Traders in Financial Futures - Futures Only Positions as of August 20, 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   155,837
Positions
    17,196     69,551      3,029     41,338     17,314      3,548     35,692     22,275     10,024     11,614      3,976          2     33,394     26,118
 
Changes from:       August 13, 2019                                  Total Change is:    -5,024
     2,297     -8,047        697     -4,238      3,673        -42     -2,588     -3,731       -275        121          0          2       -998      2,699
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       44.6        1.9       26.5       11.1        2.3       22.9       14.3        6.4        7.5        2.6        0.0       21.4       16.8
 
Number of Traders in Each Category                                    Total Traders:        97 
        10          5          6         14         14         10         21         20         12         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    54,941
Positions
    21,946     10,116         99      4,419     10,806        803     15,858     12,721        434      1,006        818          0     10,376     19,144
 
Changes from:       August 13, 2019                                  Total Change is:       674
      -381      2,359         17      1,663     -1,305        176         -9       -555         45         35          0          0       -872        -63
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       18.4        0.2        8.0       19.7        1.5       28.9       23.2        0.8        1.8        1.5        0.0       18.9       34.8
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          7          .          6          8          .          9         12          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   273,481
Positions
   160,249      5,122      1,631     43,088    128,362      6,142     26,384     63,223     10,284        284     10,205          0     25,419     48,512
 
Changes from:       August 13, 2019                                  Total Change is:      -450
       648       -408        748       -658     -2,157       -387      2,224     -2,974        897     -1,511       -425          0     -2,411      4,256
 
Percent of Open Interest Represented by Each Category of Trader
      58.6        1.9        0.6       15.8       46.9        2.2        9.6       23.1        3.8        0.1        3.7        0.0        9.3       17.7
 
Number of Traders in Each Category                                    Total Traders:       128 
        11          5          5         10         33         11         24         39         16          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   154,662
Positions
     3,689     67,471        603     43,400     32,531      9,645     48,307     11,635      4,863     10,218        805          2     33,935     27,107
 
Changes from:       August 13, 2019                                  Total Change is:    -5,609
    -1,570      8,815         51     -2,395      1,904     -1,645       -294    -10,915     -4,021      2,035          0          0      2,230        202
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       43.6        0.4       28.1       21.0        6.2       31.2        7.5        3.1        6.6        0.5        0.0       21.9       17.5
 
Number of Traders in Each Category                                    Total Traders:       109 
         .         11          5         25         18         14         32         17         15          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   542,806
Positions
    38,169    134,916      3,210    331,434    169,715     27,114     30,643    126,115      9,464     19,438     10,708        256     83,078     61,308
 
Changes from:       August 13, 2019                                  Total Change is:    -7,801
      -311      3,467       -947     -6,373      4,304     -2,375      1,923    -11,136       -246        264      1,095         28        236     -1,991
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       24.9        0.6       61.1       31.3        5.0        5.6       23.2        1.7        3.6        2.0        0.0       15.3       11.3
 
Number of Traders in Each Category                                    Total Traders:       278 
        18         14         12         80         44         42         30         55         20         22         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    27,654
Positions
       584      9,919          0      9,998      3,744      2,619        517      4,463          7          0        589          2     13,927      6,311
 
Changes from:       August 13, 2019                                  Total Change is:      -538
       -11        -60          0       -230     -1,012        878          0       -604          3          0          0          0     -1,178        257
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       35.9        0.0       36.2       13.5        9.5        1.9       16.1        0.0        0.0        2.1        0.0       50.4       22.8
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0         13          4          9          .          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    24,899
Positions
     3,995      3,172        497      4,320     10,777      3,954      5,989          0          2          0          0          0      6,142      6,497
 
Changes from:       August 13, 2019                                  Total Change is:      -551
         8        -71         -4        -32       -491        379       -237       -407          0          0          0          0       -665         43
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       12.7        2.0       17.4       43.3       15.9       24.1        0.0        0.0        0.0        0.0        0.0       24.7       26.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          5          9          8          4          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   169,175
Positions
    88,315      7,066      1,261     13,410     54,867      3,202     30,312     56,509      3,810          0      2,479          0     28,865     39,981
 
Changes from:       August 13, 2019                                  Total Change is:    -6,422
      -241       -391       -438        -48     -1,847        379     -4,088     -3,293       -522          0        679          0     -1,464       -989
 
Percent of Open Interest Represented by Each Category of Trader
      52.2        4.2        0.7        7.9       32.4        1.9       17.9       33.4        2.3        0.0        1.5        0.0       17.1       23.6
 
Number of Traders in Each Category                                    Total Traders:        88 
         8          6          4         11         19         10         16         25          9          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    65,031
Positions
     1,960     49,157          0     53,029          0        103      7,149     12,989         99        610      1,228          0      2,081      1,455
 
Changes from:       August 13, 2019                                  Total Change is:    -1,023
     1,477        -21          0       -974          0       -305     -1,336       -884       -206        231         26          0         90        367
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       75.6        0.0       81.5        0.0        0.2       11.0       20.0        0.2        0.9        1.9        0.0        3.2        2.2
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          6          0          8          0          .         10          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   197,525
Positions
     1,781    138,650        800    103,171      8,887      1,106     80,594     27,720      1,236      2,795     15,600          0      6,042      3,526
 
Changes from:       August 13, 2019                                  Total Change is:   -14,974
      -550    -17,442          0    -15,789       -170        286      1,287      2,058        -63       -200        187          0         55        170
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       70.2        0.4       52.2        4.5        0.6       40.8       14.0        0.6        1.4        7.9        0.0        3.1        1.8
 
Number of Traders in Each Category                                    Total Traders:       149 
         .          9          .         28          8          4         50         33          8          8         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    40,931
Positions
     1,400      8,459          0      3,391     21,342          0     33,110      8,946         13        996        633          0      2,021      1,538
 
Changes from:       August 13, 2019                                  Total Change is:    10,584
         0        430          0        319      9,275          0     10,515        594        -72         70        163          0       -248        194
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       20.7        0.0        8.3       52.1        0.0       80.9       21.9        0.0        2.4        1.5        0.0        4.9        3.8
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          .          0          .          4          0         10         15          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    62,760
Positions
    35,556      1,597         92      2,832     27,607        388     17,716     21,453      2,321      1,177      2,859          5      2,673      6,438
 
Changes from:       August 13, 2019                                  Total Change is:     2,865
     2,307     -3,474         83       -342      3,919        -25        852      2,103         54        -78        244          0         14        -39
 
Percent of Open Interest Represented by Each Category of Trader
      56.7        2.5        0.1        4.5       44.0        0.6       28.2       34.2        3.7        1.9        4.6        0.0        4.3       10.3
 
Number of Traders in Each Category                                    Total Traders:       110 
        10          .          .          6         22          .         22         33         11          5         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    16,895
Positions
     3,521      4,153          0      8,054      2,064        180      4,544      7,973         16        113        296          0        467      2,213
 
Changes from:       August 13, 2019                                  Total Change is:       893
       911          0          0     -4,427       -211        180      4,165        735         15        113         20          0        -64        154
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       24.6        0.0       47.7       12.2        1.1       26.9       47.2        0.1        0.7        1.8        0.0        2.8       13.1
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          .          0          4          .          .          .         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    41,103
Positions
     6,693     25,908      1,268     11,610      2,003        732     12,179      1,635        318      1,211      1,298          0      7,093      7,943
 
Changes from:       August 13, 2019                                  Total Change is:    -4,506
       900     -3,620        -12     -3,589       -106        131     -1,147       -476       -145         20        173          0       -664       -452
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       63.0        3.1       28.2        4.9        1.8       29.6        4.0        0.8        2.9        3.2        0.0       17.3       19.3
 
Number of Traders in Each Category                                    Total Traders:        89 
        10         20          4         15          7          4         20          8          4          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    82,206
Positions
    13,386     51,816      2,535     23,220      4,005      1,464     24,358      3,269        635      2,422      2,596          0     14,186     15,886
 
Changes from:       August 13, 2019                                  Total Change is:    -9,012
     1,799     -7,239        -24     -7,177       -212        262     -2,294       -951       -290         40        346          0     -1,328       -904
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       63.0        3.1       28.2        4.9        1.8       29.6        4.0        0.8        2.9        3.2        0.0       17.3       19.3
 
Number of Traders in Each Category                                    Total Traders:        89 
        10         20          4         15          7          4         20          8          4          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    39,445
Positions
         0     32,434        265     28,667          0        521        510      1,634          0          0      1,404          0      9,482      3,187
 
Changes from:       August 13, 2019                                  Total Change is:     3,334
         0        678          0     -4,352          0         25          0       -169          0          0         60          0      7,661      2,740
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       82.2        0.7       72.7        0.0        1.3        1.3        4.1        0.0        0.0        3.6        0.0       24.0        8.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          7          .         11          0          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   546,962
Positions
    50,687    104,187     20,916    282,087    148,395     55,765     26,577     66,877     18,554     18,656     63,062      1,237     72,484     67,971
 
Changes from:       August 13, 2019                                  Total Change is:     5,842
     3,582     -1,007        744     -4,881     13,287       -229      1,513     -6,942      1,322        454     -2,801         10      3,326      1,457
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       19.0        3.8       51.6       27.1       10.2        4.9       12.2        3.4        3.4       11.5        0.2       13.3       12.4
 
Number of Traders in Each Category                                    Total Traders:       575 
        32         40         35        155        104        116         62        108         56         28         44         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    31,668
Positions
     7,816     11,402          2      3,428      1,051          0      5,243      3,771        441          0          0          0     14,738     15,001
 
Changes from:       August 13, 2019                                  Total Change is:     1,590
     1,903       -777          2       -382          0          0       -138        -73        411          0          0          0       -206      2,027
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       36.0        0.0       10.8        3.3        0.0       16.6       11.9        1.4        0.0        0.0        0.0       46.5       47.4
 
Number of Traders in Each Category                                    Total Traders:        28 
         6          8          .          .          .          0          6          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    15,085
Positions
     6,388     10,538          0      4,401      2,450      1,106      1,173        412          1          0          0          0      2,016        578
 
Changes from:       August 13, 2019                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      42.3       69.9        0.0       29.2       16.2        7.3        7.8        2.7        0.0        0.0        0.0        0.0       13.4        3.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          7          0          5          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is     7,949
Positions
     2,567      7,004          1      2,927          0         45        613        229          0          0          0          0      1,796        670
 
Changes from:       August 13, 2019                                  Total Change is:       103
        46        443          0       -314          0          0         32       -202          0          0          0          0        339       -138
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       88.1        0.0       36.8        0.0        0.6        7.7        2.9        0.0        0.0        0.0        0.0       22.6        8.4
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          7          .          5          0          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 2,576,472
Positions
   247,978    497,549     70,946  1,396,839    740,261    275,281    132,157    341,015     65,078     93,281    315,310      6,183    288,729    264,849
 
Changes from:       August 13, 2019                                  Total Change is:    21,260
    15,941      6,397     -3,834    -22,033     66,899     -1,608      7,007    -35,596      5,805      2,270    -14,004         50     17,662     -2,849
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       19.3        2.8       54.2       28.7       10.7        5.1       13.2        2.5        3.6       12.2        0.2       11.2       10.3
 
Number of Traders in Each Category                                    Total Traders:       571 
        33         37         32        156        103        116         61        107         53         28         44         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    17,592
Positions
     6,672     12,746          0      7,397          0        742        524      1,043          0          0        322          0      2,257      2,739
 
Changes from:       August 13, 2019                                  Total Change is:      -274
         0       -257          0       -367          0          0        292        206          0          0         20          0       -199       -243
 
Percent of Open Interest Represented by Each Category of Trader
      37.9       72.5        0.0       42.0        0.0        4.2        3.0        5.9        0.0        0.0        1.8        0.0       12.8       15.6
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          7          0          5          0          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    19,646
Positions
     5,741     14,058          0     11,717          0          0        216        905          0          0          0          0      1,972      4,683
 
Changes from:       August 13, 2019                                  Total Change is:       980
     1,103        585          0        -17          0          0       -209        274          0          0          0          0        103        121
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       71.6        0.0       59.6        0.0        0.0        1.1        4.6        0.0        0.0        0.0        0.0       10.0       23.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          6          0          6          0          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    15,354
Positions
     8,213      5,499          0      2,825      8,181        832      1,105          0          1          0          0          0      2,378        841
 
Changes from:       August 13, 2019                                  Total Change is:        91
       238        -77          0         45        276       -242       -108          0          0          0          0          0        158        134
 
Percent of Open Interest Represented by Each Category of Trader
      53.5       35.8        0.0       18.4       53.3        5.4        7.2        0.0        0.0        0.0        0.0        0.0       15.5        5.5
 
Number of Traders in Each Category                                    Total Traders:        25 
         6          7          0          .          5          .          4          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    68,327
Positions
     9,367     11,638        602     44,244     39,278      2,496      1,716      2,094        385          0      7,816          0      9,517      4,018
 
Changes from:       August 13, 2019                                  Total Change is:    -1,251
       413        208       -123     -1,227        479         46         67     -1,907         48          0          0          0       -475         -2
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       17.0        0.9       64.8       57.5        3.7        2.5        3.1        0.6        0.0       11.4        0.0       13.9        5.9
 
Number of Traders in Each Category                                    Total Traders:        76 
         6          7          .         34         18         11          4          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    38,354
Positions
     8,887      7,227        364     16,500      7,247      1,192      3,655     10,888        798        742      2,318          6      6,210      8,313
 
Changes from:       August 13, 2019                                  Total Change is:      -475
     1,258     -1,319         -1       -798        191        108       -914        889        -60         57       -466          1       -125        183
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       18.8        0.9       43.0       18.9        3.1        9.5       28.4        2.1        1.9        6.0        0.0       16.2       21.7
 
Number of Traders in Each Category                                    Total Traders:       246 
        23         24          6         54         35         25         21         57         18         12         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   191,768
Positions
    44,433     36,135      1,818     82,499     36,237      5,961     18,276     54,442      3,989      3,712     11,592         31     31,049     41,563
 
Changes from:       August 13, 2019                                  Total Change is:    -2,374
     6,288     -6,594         -7     -3,989        955        538     -4,570      4,443       -301        287     -2,331          6       -626        917
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       18.8        0.9       43.0       18.9        3.1        9.5       28.4        2.1        1.9        6.0        0.0       16.2       21.7
 
Number of Traders in Each Category                                    Total Traders:       246 
        23         24          6         54         35         25         21         57         18         12         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   452,305
Positions
    97,860     37,474     10,918    213,139    236,471     33,444     63,344     76,967      4,547     10,538     30,640        208     18,307     21,636
 
Changes from:       August 13, 2019                                  Total Change is:     3,230
     1,005     -2,969      1,636     -2,933      6,458       -241      9,683      2,806     -5,467        521     -1,011        200     -1,174      1,818
 
Percent of Open Interest Represented by Each Category of Trader
      21.6        8.3        2.4       47.1       52.3        7.4       14.0       17.0        1.0        2.3        6.8        0.0        4.0        4.8
 
Number of Traders in Each Category                                    Total Traders:       299 
        25         19          6         74         61         42         41         53         18          9         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    30,898
Positions
     4,316      3,799        112     10,486        667         40      8,104     20,893      1,077      1,500          0          0      5,263      4,310
 
Changes from:       August 13, 2019                                  Total Change is:     2,062
     2,142          0       -217       -953         77         11      1,114      1,513          4       -322          0          0        283        674
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       12.3        0.4       33.9        2.2        0.1       26.2       67.6        3.5        4.9        0.0        0.0       17.0       13.9
 
Number of Traders in Each Category                                    Total Traders:        34 
         6          .          .         13          .          .          5          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    58,818
Positions
     4,967     16,219         50     14,207     16,159        944     26,809     16,371      1,926      1,145      1,446          0      8,770      5,703
 
Changes from:       August 13, 2019                                  Total Change is:     1,615
    -1,443      1,933       -117        810       -465        120      1,101      6,881       -172          0        167          0      1,316     -6,732
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       27.6        0.1       24.2       27.5        1.6       45.6       27.8        3.3        1.9        2.5        0.0       14.9        9.7
 
Number of Traders in Each Category                                    Total Traders:        80 
         7         10          .         14         10         10         14         19          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   343,167
Positions
    33,316    172,245      2,154    243,515    117,634     31,070     23,565      7,831        321      1,065      6,264          0      8,161      5,648
 
Changes from:       August 13, 2019                                  Total Change is:    -4,473
    -4,307    -14,604        695     -8,457      8,638      4,520      3,242        124        -55          0     -2,046          0       -111     -1,745
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       50.2        0.6       71.0       34.3        9.1        6.9        2.3        0.1        0.3        1.8        0.0        2.4        1.6
 
Number of Traders in Each Category                                    Total Traders:       172 
        11         13          6         67         41         32         21         12          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 1,244,209
Positions
   102,245    658,435      2,969    830,754    385,815    115,248    117,491     41,553      3,142     34,681     13,723      5,474     32,205     17,850
 
Changes from:       August 13, 2019                                  Total Change is:     1,053
     5,315    -44,363       -393    -27,313     30,567      8,260      7,353     11,962       -878      8,519        -29         46        144     -4,119
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       52.9        0.2       66.8       31.0        9.3        9.4        3.3        0.3        2.8        1.1        0.4        2.6        1.4
 
Number of Traders in Each Category                                    Total Traders:       422 
        28         20          7        158         89         93         52         35         17         27         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   116,556
Positions
    45,212     68,031     47,134      5,907        420        560     15,862          0        306      1,550          0          0         25        105
 
Changes from:       August 13, 2019                                  Total Change is:    -2,241
      -800       -257     -1,984          3          0          0        540          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       58.4       40.4        5.1        0.4        0.5       13.6        0.0        0.3        1.3        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        35 
         4         18         10          5          .          .          5          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 1,019,215
Positions
    18,367    123,785      7,124    455,891    270,815    182,920     75,919    206,747     43,697     60,784     34,933        690    173,823    148,504
 
Changes from:       August 13, 2019                                  Total Change is:    20,275
     1,341      5,993      2,000    -12,880    -31,784      1,149      1,034      2,894     21,670      3,550      1,077        317      2,094     16,959
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       12.1        0.7       44.7       26.6       17.9        7.4       20.3        4.3        6.0        3.4        0.1       17.1       14.6
 
Number of Traders in Each Category                                    Total Traders:       188 
         6         22         10         61         26         52         19         39         27         10          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 1,213,876
Positions
    18,542    166,606      6,123    698,796     27,932    179,323     26,901    669,495     57,366     39,573     10,424          0    187,252     96,607
 
Changes from:       August 13, 2019                                  Total Change is:   -10,731
     5,093    -40,656     -1,006    -46,152      2,878      8,224     -2,000    -13,624     20,144     -1,623      5,043          0      6,589      8,266
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       13.7        0.5       57.6        2.3       14.8        2.2       55.2        4.7        3.3        0.9        0.0       15.4        8.0
 
Number of Traders in Each Category                                    Total Traders:       132 
         .         12          5         67         12         54         12         22         16          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 3,925,900
Positions
   160,954    280,082     55,525  1,855,539    605,992    199,502    647,346  2,178,381    298,962    474,562    173,697      7,975    225,535    125,784
 
Changes from:       August 13, 2019                                  Total Change is:   -59,586
     2,742     27,220     -7,745    -63,372    -36,815        -55      5,201      4,246    -37,293     32,614     -4,382      1,047      7,275     -5,809
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        7.1        1.4       47.3       15.4        5.1       16.5       55.5        7.6       12.1        4.4        0.2        5.7        3.2
 
Number of Traders in Each Category                                    Total Traders:       366 
        25         29         17        121         31         76         56         61         45         26         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 4,048,888
Positions
   191,929    333,375     88,374  1,766,235    682,627    774,861    304,096  1,266,701    232,954    223,196    269,558     10,997    456,246    389,441
 
Changes from:       August 13, 2019                                  Total Change is:    10,031
    -7,387     27,165     25,640     28,346     46,097     -7,521    -20,518    -80,669      1,562      4,651     -3,362     -1,907    -12,835      3,026
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        8.2        2.2       43.6       16.9       19.1        7.5       31.3        5.8        5.5        6.7        0.3       11.3        9.6
 
Number of Traders in Each Category                                    Total Traders:       404 
        24         42         27        103         64        102         65         62         55         27         17          8
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Traders in Financial Futures - Futures Only Positions as of August 20, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   799,512
Positions
    74,461     54,646      3,413    316,232    253,104    127,585     93,896    172,893     10,818     54,947     19,497          0    118,160    157,556
 
Changes from:       August 13, 2019                                  Total Change is:     2,374
    26,425      2,009      2,056    -16,594    -27,363      6,875    -14,904     24,054        166          0        231          0     -1,650     -5,654
 
Percent of Open Interest Represented by Each Category of Trader
       9.3        6.8        0.4       39.6       31.7       16.0       11.7       21.6        1.4        6.9        2.4        0.0       14.8       19.7
 
Number of Traders in Each Category                                    Total Traders:       112 
         5         11          .         31         30         41         11         19          9          .          .          0
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Traders in Financial Futures - Futures Only Positions as of August 20, 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 4,677,775
Positions
    79,144    468,731     73,452  2,073,200    732,476    850,531    404,634  1,514,426    390,771    399,696    233,968     22,716    383,631    390,704
 
Changes from:       August 13, 2019                                  Total Change is:    34,032
       325     30,136     -1,373    -12,080     -3,926    -25,300     12,245    -71,373     22,077     -6,874    -18,487     20,003     25,009     82,275
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       10.0        1.6       44.3       15.7       18.2        8.7       32.4        8.4        8.5        5.0        0.5        8.2        8.4
 
Number of Traders in Each Category                                    Total Traders:       338 
        16         38         19         91         50         83         37         71         52         18         17          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 1,925,207
Positions
   429,759    306,762    643,451     15,331     52,931     43,023    248,010    403,164    395,865     98,809     22,971      9,838     41,121     47,202
 
Changes from:       August 13, 2019                                  Total Change is:    68,614
   -14,677     17,513     16,608      4,979     15,956       -525     19,344    -19,378     41,774      1,014       -158        481       -384     -3,657
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       15.9       33.4        0.8        2.7        2.2       12.9       20.9       20.6        5.1        1.2        0.5        2.1        2.5
 
Number of Traders in Each Category                                    Total Traders:       157 
        30         33         48          .          5          4         34         36         56          9          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is12,977,628
Positions
 1,860,523  1,843,317  3,031,808    321,432  2,394,150    421,085  2,924,480    685,850  3,507,070    137,959    125,586     65,986    707,285    902,776
 
Changes from:       August 13, 2019                                  Total Change is:  -380,083
    11,254     -9,530   -136,657    -17,048    -36,553    -57,197    -87,918    -12,726    -64,943     -7,667     -7,039     -4,940    -14,967    -50,498
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       14.2       23.4        2.5       18.4        3.2       22.5        5.3       27.0        1.1        1.0        0.5        5.5        7.0
 
Number of Traders in Each Category                                    Total Traders:       259 
        34         41         68         14         22         22         65         44         93         14         12         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   104,687
Positions
     9,137     44,657     11,994      9,073      1,824        114     42,312     13,769     29,627        305        799        948      1,177        955
 
Changes from:       August 13, 2019                                  Total Change is:     6,579
     5,184      5,710     -1,723        232          0          9      3,204      2,591       -478        -16        134         13        154        323
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       42.7       11.5        8.7        1.7        0.1       40.4       13.2       28.3        0.3        0.8        0.9        1.1        0.9
 
Number of Traders in Each Category                                    Total Traders:        47 
         .         12          9          .          .          .          9         15         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   136,741
Positions
    27,871     16,707     14,059      2,265     13,981     10,194     54,762     55,085     25,656      1,018        162        519        397        378
 
Changes from:       August 13, 2019                                  Total Change is:    12,187
     3,450       -300        363          0     -3,654      2,972      7,192     15,206     -2,686        416       -151        284        196        153
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       12.2       10.3        1.7       10.2        7.5       40.0       40.3       18.8        0.7        0.1        0.4        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        70 
        11          9         13          .          .          .         15         24         27          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    26,943
Positions
        80     15,424          0      1,266      4,190          0     20,589      4,502         67      4,908      1,152          0         33      1,608
 
Changes from:       August 13, 2019                                  Total Change is:       343
         0         98          0         12        114          0        487        276          0       -165        -50          0          9        -95
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       57.2        0.0        4.7       15.6        0.0       76.4       16.7        0.2       18.2        4.3        0.0        0.1        6.0
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          4          0          .          9          0          .          5          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is     9,684
Positions
     4,138      2,711          0      1,182      1,437          0      4,312      3,228          0          0        207          0         52      2,101
 
Changes from:       August 13, 2019                                  Total Change is:       -57
       -19       -147          0          0        -73          0        -56        130          0          0          0          0         18         33
 
Percent of Open Interest Represented by Each Category of Trader
      42.7       28.0        0.0       12.2       14.8        0.0       44.5       33.3        0.0        0.0        2.1        0.0        0.5       21.7
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          .          8          0          4          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    48,848
Positions
    17,746        312     16,597          0        160          0          0     13,175     12,729         30      4,085      1,746          0         44
 
Changes from:       August 13, 2019                                  Total Change is:       -96
       -90          0          0          0         40          0          0       -167          0          0          0          0         -6         31
 
Percent of Open Interest Represented by Each Category of Trader
      36.3        0.6       34.0        0.0        0.3        0.0        0.0       27.0       26.1        0.1        8.4        3.6        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          0          .          0          0         11          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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     4,485
Positions
         0         50          0        266        224          5      1,836      2,209         13        463      1,350        206      1,696        428
 
Changes from:       August 13, 2019                                  Total Change is:      -244
         0          0          0         44          0          5       -166       -271         -7       -184          4        116        -52        -91
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        1.1        0.0        5.9        5.0        0.1       40.9       49.3        0.3       10.3       30.1        4.6       37.8        9.5
 
Number of Traders in Each Category                                    Total Traders:        43 
         0          .          0          4          .          .         10         12          .          9          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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    56,089
Positions
       603     29,364          0     26,627      2,323        474     20,945     19,555      1,561      1,726        772        172      3,981      1,868
 
Changes from:       August 13, 2019                                  Total Change is:     1,089
         0        107          0      1,620          5         -1       -962      1,372       -632        537         29          5        522        204
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       52.4        0.0       47.5        4.1        0.8       37.3       34.9        2.8        3.1        1.4        0.3        7.1        3.3
 
Number of Traders in Each Category                                    Total Traders:        95 
         .          .          0         15          6          .         32         18         10         14          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   399,983
Positions
    76,912     30,717     26,993    128,666     67,845     18,887     34,070    140,377     71,497      8,654      4,567     12,493     21,811     26,607
 
Changes from:       August 13, 2019                                  Total Change is:    -4,207
    -3,913      6,537      4,891     -9,405        749     -2,335      1,500    -17,615      5,996        494       -702       -717       -718     -1,011
 
Percent of Open Interest Represented by Each Category of Trader
      19.2        7.7        6.7       32.2       17.0        4.7        8.5       35.1       17.9        2.2        1.1        3.1        5.5        6.7
 
Number of Traders in Each Category                                    Total Traders:       202 
        14         16         20         31         24         25         29         58         53          9          9         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    26,402
Positions
     2,906        648      1,236      7,763     14,224      2,631     10,670      7,232        101        920        293          0        175         37
 
Changes from:       August 13, 2019                                  Total Change is:    -1,332
      -510        104       -104       -609       -437        -90        -30       -826          0          2         31          0          9        -10
 
Percent of Open Interest Represented by Each Category of Trader
      11.0        2.5        4.7       29.4       53.9       10.0       40.4       27.4        0.4        3.5        1.1        0.0        0.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          .          .          9          6          .          4          8          .         12          .          0
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Updated August 23, 2019