Traders in Financial Futures - Futures Only Positions as of November 12, 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   182,793
Positions
     6,029    107,062        214     54,015     13,814      5,896     60,488     30,300      2,374     18,267      2,079         31     35,479     21,023
 
Changes from:       November 5, 2019                                 Total Change is:   -10,089
     1,308    -10,963         60    -11,705      2,275        664        733     -4,540      1,574      1,055          0         12     -3,790        829
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       58.6        0.1       29.5        7.6        3.2       33.1       16.6        1.3       10.0        1.1        0.0       19.4       11.5
 
Number of Traders in Each Category                                    Total Traders:       114 
         5         10          .         25          9         12         30         21         11         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    68,066
Positions
    38,272      1,534         24        881     25,173        471     18,195     15,320         59        968      1,565          0      9,196     23,920
 
Changes from:       November 5, 2019                                 Total Change is:       211
     1,996       -419         24         35      1,526          0     -1,200     -1,673        -15       -550          0          0        -79        768
 
Percent of Open Interest Represented by Each Category of Trader
      56.2        2.3        0.0        1.3       37.0        0.7       26.7       22.5        0.1        1.4        2.3        0.0       13.5       35.1
 
Number of Traders in Each Category                                    Total Traders:        56 
         9          .          .          .         15          .         11         15          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   209,312
Positions
    60,559     38,682      2,087     59,018     67,006      6,811     41,851     51,950      4,893      7,973      9,121          0     26,120     28,762
 
Changes from:       November 5, 2019                                 Total Change is:     2,995
    -5,741      5,876        812      8,148       -706         51         -9     -1,733       -706        744          0          0       -304       -599
 
Percent of Open Interest Represented by Each Category of Trader
      28.9       18.5        1.0       28.2       32.0        3.3       20.0       24.8        2.3        3.8        4.4        0.0       12.5       13.7
 
Number of Traders in Each Category                                    Total Traders:       113 
         5          9          6         19         27         14         21         27         10          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   183,480
Positions
    70,363     29,344         88     32,131     46,883      9,923     36,442     53,074      3,432      1,560      7,074          0     29,541     33,662
 
Changes from:       November 5, 2019                                 Total Change is:     6,374
     4,062     -1,756       -331      4,959      1,053      2,325     -5,691      5,350     -2,201       -189      2,463          0      3,440       -529
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       16.0        0.0       17.5       25.6        5.4       19.9       28.9        1.9        0.9        3.9        0.0       16.1       18.3
 
Number of Traders in Each Category                                    Total Traders:       115 
         8          8          .         14         24         11         27         28         12          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   569,527
Positions
    37,325    156,847      4,750    346,877    169,889     27,133     39,577    137,093      5,639     20,093     11,042        227     87,906     56,907
 
Changes from:       November 5, 2019                                 Total Change is:     6,191
       790      3,648        312      5,791     14,591       -903     -2,534     -6,088         90      4,258     -1,526     -5,069      3,456      1,136
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       27.5        0.8       60.9       29.8        4.8        6.9       24.1        1.0        3.5        1.9        0.0       15.4       10.0
 
Number of Traders in Each Category                                    Total Traders:       278 
        17          8         12         87         45         45         38         45         20         24         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    26,731
Positions
       756      7,914          0      9,254      6,924      2,678      2,787      1,805          0          0        410          2     11,254      6,998
 
Changes from:       November 5, 2019                                 Total Change is:      -469
         0         51          0        117       -251         24       -417          0          0          0          0          0       -193       -293
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       29.6        0.0       34.6       25.9       10.0       10.4        6.8        0.0        0.0        1.5        0.0       42.1       26.2
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          0         12          6          9          4          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    22,062
Positions
     5,317      1,874        559      7,031     10,340      2,024          0      1,920          0          0        531         49      7,082      4,765
 
Changes from:       November 5, 2019                                 Total Change is:       196
       -24         92          0         82         92         -1          0       -171          0          0         20          0        139        164
 
Percent of Open Interest Represented by Each Category of Trader
      24.1        8.5        2.5       31.9       46.9        9.2        0.0        8.7        0.0        0.0        2.4        0.2       32.1       21.6
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          6          8          8          0          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   160,129
Positions
    67,119     10,257        263     13,495     58,834      3,205     36,494     43,328      1,035      8,595      9,954          0     29,923     33,253
 
Changes from:       November 5, 2019                                 Total Change is:    -1,282
     5,425     -4,489        -21      1,695     10,271       -705     -7,965     -2,913        980        563          0          0     -1,254     -4,405
 
Percent of Open Interest Represented by Each Category of Trader
      41.9        6.4        0.2        8.4       36.7        2.0       22.8       27.1        0.6        5.4        6.2        0.0       18.7       20.8
 
Number of Traders in Each Category                                    Total Traders:        89 
         8          .          6          9         21          8         16         27          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    55,752
Positions
       900     42,293          0     45,302          0          9      6,524      9,247          0      1,077      3,096          0      1,940      1,107
 
Changes from:       November 5, 2019                                 Total Change is:       329
      -308          0          0      1,145          0          0       -231        384          0        -67        -37          0       -210        -18
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       75.9        0.0       81.3        0.0        0.0       11.7       16.6        0.0        1.9        5.6        0.0        3.5        2.0
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          4          0         10          0          .         14          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   298,167
Positions
       595    177,359        800    162,716      8,582        215    109,656     85,981      3,707     14,364     17,815          0      6,114      3,708
 
Changes from:       November 5, 2019                                 Total Change is:      -867
      -166      5,233          0        989      2,011       -755     -5,537     -9,972      3,120      2,549       -737          0     -1,067        233
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       59.5        0.3       54.6        2.9        0.1       36.8       28.8        1.2        4.8        6.0        0.0        2.1        1.2
 
Number of Traders in Each Category                                    Total Traders:       177 
         .         12          .         32          8          .         58         35         11         13         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    53,541
Positions
    43,918          0          0      4,225     37,909          0      1,537     11,610          8        837      2,131          0      3,016      1,883
 
Changes from:       November 5, 2019                                 Total Change is:      -474
       -34       -142          0      1,556       -513          0       -602       -911       -161     -1,266        833          0         33        420
 
Percent of Open Interest Represented by Each Category of Trader
      82.0        0.0        0.0        7.9       70.8        0.0        2.9       21.7        0.0        1.6        4.0        0.0        5.6        3.5
 
Number of Traders in Each Category                                    Total Traders:        45 
         4          0          0          5          6          0          8         16          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    79,394
Positions
    52,374      2,336        252      3,729     36,181         73     16,468     31,564        461      2,943      2,776          6      3,088      5,745
 
Changes from:       November 5, 2019                                 Total Change is:     4,068
     1,823        200         -3       -525      3,545       -334      3,006        636        149          6       -248          0        -54        123
 
Percent of Open Interest Represented by Each Category of Trader
      66.0        2.9        0.3        4.7       45.6        0.1       20.7       39.8        0.6        3.7        3.5        0.0        3.9        7.2
 
Number of Traders in Each Category                                    Total Traders:       104 
         9          .          .          5         26          .         22         27          6          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    13,741
Positions
       971      1,500          1     11,848      2,322          0        155      7,504          0          0        329          0        766      2,085
 
Changes from:       November 5, 2019                                 Total Change is:       419
        -1          0          1        405         33          0          3        284        -19          0          0          0         30        120
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       10.9        0.0       86.2       16.9        0.0        1.1       54.6        0.0        0.0        2.4        0.0        5.6       15.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          .          4          0          .          8          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    56,876
Positions
    13,366     34,688      1,158     16,215        948      1,725     13,597      5,483      1,993        584      1,830          0      8,240      9,053
 
Changes from:       November 5, 2019                                 Total Change is:      -689
      -195     -2,369        100     -1,333        717        611       -275       -886        574        -35         12          0       -137        553
 
Percent of Open Interest Represented by Each Category of Trader
      23.5       61.0        2.0       28.5        1.7        3.0       23.9        9.6        3.5        1.0        3.2        0.0       14.5       15.9
 
Number of Traders in Each Category                                    Total Traders:       108 
        10         21          5         19          .          7         34         11          6          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   113,751
Positions
    26,731     69,375      2,315     32,429      1,896      3,449     27,194     10,965      3,985      1,168      3,660          0     16,480     18,106
 
Changes from:       November 5, 2019                                 Total Change is:    -1,378
      -389     -4,738        200     -2,666      1,433      1,222       -549     -1,771      1,147        -69         24          0       -274      1,105
 
Percent of Open Interest Represented by Each Category of Trader
      23.5       61.0        2.0       28.5        1.7        3.0       23.9        9.6        3.5        1.0        3.2        0.0       14.5       15.9
 
Number of Traders in Each Category                                    Total Traders:       108 
        10         21          5         19          .          7         34         11          6          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    33,909
Positions
     2,916     25,728          0     28,138        840        292          0      4,810          0          0        448          0      2,563      1,791
 
Changes from:       November 5, 2019                                 Total Change is:    -6,002
       -34     -6,270          0     -6,154        -60        -20          0        207          0          0          0          0        206        141
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       75.9        0.0       83.0        2.5        0.9        0.0       14.2        0.0        0.0        1.3        0.0        7.6        5.3
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          7          0         12          .          .          0          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   574,424
Positions
    55,066    136,579     38,471    291,330    106,750     51,234     36,393     93,259     14,343     18,842     68,610      1,607     67,138     63,571
 
Changes from:       November 5, 2019                                 Total Change is:    16,129
      -475      6,505      8,452      5,481     -5,137      1,195       -584        676       -318        513      2,516        242      1,624      1,998
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       23.8        6.7       50.7       18.6        8.9        6.3       16.2        2.5        3.3       11.9        0.3       11.7       11.1
 
Number of Traders in Each Category                                    Total Traders:       575 
        34         36         32        176         87        114         66        102         60         31         42         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    24,364
Positions
     6,080     12,848          0      2,017      1,051          0      1,491      1,429          0          0          0          0     14,776      9,036
 
Changes from:       November 5, 2019                                 Total Change is:     1,595
      -598      2,350          0          0          0          0       -347       -256       -800          0          0          0      3,340        301
 
Percent of Open Interest Represented by Each Category of Trader
      25.0       52.7        0.0        8.3        4.3        0.0        6.1        5.9        0.0        0.0        0.0        0.0       60.6       37.1
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          6          0          .          .          0          6          7          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 2,750,302
Positions
   271,719    645,446    165,563  1,448,889    530,818    253,847    183,592    468,230     62,633     94,212    343,051      8,037    261,810    272,677
 
Changes from:       November 5, 2019                                 Total Change is:    72,672
     4,039     24,203     38,833     27,257    -25,832      6,125     -1,752      4,095      2,975      2,567     12,580      1,210     -8,582      8,483
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       23.5        6.0       52.7       19.3        9.2        6.7       17.0        2.3        3.4       12.5        0.3        9.5        9.9
 
Number of Traders in Each Category                                    Total Traders:       574 
        35         35         31        177         86        114         66        101         54         31         42         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    23,376
Positions
    11,865     13,842          0      7,147      2,718        982        435      2,386          0          0        357          0      2,947      3,091
 
Changes from:       November 5, 2019                                 Total Change is:     1,354
      -238      1,008         -1      1,647          0       -214         86          0          0          0          0          0         74        561
 
Percent of Open Interest Represented by Each Category of Trader
      50.8       59.2        0.0       30.6       11.6        4.2        1.9       10.2        0.0        0.0        1.5        0.0       12.6       13.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          8          0          4          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    22,206
Positions
     5,003     10,887         57     13,976          0          0        853      1,702          2          0          0          0      2,315      9,558
 
Changes from:       November 5, 2019                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       49.0        0.3       62.9        0.0        0.0        3.8        7.7        0.0        0.0        0.0        0.0       10.4       43.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          6          .          6          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    10,399
Positions
     3,678      8,718          0      4,241        783          0      1,013          0          0          0          0          0      1,467        898
 
Changes from:       November 5, 2019                                 Total Change is:       494
       100        275          0       -427          0          0        622          0          0          0          0          0        199        219
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       83.8        0.0       40.8        7.5        0.0        9.7        0.0        0.0        0.0        0.0        0.0       14.1        8.6
 
Number of Traders in Each Category                                    Total Traders:        22 
         .         10          0          5          .          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    13,493
Positions
     3,845      6,882      1,000      3,074      1,002      2,006        918        883          0          0          0          0      2,650      1,720
 
Changes from:       November 5, 2019                                 Total Change is:       697
      -799        561      1,000       -412       -783        835        451     -1,101          0          0          0          0       -378        185
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       51.0        7.4       22.8        7.4       14.9        6.8        6.5        0.0        0.0        0.0        0.0       19.6       12.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          6          .          4          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    73,471
Positions
     6,170     19,987        330     49,437     34,847      3,014      3,426      2,634        575          0      7,630          0     10,519      4,454
 
Changes from:       November 5, 2019                                 Total Change is:     1,433
       -51        803         35        964       -274        353        138       -320        180          0        -58          0       -186        714
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       27.2        0.4       67.3       47.4        4.1        4.7        3.6        0.8        0.0       10.4        0.0       14.3        6.1
 
Number of Traders in Each Category                                    Total Traders:        87 
         5         10          .         34         22         12         10          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    46,371
Positions
     6,742     11,054        604     19,061      8,063        992     10,884     13,457        882        717      2,418          6      6,483      8,895
 
Changes from:       November 5, 2019                                 Total Change is:     1,000
      -186        -79         10        761        349         12        222        447        286        -57         69          1        -48        -95
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       23.8        1.3       41.1       17.4        2.1       23.5       29.0        1.9        1.5        5.2        0.0       14.0       19.2
 
Number of Traders in Each Category                                    Total Traders:       249 
        23         23          7         54         31         30         42         47         19          9         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   231,853
Positions
    33,710     55,271      3,019     95,303     40,313      4,961     54,419     67,284      4,412      3,587     12,088         29     32,413     44,476
 
Changes from:       November 5, 2019                                 Total Change is:     5,002
      -930       -395         51      3,803      1,745         62      1,109      2,237      1,430       -285        344          4       -242       -476
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       23.8        1.3       41.1       17.4        2.1       23.5       29.0        1.9        1.5        5.2        0.0       14.0       19.2
 
Number of Traders in Each Category                                    Total Traders:       249 
        23         23          7         54         31         30         42         47         19          9         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   469,843
Positions
    60,482    109,736      9,243    255,420    201,916     33,529     68,598     61,440      8,520      9,419     28,757         10     24,622     16,692
 
Changes from:       November 5, 2019                                 Total Change is:     8,925
        59     19,524       -485      7,510    -10,452      1,259     -1,264     -1,133        997       -681     -1,231          3      1,527        443
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       23.4        2.0       54.4       43.0        7.1       14.6       13.1        1.8        2.0        6.1        0.0        5.2        3.6
 
Number of Traders in Each Category                                    Total Traders:       306 
        18         27          8         83         54         39         50         48         30         13         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    34,292
Positions
     4,179      6,664          0     12,538      1,096         43     10,597     20,326         47      1,378        919        419      5,091      4,778
 
Changes from:       November 5, 2019                                 Total Change is:        20
       137          0          0        503          0         12        214        436        -42        -71         85        209       -942       -680
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       19.4        0.0       36.6        3.2        0.1       30.9       59.3        0.1        4.0        2.7        1.2       14.8       13.9
 
Number of Traders in Each Category                                    Total Traders:        39 
         5          .          0         15          .          .          4          4          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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    72,370
Positions
     9,156     26,871        431     15,273     15,165        826     30,267     20,156        350      1,003      2,947        399     14,665      5,225
 
Changes from:       November 5, 2019                                 Total Change is:      -290
       950      1,228         74      1,332        265       -174       -190     -1,653       -282         94       -164        216     -2,310        200
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       37.1        0.6       21.1       21.0        1.1       41.8       27.9        0.5        1.4        4.1        0.6       20.3        7.2
 
Number of Traders in Each Category                                    Total Traders:        83 
         9         13          .         15          9          7         17         15          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   360,844
Positions
    39,545    210,961      2,344    263,637     84,892     25,933     18,011     22,039        404      1,168     10,958          0      9,802      3,313
 
Changes from:       November 5, 2019                                 Total Change is:     8,958
       648      7,748         20      7,771      1,067      1,070      1,813      1,039        -35     -2,038        882          0       -291     -2,833
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       58.5        0.6       73.1       23.5        7.2        5.0        6.1        0.1        0.3        3.0        0.0        2.7        0.9
 
Number of Traders in Each Category                                    Total Traders:       180 
        15         15          5         69         37         33         23         13          6          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 1,404,615
Positions
    74,300    917,843      6,497    999,214    277,487    105,733    121,171     58,393      4,363     57,823     15,787      3,440     32,074     15,072
 
Changes from:       November 5, 2019                                 Total Change is:    27,673
     5,868     43,770        658     19,378     -9,535      1,058      5,940     -8,631         96     -1,987     -1,793         10     -3,348      2,040
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       65.3        0.5       71.1       19.8        7.5        8.6        4.2        0.3        4.1        1.1        0.2        2.3        1.1
 
Number of Traders in Each Category                                    Total Traders:       432 
        31         17          9        173         73         90         62         29         19         38          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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   121,208
Positions
    41,877     86,107     34,440     20,388          0        420     21,879          0        180      1,994          0          0         30         61
 
Changes from:       November 5, 2019                                 Total Change is:       468
      -253       -120      1,078       -250          0          0        383          0         10          0          0          0       -500       -500
 
Percent of Open Interest Represented by Each Category of Trader
      34.5       71.0       28.4       16.8        0.0        0.3       18.1        0.0        0.1        1.6        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        42 
         5         17         15          8          0          .          9          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 1,024,997
Positions
     4,076    143,451      8,839    483,923    280,347    172,022     81,021    219,321     28,872     77,895     29,328          5    168,344    142,812
 
Changes from:       November 5, 2019                                 Total Change is:    29,571
    -1,146     13,747      1,915     -5,134     -1,733        185     16,921      5,988     11,874     -1,436     -5,917          0      6,392      3,512
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       14.0        0.9       47.2       27.4       16.8        7.9       21.4        2.8        7.6        2.9        0.0       16.4       13.9
 
Number of Traders in Each Category                                    Total Traders:       175 
         5         14          7         58         26         50         32         25         23          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 1,188,220
Positions
    45,110    138,292      7,126    659,420     75,665    183,908     67,209    656,949     23,723     41,342      6,469          1    160,381     96,087
 
Changes from:       November 5, 2019                                 Total Change is:    22,069
     1,330       -350      4,799      1,388      4,579      2,838      7,322      1,514      6,200        569        142          0     -2,377      2,347
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       11.6        0.6       55.5        6.4       15.5        5.7       55.3        2.0        3.5        0.5        0.0       13.5        8.1
 
Number of Traders in Each Category                                    Total Traders:       137 
         5         10          5         67         16         56         11         22         16          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 4,123,821
Positions
    93,493    264,667     65,953  1,803,441    814,452    323,004    937,015  2,077,870    299,764    395,928    147,568     11,835    193,388    118,708
 
Changes from:       November 5, 2019                                 Total Change is:    56,450
     6,261        948     16,649    -35,454     13,781     16,218      7,023    -49,258     47,265      9,949      1,353        859    -12,320      8,635
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        6.4        1.6       43.7       19.7        7.8       22.7       50.4        7.3        9.6        3.6        0.3        4.7        2.9
 
Number of Traders in Each Category                                    Total Traders:       371 
        23         27         13        123         31         69         73         47         44         32         15          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 3,924,536
Positions
   204,762    305,812    103,107  1,611,960    756,824    755,942    347,189  1,178,497    241,272    273,625    157,147      4,015    382,664    421,920
 
Changes from:       November 5, 2019                                 Total Change is:    16,067
    12,992     49,143     -4,936    -75,914      2,491      8,913     32,032    -62,174     11,171     47,715     -3,226      1,173    -17,079     13,512
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        7.8        2.6       41.1       19.3       19.3        8.8       30.0        6.1        7.0        4.0        0.1        9.8       10.8
 
Number of Traders in Each Category                                    Total Traders:       398 
        23         39         17        105         69         97         65         61         52         23         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   867,973
Positions
    94,907     27,453      6,087    274,058    310,851    151,965    168,912    174,183     18,228     52,835     23,928         24    100,957    155,254
 
Changes from:       November 5, 2019                                 Total Change is:    37,117
     7,838    -11,095      3,511     -3,684     21,620     -3,177     33,623     25,513      2,189      3,600        373          0     -6,783     -1,817
 
Percent of Open Interest Represented by Each Category of Trader
      10.9        3.2        0.7       31.6       35.8       17.5       19.5       20.1        2.1        6.1        2.8        0.0       11.6       17.9
 
Number of Traders in Each Category                                    Total Traders:       116 
         6          6          5         28         40         43         17         12         12          .          4          .
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Traders in Financial Futures - Futures Only Positions as of November 12, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,681,440
Positions
   103,619    362,032     94,599  2,008,124    850,727    919,987    636,409  1,674,702    250,914    348,572    200,428        965    318,251    327,086
 
Changes from:       November 5, 2019                                 Total Change is:   -28,316
     5,437    -33,605     15,142   -121,691     14,572     33,492    -21,214    -81,074     15,548     20,588     -2,323       -572     24,954     10,504
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        7.7        2.0       42.9       18.2       19.7       13.6       35.8        5.4        7.4        4.3        0.0        6.8        7.0
 
Number of Traders in Each Category                                    Total Traders:       317 
        13         33         15         87         48         78         39         62         47         24         11          .
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Traders in Financial Futures - Futures Only Positions as of November 12, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,950,593
Positions
   204,675    336,631    632,877      4,195    148,893     35,541    488,573    226,193    507,283     18,835      8,950      9,568     49,046     44,657
 
Changes from:       November 5, 2019                                 Total Change is:    80,583
   -42,522     39,397     39,645     -1,509    -10,463      6,687     50,268    -25,549     28,400       -718      2,747     -1,572      1,904      1,291
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       17.3       32.4        0.2        7.6        1.8       25.0       11.6       26.0        1.0        0.5        0.5        2.5        2.3
 
Number of Traders in Each Category                                    Total Traders:       158 
        28         32         50          5          6          9         40         30         55          9          .          4
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Traders in Financial Futures - Futures Only Positions as of November 12, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is12,138,498
Positions
 2,355,482  2,248,490  2,473,974    702,165  2,379,129    402,318  2,460,935    574,630  2,901,338     65,954    153,991    148,019    628,313    856,609
 
Changes from:       November 5, 2019                                 Total Change is:    92,635
   -44,334     26,921      7,973      1,924    -38,300     30,282     13,801    -42,951    100,573      6,129      3,660        711    -24,424      3,766
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       18.5       20.4        5.8       19.6        3.3       20.3        4.7       23.9        0.5        1.3        1.2        5.2        7.1
 
Number of Traders in Each Category                                    Total Traders:       242 
        30         41         66         16         16         20         56         45         86         18         12         15
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Traders in Financial Futures - Futures Only Positions as of November 12, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   162,773
Positions
    12,670     79,765     22,454     14,916      3,600      9,685     72,777     16,809     28,766          0        846        382      1,123        466
 
Changes from:       November 5, 2019                                 Total Change is:    -1,523
         0         85          0        -34          0          0        344       -180     -1,294       -394        -91        121       -266       -164
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       49.0       13.8        9.2        2.2        6.0       44.7       10.3       17.7        0.0        0.5        0.2        0.7        0.3
 
Number of Traders in Each Category                                    Total Traders:        52 
         .         14          4          .          .          .         12         19         19          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   275,414
Positions
    34,408     48,614     27,041      6,664      5,766     23,879    146,771    130,185     29,040      6,641      8,299        649        321      1,941
 
Changes from:       November 5, 2019                                 Total Change is:    11,118
    -5,220      1,340     -2,511     -6,859       -636      7,887     13,864      2,745      2,664      1,329       -199        -63         27       -109
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       17.7        9.8        2.4        2.1        8.7       53.3       47.3       10.5        2.4        3.0        0.2        0.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        87 
         5         20         13          .          6          .         21         26         29          .          4          .
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Traders in Financial Futures - Futures Only Positions as of November 12, 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    80,397
Positions
        28     37,692          0      1,479      3,281        195     37,376      4,816     31,066     10,219      1,121          0         34      2,226
 
Changes from:       November 5, 2019                                 Total Change is:     1,873
         2        758          0          0       -543          0        121         27      1,661        100          0          0        -11        -30
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       46.9        0.0        1.8        4.1        0.2       46.5        6.0       38.6       12.7        1.4        0.0        0.0        2.8
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          5          0          .          9          .          4          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    52,560
Positions
       983     24,706          0      1,281        411        115     26,151      1,970     24,027          0          0          0          3      1,331
 
Changes from:       November 5, 2019                                 Total Change is:     3,903
        -8      2,099          0          0        -28          0      1,648       -130      2,264          0          0          0         -1       -302
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       47.0        0.0        2.4        0.8        0.2       49.8        3.7       45.7        0.0        0.0        0.0        0.0        2.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0          .          5          .          6          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    50,376
Positions
    11,499         60     17,652          0        160          0      6,454     17,463     10,900      3,600      3,861        246         25         34
 
Changes from:       November 5, 2019                                 Total Change is:      -118
      -620        -20        620          0          0          0          0     -1,711       -126          0      1,151          0          8        -32
 
Percent of Open Interest Represented by Each Category of Trader
      22.8        0.1       35.0        0.0        0.3        0.0       12.8       34.7       21.6        7.1        7.7        0.5        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .          0          .          0          .         10          .          .          5          .
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Traders in Financial Futures - Futures Only Positions as of November 12, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     3,091
Positions
        32          0          0         99        143         10        912      2,043         87        636        358         41      1,274        409
 
Changes from:       November 5, 2019                                 Total Change is:      -429
         0          0          0        -89         -6          0       -309       -302        -47         41        -99         -2        -23         27
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        0.0        0.0        3.2        4.6        0.3       29.5       66.1        2.8       20.6       11.6        1.3       41.2       13.2
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          0          0          .          .          .         12         12          .         14          .          .
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Traders in Financial Futures - Futures Only Positions as of November 12, 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    46,188
Positions
       668     35,532          0     13,942      2,803        486     24,170      2,878      1,737      1,745        710        193      3,247      1,849
 
Changes from:       November 5, 2019                                 Total Change is:      -827
      -330       -168          0      1,401       -100        -49     -1,467       -349       -317         70        -63         17       -152        202
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       76.9        0.0       30.2        6.1        1.1       52.3        6.2        3.8        3.8        1.5        0.4        7.0        4.0
 
Number of Traders in Each Category                                    Total Traders:        84 
         .          .          0         13          7          .         32          9          7         11          8          .
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Traders in Financial Futures - Futures Only Positions as of November 12, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   518,975
Positions
   131,913     23,721     23,044    140,792    135,038     21,829     58,681    173,737     89,786     14,173      4,333     11,075     27,682     36,412
 
Changes from:       November 5, 2019                                 Total Change is:    27,924
    11,362        993      1,820     -6,186     -3,782        208      3,553     13,351     11,944        393       -229      2,378      2,452      1,241
 
Percent of Open Interest Represented by Each Category of Trader
      25.4        4.6        4.4       27.1       26.0        4.2       11.3       33.5       17.3        2.7        0.8        2.1        5.3        7.0
 
Number of Traders in Each Category                                    Total Traders:       216 
        17         10         16         17         39         19         40         61         51         10          9         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    18,599
Positions
     3,939        683        809      7,308      2,271        966      4,684     13,659        100        519         70          0        274         41
 
Changes from:       November 5, 2019                                 Total Change is:        82
      -238         28        -28        189        -26         54         69        335          0         -2          0          0         38       -281
 
Percent of Open Interest Represented by Each Category of Trader
      21.2        3.7        4.3       39.3       12.2        5.2       25.2       73.4        0.5        2.8        0.4        0.0        1.5        0.2
 
Number of Traders in Each Category                                    Total Traders:        39 
         4          .          .          9          6          .          4          6          .          8          .          0
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Updated November 15, 2019