Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   161,446
Positions
     7,257     49,325      3,430     44,251     24,718      5,697     40,589     39,747      9,700     14,047      2,155        468     36,007     26,207
 
Changes from:       October 8, 2019                                  Total Change is:    15,543
       767     16,182        545      5,024     -1,720        142      4,361      4,519      1,436        -82        -82         -1      3,352     -5,478
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       30.6        2.1       27.4       15.3        3.5       25.1       24.6        6.0        8.7        1.3        0.3       22.3       16.2
 
Number of Traders in Each Category                                    Total Traders:       108 
         6          6          6         16         14          9         23         27         14         11          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    66,231
Positions
    33,445      1,530        312      1,242     23,025        958     18,549     14,062      1,290      1,448      1,532          0      8,988     23,522
 
Changes from:       October 8, 2019                                  Total Change is:        61
     2,639         22        -57         80      1,107       -106     -1,597       -892       -294       -410         40          0       -194        241
 
Percent of Open Interest Represented by Each Category of Trader
      50.5        2.3        0.5        1.9       34.8        1.4       28.0       21.2        1.9        2.2        2.3        0.0       13.6       35.5
 
Number of Traders in Each Category                                    Total Traders:        60 
         9          .          .          .         15          .         11         17          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   292,990
Positions
   130,615     29,185      6,277     51,461    103,561      6,503     28,556     62,613     35,436      5,689      9,907      1,139     27,313     38,371
 
Changes from:       October 8, 2019                                  Total Change is:    13,688
    -6,490     11,972     -1,050      5,811    -14,774         50     -2,110     11,831     10,477      3,093        626        956      2,951     -6,399
 
Percent of Open Interest Represented by Each Category of Trader
      44.6       10.0        2.1       17.6       35.3        2.2        9.7       21.4       12.1        1.9        3.4        0.4        9.3       13.1
 
Number of Traders in Each Category                                    Total Traders:       130 
         8          7          8         13         33         13         21         37         21          4          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   184,561
Positions
    42,345     35,264      7,123     28,555     36,733     11,524     43,189     40,437     20,505      1,905        877        413     29,000     31,683
 
Changes from:       October 8, 2019                                  Total Change is:    11,715
    19,901     -4,631       -283     -1,918      1,153        927     -4,442      7,108      1,447     -3,027         63        289     -1,180      5,642
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       19.1        3.9       15.5       19.9        6.2       23.4       21.9       11.1        1.0        0.5        0.2       15.7       17.2
 
Number of Traders in Each Category                                    Total Traders:       110 
         8          8          8         20         18         16         23         25         16          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   575,023
Positions
    44,874    105,555     13,748    306,206    169,066     33,495     29,341    138,357     35,339     17,928     12,087      7,182     86,910     60,194
 
Changes from:       October 8, 2019                                  Total Change is:     4,188
    -1,995     13,763        312      4,645     -2,818      1,184     -1,873     -8,472       -310     -5,066       -632      3,838      3,453     -2,677
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       18.4        2.4       53.3       29.4        5.8        5.1       24.1        6.1        3.1        2.1        1.2       15.1       10.5
 
Number of Traders in Each Category                                    Total Traders:       291 
        20          9         14         86         45         53         30         53         27         28         20         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    26,992
Positions
       557      8,408          0      9,884      6,911      2,816      1,511      2,746          0          0        410          2     12,222      5,699
 
Changes from:       October 8, 2019                                  Total Change is:     1,337
       557         -6          0        258      1,720        -74        572       -299          0          0          0          0         24         -4
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       31.1        0.0       36.6       25.6       10.4        5.6       10.2        0.0        0.0        1.5        0.0       45.3       21.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          0         14          6          9          .          4          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    21,703
Positions
     6,169      1,805        536      5,894     10,199      1,993          0      1,839          0          0          0          0      7,111      5,331
 
Changes from:       October 8, 2019                                  Total Change is:    -1,131
        55        -30          8        -57     -1,200        -18     -1,124        949          0          0          0          0          5       -840
 
Percent of Open Interest Represented by Each Category of Trader
      28.4        8.3        2.5       27.2       47.0        9.2        0.0        8.5        0.0        0.0        0.0        0.0       32.8       24.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          5          8          7          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   182,100
Positions
    77,285      3,612      3,132     14,960     67,748      4,616     38,368     50,206     11,603        575      3,140        377     31,185     37,667
 
Changes from:       October 8, 2019                                  Total Change is:    -3,084
    -1,817        362       -482        -20      3,723       -397       -620     -4,374        213        403        -39          9       -372     -2,098
 
Percent of Open Interest Represented by Each Category of Trader
      42.4        2.0        1.7        8.2       37.2        2.5       21.1       27.6        6.4        0.3        1.7        0.2       17.1       20.7
 
Number of Traders in Each Category                                    Total Traders:        98 
         8          .          9         13         21         11         14         33         13          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    55,386
Positions
       900     42,293          0     44,267          0          0      7,909      8,450          0        440      3,389          0      1,870      1,254
 
Changes from:       October 8, 2019                                  Total Change is:    -8,561
       900     -1,809          0    -11,777          0          0      2,407     -6,591          0       -322        -45          0        231       -116
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       76.4        0.0       79.9        0.0        0.0       14.3       15.3        0.0        0.8        6.1        0.0        3.4        2.3
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          4          0         10          0          0         15          .          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   234,515
Positions
       909    146,683        878    130,602      7,696        908     84,281     48,795      2,034      8,273     23,903          2      6,628      3,616
 
Changes from:       October 8, 2019                                  Total Change is:    15,642
       669      1,762         19      6,046     -1,316        238      5,735      7,103      1,011        934      6,728         -3        993        100
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       62.5        0.4       55.7        3.3        0.4       35.9       20.8        0.9        3.5       10.2        0.0        2.8        1.5
 
Number of Traders in Each Category                                    Total Traders:       167 
         5         11          .         25         11          4         57         33          9          9         16          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    54,845
Positions
    36,863        262          0      2,722     41,179          0     10,849      9,250      1,088        778        970          0      2,545      2,096
 
Changes from:       October 8, 2019                                  Total Change is:    -3,713
        50       -145          0        -70     -3,575          0     -3,772       -188         32        -83         18          0        130        145
 
Percent of Open Interest Represented by Each Category of Trader
      67.2        0.5        0.0        5.0       75.1        0.0       19.8       16.9        2.0        1.4        1.8        0.0        4.6        3.8
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          .          0          .          7          0          8         17          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    75,237
Positions
    49,554         28        373      3,819     34,039        508     16,398     30,918        606        786      2,734         89      3,104      5,942
 
Changes from:       October 8, 2019                                  Total Change is:     1,143
     1,207         28         54        239      2,043       -694        362       -109         24       -370       -121        -13        333        -70
 
Percent of Open Interest Represented by Each Category of Trader
      65.9        0.0        0.5        5.1       45.2        0.7       21.8       41.1        0.8        1.0        3.6        0.1        4.1        7.9
 
Number of Traders in Each Category                                    Total Traders:       111 
         9          .          .          5         29          .         22         32          6          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    10,388
Positions
       972      1,500          0      6,080      3,003          0      2,650      3,764         56          0        100          0        630      1,965
 
Changes from:       October 8, 2019                                  Total Change is:      -483
       -21          0          0     -1,099         72          0        665       -482        -26          0          0          0         -2        -47
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       14.4        0.0       58.5       28.9        0.0       25.5       36.2        0.5        0.0        1.0        0.0        6.1       18.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          .          4          0          6          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    52,841
Positions
    13,450     35,396        949     17,533      1,145        911     10,096      3,867      1,153        707      1,265          0      8,042      8,156
 
Changes from:       October 8, 2019                                  Total Change is:     3,343
       -52      1,023        182        828       -201        561      1,853      1,372       -120          0        120          0         90        405
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       67.0        1.8       33.2        2.2        1.7       19.1        7.3        2.2        1.3        2.4        0.0       15.2       15.4
 
Number of Traders in Each Category                                    Total Traders:        97 
        10         23          6         17          4          6         23         12          8          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   105,681
Positions
    26,900     70,791      1,898     35,065      2,290      1,822     20,192      7,733      2,306      1,413      2,529          0     16,084     16,311
 
Changes from:       October 8, 2019                                  Total Change is:     6,685
      -103      2,047        364      1,656       -402      1,122      3,707      2,745       -241          0        240          0        180        810
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       67.0        1.8       33.2        2.2        1.7       19.1        7.3        2.2        1.3        2.4        0.0       15.2       15.4
 
Number of Traders in Each Category                                    Total Traders:        97 
        10         23          6         17          4          6         23         12          8          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    41,395
Positions
         0     33,657          0     36,578        960        182        560      4,219          0      1,500        448          0      2,575      1,929
 
Changes from:       October 8, 2019                                  Total Change is:    -1,352
         0     -1,178          0     -1,781          0         23          0         36          0          0          0          0        406       -233
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       81.3        0.0       88.4        2.3        0.4        1.4       10.2        0.0        3.6        1.1        0.0        6.2        4.7
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          8          0         13          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   743,640
Positions
    51,365    114,942     37,448    280,175    128,696     60,997     28,198     72,853    178,496     18,342     67,665      6,735     81,884     75,808
 
Changes from:       October 8, 2019                                  Total Change is:   -17,401
     1,120        562      1,338      4,822     -3,690     -4,617      1,522      9,130    -15,505     -2,036       -627     -2,024     -2,021     -1,969
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       15.5        5.0       37.7       17.3        8.2        3.8        9.8       24.0        2.5        9.1        0.9       11.0       10.2
 
Number of Traders in Each Category                                    Total Traders:       618 
        35         33         45        168         98        129         78         95         99         47         63         62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    52,762
Positions
     5,285      5,083      1,480      2,018      1,125      3,244        853      5,651     19,118         12         42        502     20,250     16,517
 
Changes from:       October 8, 2019                                  Total Change is:      -179
       -11        671       -368          0       -108         65        572        946     -1,001        -31        -73       -350        945         40
 
Percent of Open Interest Represented by Each Category of Trader
      10.0        9.6        2.8        3.8        2.1        6.1        1.6       10.7       36.2        0.0        0.1        1.0       38.4       31.3
 
Number of Traders in Each Category                                    Total Traders:        42 
         4          5          4          .          .          .          6         15         21          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,454,391
Positions
   246,886    565,782    163,352  1,393,204    640,275    286,347    153,211    352,498    780,403     91,651    338,113     31,166    308,170    296,454
 
Changes from:       October 8, 2019                                  Total Change is:   -86,112
     7,495      1,297      6,685     24,243    -17,780    -23,541      7,984     44,155    -75,746    -10,029     -2,766     -8,372    -14,830    -10,044
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       16.4        4.7       40.3       18.5        8.3        4.4       10.2       22.6        2.7        9.8        0.9        8.9        8.6
 
Number of Traders in Each Category                                    Total Traders:       605 
        34         33         43        169         96        128         79         88         93         45         61         59
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    11,474
Positions
     4,066      6,297          0      3,357      2,105        851        389        858         16          0          0          0      2,795      1,347
 
Changes from:       October 8, 2019                                  Total Change is:       297
       479       -767          0        286         22        -22       -343        597         16          0          0          0       -119        451
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       54.9        0.0       29.3       18.3        7.4        3.4        7.5        0.1        0.0        0.0        0.0       24.4       11.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          5          0          4          .          .          .          .          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    63,741
Positions
     6,643     10,832        239     41,345     36,682      3,105      2,608      1,692        118          0      7,035          0      9,683      4,038
 
Changes from:       October 8, 2019                                  Total Change is:    -1,767
      -452        515         48       -883     -2,348        -54         50         45        114          0          0          0       -590        -87
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       17.0        0.4       64.9       57.5        4.9        4.1        2.7        0.2        0.0       11.0        0.0       15.2        6.3
 
Number of Traders in Each Category                                    Total Traders:        73 
         6          5          .         34         16         11          6          5          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    46,836
Positions
     6,990      8,601        694     16,793      9,307      1,086     10,436     10,847      3,875        601      3,228         83      6,279      9,117
 
Changes from:       October 8, 2019                                  Total Change is:     2,439
      -726        637         60      1,505       -336         17      1,702        767        238        -53        136          6       -310        913
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       18.4        1.5       35.9       19.9        2.3       22.3       23.2        8.3        1.3        6.9        0.2       13.4       19.5
 
Number of Traders in Each Category                                    Total Traders:       255 
        22         24          6         52         39         31         36         49         24         10         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   234,181
Positions
    34,950     43,003      3,469     83,964     46,536      5,428     52,181     54,233     19,375      3,005     16,138        416     31,394     45,585
 
Changes from:       October 8, 2019                                  Total Change is:    12,195
    -3,628      3,186        301      7,523     -1,678         84      8,511      3,833      1,192       -266        682         28     -1,550      4,567
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       18.4        1.5       35.9       19.9        2.3       22.3       23.2        8.3        1.3        6.9        0.2       13.4       19.5
 
Number of Traders in Each Category                                    Total Traders:       255 
        22         24          6         52         39         31         36         49         24         10         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   453,600
Positions
    66,181     63,228      8,143    231,089    219,394     39,170     58,617     62,096     13,944     14,779     27,767         81     21,594     19,776
 
Changes from:       October 8, 2019                                  Total Change is:     3,762
    -6,303      7,622       -865      8,525     -4,638      1,058        246     -1,271      1,234        793      2,364       -120       -806     -1,622
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       13.9        1.8       50.9       48.4        8.6       12.9       13.7        3.1        3.3        6.1        0.0        4.8        4.4
 
Number of Traders in Each Category                                    Total Traders:       300 
        22         22          5         76         59         43         43         49         30         14         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    26,929
Positions
     3,825      3,808          0     11,913        430         19      4,634     18,665         55      1,143        555          0      5,340      3,397
 
Changes from:       October 8, 2019                                  Total Change is:     3,706
       324          0          0      1,521          0         -8      2,267      3,066         10        357          0          0       -765        638
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       14.1        0.0       44.2        1.6        0.1       17.2       69.3        0.2        4.2        2.1        0.0       19.8       12.6
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          .          0         16          .          .          7          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    54,510
Positions
     3,697     18,711        332     11,421     13,586        671     24,066     13,304        696        601        300          0     13,026      6,910
 
Changes from:       October 8, 2019                                  Total Change is:     6,236
       656      5,332         64        -98     -1,322        214      3,831       -626        629       -588          0          0      1,528      1,945
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       34.3        0.6       21.0       24.9        1.2       44.1       24.4        1.3        1.1        0.6        0.0       23.9       12.7
 
Number of Traders in Each Category                                    Total Traders:        72 
         6         13          .         14          9          6          7         21          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   348,633
Positions
    43,463    178,357        833    248,492    107,436     29,215     14,565     17,233        643      2,948      9,440          0      8,474      5,476
 
Changes from:       October 8, 2019                                  Total Change is:    -1,743
    -3,554     -2,262         68        726     -6,144       -120      1,210      6,799       -199        432        900          0       -306       -785
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       51.2        0.2       71.3       30.8        8.4        4.2        4.9        0.2        0.8        2.7        0.0        2.4        1.6
 
Number of Traders in Each Category                                    Total Traders:       174 
        15         13          5         68         36         30         18         14          6          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,272,411
Positions
    74,141    736,940      3,932    906,345    308,653    118,413     84,461     64,700      2,417     45,857     16,096      4,492     32,353     16,768
 
Changes from:       October 8, 2019                                  Total Change is:    25,137
       605     26,521     -1,318     28,009    -23,926        705     -2,725     25,507       -144      3,204      1,908       -289     -2,910     -3,827
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       57.9        0.3       71.2       24.3        9.3        6.6        5.1        0.2        3.6        1.3        0.4        2.5        1.3
 
Number of Traders in Each Category                                    Total Traders:       415 
        24         20          9        164         75         83         53         33         13         34         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   114,426
Positions
    49,749     82,477     30,223     11,946          0        980     19,537        500        166      1,794          0          0         31         80
 
Changes from:       October 8, 2019                                  Total Change is:    -1,273
     3,584      4,865     -5,908        500          0          0        550       -250          0          0          0          0          1         20
 
Percent of Open Interest Represented by Each Category of Trader
      43.5       72.1       26.4       10.4        0.0        0.9       17.1        0.4        0.1        1.6        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        39 
         4         18         13          8          0          .          5          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,229,915
Positions
     8,174    136,292     59,434    470,531    265,774    199,337     49,274    204,988    162,986     89,440     45,917      9,290    181,449    145,897
 
Changes from:       October 8, 2019                                  Total Change is:    37,271
     2,318     21,548     19,487      8,151      1,499    -11,321     12,237     -3,156     11,340       -265     -3,079      1,235     -5,912       -282
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       11.1        4.8       38.3       21.6       16.2        4.0       16.7       13.3        7.3        3.7        0.8       14.8       11.9
 
Number of Traders in Each Category                                    Total Traders:       190 
         5         19         15         59         27         53         17         42         40         13          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,149,950
Positions
    46,359    146,698      1,854    648,763     63,377    178,704     34,012    645,419     15,444     41,011      8,562          0    183,803     89,892
 
Changes from:       October 8, 2019                                  Total Change is:    12,414
     4,952     -4,931         63      4,085      7,431     -2,326     -1,705      5,018      1,668       -395     -1,100          0      6,072      6,591
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       12.8        0.2       56.4        5.5       15.5        3.0       56.1        1.3        3.6        0.7        0.0       16.0        7.8
 
Number of Traders in Each Category                                    Total Traders:       132 
         6         11          .         65         11         49          8         25         12          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,955,888
Positions
    69,983    247,889     17,268  1,699,546    743,779    284,651  1,000,662  2,197,615    203,743    464,087    143,701     13,032    202,916    104,210
 
Changes from:       October 8, 2019                                  Total Change is:    82,956
    -5,173    -36,987     -2,800     84,633     24,042     20,050    -24,352     -2,160     70,644    -51,028       -126        509     -9,527      9,783
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        6.3        0.4       43.0       18.8        7.2       25.3       55.6        5.2       11.7        3.6        0.3        5.1        2.6
 
Number of Traders in Each Category                                    Total Traders:       374 
        22         27         11        129         32         79         68         50         52         32         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 4,554,184
Positions
   196,384    273,608    296,710  1,570,507    693,910    853,984    253,920  1,189,685    600,149    264,188    177,495     51,444    466,897    417,200
 
Changes from:       October 8, 2019                                  Total Change is:    53,938
     2,539     -7,479     15,765     58,400     50,170   -119,135     -5,259    107,165     41,364     74,061    -16,219    -10,102     -3,695     -7,591
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        6.0        6.5       34.5       15.2       18.8        5.6       26.1       13.2        5.8        3.9        1.1       10.3        9.2
 
Number of Traders in Each Category                                    Total Traders:       404 
        26         32         43         96         67        105         52         77         80         30         24         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   827,185
Positions
    88,165     64,335      1,587    279,874    273,035    139,894    127,275    149,662     19,946     55,490     17,219          0    114,954    161,507
 
Changes from:       October 8, 2019                                  Total Change is:       180
     1,181     -6,370     -1,038     -5,513      9,570       -611      2,753      2,476        376      4,501        250          0     -1,469     -4,473
 
Percent of Open Interest Represented by Each Category of Trader
      10.7        7.8        0.2       33.8       33.0       16.9       15.4       18.1        2.4        6.7        2.1        0.0       13.9       19.5
 
Number of Traders in Each Category                                    Total Traders:       106 
         5          8          .         27         36         42         13         11          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,848,975
Positions
    84,308    474,403    182,018  1,936,455    793,857    957,686    622,261  1,596,068    327,704    368,292    211,228     18,325    351,926    287,686
 
Changes from:       October 8, 2019                                  Total Change is:    86,350
     5,133     32,865     -1,121     54,002     26,913     -7,241     45,101     31,173     37,611    -62,005    -10,298        606     14,264    -24,157
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        9.8        3.8       39.9       16.4       19.8       12.8       32.9        6.8        7.6        4.4        0.4        7.3        5.9
 
Number of Traders in Each Category                                    Total Traders:       331 
        16         34         23         93         48         86         40         60         57         23         17          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,189,220
Positions
   290,895    351,368    637,866      4,486    173,555     30,404    514,013    338,673    584,384     69,852     11,350     15,583     41,737     46,037
 
Changes from:       October 8, 2019                                  Total Change is:   201,184
    -3,213     21,563     30,650     -2,774     -3,310      6,181     73,748     52,587     92,601      4,461       -775       -395        -75      2,081
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       16.0       29.1        0.2        7.9        1.4       23.5       15.5       26.7        3.2        0.5        0.7        1.9        2.1
 
Number of Traders in Each Category                                    Total Traders:       167 
        19         39         47          4          8          7         35         45         59         10          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is23,654,438
Positions
 2,933,026  1,826,815  4,627,017    622,649  2,446,847  1,414,699  1,066,552    342,132 11,658,738    244,604    140,470    333,000    754,153    864,720
 
Changes from:       October 8, 2019                                  Total Change is:-2,467,870
  -118,716   -180,126   -317,725    -52,015    -77,747   -190,893   -187,956    -91,349 -1,684,110     49,449      5,738     81,706    -47,610    -13,363
 
Percent of Open Interest Represented by Each Category of Trader
      12.4        7.7       19.6        2.6       10.3        6.0        4.5        1.4       49.3        1.0        0.6        1.4        3.2        3.7
 
Number of Traders in Each Category                                    Total Traders:       290 
        38         35         68         23         19         29         71         53        102         26         23         32
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   162,124
Positions
    15,982     76,485     22,729     13,984      2,600      9,313     71,476     22,430     26,280        296      1,145        554      1,510        588
 
Changes from:       October 8, 2019                                  Total Change is:     5,857
       205      6,170       -205      8,222          0        954       -400      2,177     -2,956          0       -327        -24         61         68
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       47.2       14.0        8.6        1.6        5.7       44.1       13.8       16.2        0.2        0.7        0.3        0.9        0.4
 
Number of Traders in Each Category                                    Total Traders:        50 
         .         13          5          .          .          .          8         21         18          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   275,111
Positions
    32,408     41,160     30,208      1,980     11,927     15,553    170,321    150,754     16,691      4,137      7,336        411      3,402      1,071
 
Changes from:       October 8, 2019                                  Total Change is:    18,020
    -3,635      5,261      4,754        669       -916      5,185      2,441     -2,664      5,894       -244        100        -12      2,968        418
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       15.0       11.0        0.7        4.3        5.7       61.9       54.8        6.1        1.5        2.7        0.1        1.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        81 
         4         18         14          .          6          .         14         27         29          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    67,420
Positions
         0     33,274          0      1,478      4,432         18     37,530      5,672     20,099      8,190      1,114          0        105      2,811
 
Changes from:       October 8, 2019                                  Total Change is:     3,525
         0      2,576          0          0       -135          0      6,103       -100      1,364     -3,960       -140          0         18        -40
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       49.4        0.0        2.2        6.6        0.0       55.7        8.4       29.8       12.1        1.7        0.0        0.2        4.2
 
Number of Traders in Each Category                                    Total Traders:        31 
         0          5          0          .          9          .          .          6          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    34,966
Positions
     1,024     16,388          0      1,110        713          0     20,365      3,433     12,449          0          0          0         18      1,983
 
Changes from:       October 8, 2019                                  Total Change is:    10,665
        39      8,042          0          0         30          0      7,880        -39      2,757          0          0          0        -11       -125
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       46.9        0.0        3.2        2.0        0.0       58.2        9.8       35.6        0.0        0.0        0.0        0.1        5.7
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0          .          6          0          5          6          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    50,822
Positions
    12,282         90     16,981          0        180          0      6,454     19,230     11,329      3,530      2,710        246          0         56
 
Changes from:       October 8, 2019                                  Total Change is:       -95
      -560        -88        384          0          0          0          0       -507         81          0          0          0          0         35
 
Percent of Open Interest Represented by Each Category of Trader
      24.2        0.2       33.4        0.0        0.4        0.0       12.7       37.8       22.3        6.9        5.3        0.5        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          0          .          0          .          8          .          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     3,444
Positions
        59          0          0        210        149          1      1,186      2,031        154        370        511         46      1,418        552
 
Changes from:       October 8, 2019                                  Total Change is:       109
         0          0          0         70         11          1        -25        -17         75        -25        -15        -10         23         64
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        0.0        0.0        6.1        4.3        0.0       34.4       59.0        4.5       10.7       14.8        1.3       41.2       16.0
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          0          0          .          .          .         10         15          .          9          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    54,839
Positions
     1,058     42,029          0     25,706      2,309        653     19,190      5,355      2,056      2,120        775        118      3,939      1,545
 
Changes from:       October 8, 2019                                  Total Change is:    -3,196
       210         30          0     -3,438        364        174     -1,008     -4,504      1,234       -388       -220        -22         42       -252
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       76.6        0.0       46.9        4.2        1.2       35.0        9.8        3.7        3.9        1.4        0.2        7.2        2.8
 
Number of Traders in Each Category                                    Total Traders:        93 
         .          .          0         14          6          4         35         15          8         13          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   445,199
Positions
    91,005     21,580     27,976    127,612    113,854     23,407     51,205    130,367     81,164      9,251      4,762     11,236     22,343     30,853
 
Changes from:       October 8, 2019                                  Total Change is:    44,122
     2,161     -6,062      8,980     -9,075     23,475        -88     21,770     -5,703     14,472      1,317      2,512      3,553      1,032      2,983
 
Percent of Open Interest Represented by Each Category of Trader
      20.4        4.8        6.3       28.7       25.6        5.3       11.5       29.3       18.2        2.1        1.1        2.5        5.0        6.9
 
Number of Traders in Each Category                                    Total Traders:       206 
        16         12         19         21         31         23         38         62         58          9          9         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    19,699
Positions
     3,958        703        931      5,727     11,670        796      7,419      5,389        100        547         70          0        221         40
 
Changes from:       October 8, 2019                                  Total Change is:      -275
         6         40        -40        836        760       -806       -282       -279          0        -17         20          0         28         30
 
Percent of Open Interest Represented by Each Category of Trader
      20.1        3.6        4.7       29.1       59.2        4.0       37.7       27.4        0.5        2.8        0.4        0.0        1.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        37 
         4          .          .          8          5          .          .          6          .          9          .          0
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Updated October 18, 2019