725 4,760 105 834 4,337

Percent of Open Interest Represented by Each Category of Trader

18.7 24.6 2.0 18.9 13.1 1.9 38.0
29.4 5.2 3.1 7.5 1.5 10.7 14.7

Number of Traders in Each Category Total

Traders: 286
15 29 8 47 30 20 53
63 36 12 37 9
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)

CFTC Code #239742 Open Interest

is 15,205
Positions
2,871 6,303 306 5,025 0 56 4,619
4,659 410 0 943 382 1,535 2,146

Changes from: August 8, 2017 Total Change

is: .
. . . . . . .
. . . . . . .

Percent of Open Interest Represented by Each Category of Trader

18.9 41.5 2.0 33.0 0.0 0.4 30.4
30.6 2.7 0.0 6.2 2.5 10.1 14.1

Number of Traders in Each Category Total

Traders: 30
5 5 . 5 0 . 6
7 4 0 . .
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)

CFTC Code #23977A Open Interest

is 567,679
Positions
86,275 80,561 3,885 216,221 202,165 47,475 161,955
191,595 15,703 12,406 7,327 509 23,250 18,459

Changes from: August 8, 2017 Total Change

is: -10,969
12,687 -11,562 -423 -12,959 7,928 5,128 -14,394
-13,324 -290 192 -218 18 -929 1,774

Percent of Open Interest Represented by Each Category of Trader

15.2 14.2 0.7 38.1 35.6 8.4 28.5
33.8 2.8 2.2 1.3 0.1 4.1 3.3

Number of Traders in Each Category Total

Traders: 311
23 21 6 64 54 32 58
68 27 12 11 .
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)

CFTC Code #240741 Open Interest

is 34,288
Positions
1,346 18,298 0 16,518 992 488 6,104
2,046 108 2,714 10,159 0 7,010 2,197

Changes from: August 8, 2017 Total Change

is: -953
225 -25 0 1,015 0 -1 -562
109 13 -609 -356 0 -1,034 -693

Percent of Open Interest Represented by Each Category of Trader

3.9 53.4 0.0 48.2 2.9 1.4 17.8
6.0 0.3 7.9 29.6 0.0 20.4 6.4

Number of Traders in Each Category Total

Traders: 47
4 . 0 16 . 4 10
6 . 4 . 0
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY
500)
CFTC Code #240743 Open Interest
is 53,844
Positions
14,016 6,616 1,013 9,476 9,077 2,108 15,551
9,215 482 1,170 1,433 0 10,028 23,900

Changes from: August 8, 2017 Total Change

is: -1,923
3,556 442 122 -1,739 7,399 274 -1,819
-1,976 -120 36 -514 0 -2,233 -7,550

Percent of Open Interest Represented by Each Category of Trader

26.0 12.3 1.9 17.6 16.9 3.9 28.9
17.1 0.9 2.2 2.7 0.0 18.6 44.4

Number of Traders in Each Category Total

Traders: 74
13 5 4 12 4 6 18
16 4 . . 0
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)

CFTC Code #244041 Open Interest

is 329,712
Positions
52,104 211,153 4,147 191,271 75,011 15,134 41,698
4,399 13,258 2,573 1,838 0 9,527 4,772

Changes from: August 8, 2017 Total Change

is: -796
-1,045 505 905 1,314 2,034 -90 -2,395
-3,851 -125 0 28 0 640 -202

Percent of Open Interest Represented by Each Category of Trader

15.8 64.0 1.3 58.0 22.8 4.6 12.6
1.3 4.0 0.8 0.6 0.0 2.9 1.4

Number of Traders in Each Category Total

Traders: 151
13 9 5 57 28 22 29
6 8 4 5 0
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x
$50)
CFTC Code #244042 Open Interest
is 1,120,988
Positions
32,831 797,057 21,037 658,058 122,207 89,471 214,537
27,701 27,749 44,950 18,132 5,521 26,833 12,112

Changes from: August 8, 2017 Total Change

is: 30,808
5,622 -9,851 15,360 2,483 13,584 9,194 6,982
-7,922 -1,992 -10,652 5,788 4,870 -1,060 1,776

Percent of Open Interest Represented by Each Category of Trader

2.9 71.1 1.9 58.7 10.9 8.0 19.1
2.5 2.5 4.0 1.6 0.5 2.4 1.1

Number of Traders in Each Category Total

Traders: 353
24 20 9 124 47 55 67
20 18 40 11 6
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL
DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest
is 96,738
Positions
21,095 35,714 60,591 6,277 0 5 8,192
0 398 158 30 0 22 0

Changes from: August 8, 2017 Total Change

is: -850
0 400 -1,250 0 0 0 400
0 0 0 0 0 0 0

Percent of Open Interest Represented by Each Category of Trader

21.8 36.9 62.6 6.5 0.0 0.0 8.5
0.0 0.4 0.2 0.0 0.0 0.0 0.0

Number of Traders in Each Category Total

Traders: 22
. 11 8 . 0 . .
0 . . . 0
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)

CFTC Code #020601 Open Interest

is 903,958
Positions
7,613 40,585 22,958 293,311 195,841 145,849 109,702
115,835 121,878 5,232 59,953 19,643 177,772 181,416

Changes from: August 8, 2017 Total Change

is: -376
-7,091 2,657 1,571 6,928 8,642 -1,631 -19,881
-9,365 7,132 -2,286 -3,126 3,047 11,835 -9,303

Percent of Open Interest Represented by Each Category of Trader

0.8 4.5 2.5 32.4 21.7 16.1 12.1
12.8 13.5 0.6 6.6 2.2 19.7 20.1

Number of Traders in Each Category Total

Traders: 172
5 16 14 43 26 37 35
29 49 6 11 10
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE
VALUE)
CFTC Code #020604 Open Interest
is 870,374
Positions
0 161,012 5,895 475,522 24,469 125,624 73,515
398,621 40,129 32,137 13,346 511 117,041 100,767

Changes from: August 8, 2017 Total Change

is: 22,610
0 -2,427 4,350 3,782 -6,259 9,238 -3,925
12,057 3,822 -190 700 0 5,534 1,130

Percent of Open Interest Represented by Each Category of Trader

0.0 18.5 0.7 54.6 2.8 14.4 8.4
45.8 4.6 3.7 1.5 0.1 13.4 11.6

Number of Traders in Each Category Total

Traders: 118
0 15 7 51 10 34 11
24 17 . 4 .
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE
VALUE)
CFTC Code #042601 Open Interest
is 1,512,650
Positions
46,444 159,607 14,719 474,664 194,013 196,707 350,861
338,601 95,554 189,524 349,118 10,464 133,713 153,866

Changes from: August 8, 2017 Total Change

is: 80,289
-11,179 -8,228 5,374 -5,498 -25,751 33,064 10,759
25,743 39,384 -1,506 12,206 1,949 7,942 -3,452

Percent of Open Interest Represented by Each Category of Trader

3.1 10.6 1.0 31.4 12.8 13.0 23.2
22.4 6.3 12.5 23.1 0.7 8.8 10.2

Number of Traders in Each Category Total

Traders: 281
9 29 12 63 38 52 48
49 45 17 28 6
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE
VALUE)
CFTC Code #043602 Open Interest
is 4,001,639
Positions
148,655 201,770 188,872 1,133,538 1,025,940 630,219 676,453
694,863 462,585 293,702 171,756 74,156 393,460 551,480

Changes from: August 8, 2017 Total Change

is: 96,805
-5,567 10,925 34,821 9,619 -14,138 39,039 2,760
7,681 27,908 -15,983 20,225 -786 4,994 -28,871

Percent of Open Interest Represented by Each Category of Trader

3.7 5.0 4.7 28.3 25.6 15.7 16.9
17.4 11.6 7.3 4.3 1.9 9.8 13.8

Number of Traders in Each Category Total

Traders: 430
24 42 53 64 98 93 67
78 94 25 32 25
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE
VALUE)
CFTC Code #043607 Open Interest
is 417,985
Positions
9,153 7,147 3,910 120,367 181,522 29,070 145,648
48,176 10,523 12,953 8,460 0 86,361 129,177

Changes from: August 8, 2017 Total Change

is: 1,620
-5,372 491 -903 3,976 -541 1,138 -840
95 2,353 9 183 0 1,259 -1,196
Percent of Open Interest Represented by Each Category of Trader
2.2 1.7 0.9 28.8 43.4 7.0 34.8
11.5 2.5 3.1 2.0 0.0 20.7 30.9

Number of Traders in Each Category Total

Traders: 66
. . . 15 24 27 12
5 6 . . 0
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE
VALUE)
CFTC Code #044601 Open Interest
is 3,292,616
Positions
46,221 273,269 98,515 1,630,521 725,814 439,616 346,837
884,879 221,850 179,707 238,177 32,719 296,630 377,777

Changes from: August 8, 2017 Total Change

is: 119,284
-65 -31,759 27,434 2,853 14,712 6,624 36,872
63,763 25,517 -8,628 2,810 9,551 19,127 631

Percent of Open Interest Represented by Each Category of Trader

1.4 8.3 3.0 49.5 22.0 13.4 10.5
26.9 6.7 5.5 7.2 1.0 9.0 11.5

Number of Traders in Each Category Total

Traders: 312
10 32 26 59 58 73 42
67 62 18 26 12
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest
is 1,634,274
Positions
456,913 198,377 497,553 12,619 31,633 19,752 55,906
291,067 403,515 85,231 59,349 68,046 34,739 64,982

Changes from: August 8, 2017 Total Change

is: 120,775
41,779 18,005 35,035 0 880 7,476 -4,937
4,204 36,031 3,613 20,589 -1,042 2,820 -404

Percent of Open Interest Represented by Each Category of Trader

28.0 12.1 30.4 0.8 1.9 1.2 3.4
17.8 24.7 5.2 3.6 4.2 2.1 4.0

Number of Traders in Each Category Total

Traders: 153
16 44 49 . 8 . 15
50 44 5 8 8
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)

CFTC Code #132741 Open Interest

is21,411,489
Positions
4,836,191 1,033,169 3,841,267 109,429 2,107,776 862,674 660,510
2,208,814 8,024,694 710,881 469,047 1,671,479 694,365 1,192,569

Changes from: August 8, 2017 Total Change

is: -328,488
28,888 39,924 -83,710 -5,807 -79,247 10,556 114,134
65,029 -297,889 -134,089 15,321 304 39,124 1,224

Percent of Open Interest Represented by Each Category of Trader

22.6 4.8 17.9 0.5 9.8 4.0 3.1
10.3 37.5 3.3 2.2 7.8 3.2 5.6

Number of Traders in Each Category Total

Traders: 355
29 56 79 8 42 38 56
105 119 13 38 40
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)

CFTC Code #246605 Open Interest

is 31,554
Positions
3,832 5,522 0 196 12,916 111 17,890
8,849 0 9,458 3,952 39 28 165

Changes from: August 8, 2017 Total Change

is: -72
311 71 0 -4 -96 0 -65
-33 0 -318 -75 0 4 61

Percent of Open Interest Represented by Each Category of Trader

12.1 17.5 0.0 0.6 40.9 0.4 56.7
28.0 0.0 30.0 12.5 0.1 0.1 0.5

Number of Traders in Each Category Total

Traders: 48
. 6 0 . 12 . 7
9 0 5 4 .
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)

CFTC Code #246606 Open Interest

is 22,079
Positions
9,965 1,018 0 607 8,481 114 10,555
8,425 0 770 3,894 32 36 115

Changes from: August 8, 2017 Total Change

is: -41
782 63 0 3 10 45 -872
-176 0 52 14 -23 -28 26

Percent of Open Interest Represented by Each Category of Trader

45.1 4.6 0.0 2.7 38.4 0.5 47.8
38.2 0.0 3.5 17.6 0.1 0.2 0.5

Number of Traders in Each Category Total

Traders: 32
4 . 0 . 6 . 6
8 0 . . .
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)

CFTC Code #098662 Open Interest

is 51,434
Positions
384 14,734 0 13,146 6,602 518 14,515
21,155 3,884 9,244 1,740 2 9,740 2,799

Changes from: August 8, 2017 Total Change

is: -1,495
-10 -235 0 -422 238 -1 -972
-271 91 -193 -1,112 1 11 -206

Percent of Open Interest Represented by Each Category of Trader

0.7 28.6 0.0 25.6 12.8 1.0 28.2
41.1 7.6 18.0 3.4 0.0 18.9 5.4

Number of Traders in Each Category Total

Traders: 156
. . 0 10 8 . 32
41 19 48 8 .
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)

CFTC Code #1170E1 Open Interest

is 603,600
Positions
125,371 44,546 46,517 66,223 80,250 80,974 106,037
176,519 106,287 16,979 9,666 19,470 35,742 39,371

Changes from: August 8, 2017 Total Change

is: -68,200
-19,470 -2,555 9,344 -8,034 25,390 5,470 -33,391
-92,786 -10,285 -8,416 -9,116 340 -3,758 5,998

Percent of Open Interest Represented by Each Category of Trader

20.8 7.4 7.7 11.0 13.3 13.4 17.6
29.2 17.6 2.8 1.6 3.2 5.9 6.5

Number of Traders in Each Category Total

Traders: 259
24 5 23 25 21 19 56
70 70 24 18 24
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)

CFTC Code #221602 Open Interest

is 47,966
Positions
98 984 0 38,421 1,528 0 4,051
44,990 256 5,089 130 0 51 78

Changes from: August 8, 2017 Total Change

is: -789
0 575 0 -768 -67 0 -20
-1,280 0 0 -6 0 -1 -11

Percent of Open Interest Represented by Each Category of Trader

0.2 2.1 0.0 80.1 3.2 0.0 8.4
93.8 0.5 10.6 0.3 0.0 0.1 0.2

Number of Traders in Each Category Total

Traders: 38
. . 0 9 . 0 5
11 . 7 . 0
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August
15, 2017
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
Dealer : Asset Manager/ :
Leveraged : Other : Nonreportable :
Intermediary : Institutional :
Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long :
Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------
------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)

CFTC Code #256741 Open Interest

is 15,495
Positions
3,170 8,376 0 10,700 0 0 544
6,725 182 415 0 0 484 212

Changes from: August 8, 2017 Total Change

is: 229
0 0 0 124 0 0 3
48 182 0 0 0 -80 -1

Percent of Open Interest Represented by Each Category of Trader

20.5 54.1 0.0 69.1 0.0 0.0 3.5
43.4 1.2 2.7 0.0 0.0 3.1 1.4

Number of Traders in Each Category Total

Traders: 20
. . 0 9 0 0 .
5 . . 0 0
-----------------------------------------------------------------------------------
------------------------------------------------------------------------

Updated August 18, 2017