Traders in Financial Futures - Futures Only Positions as of November 19, 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   172,759
Positions
     7,011     86,587      1,693     43,133     18,534      5,303     58,736     32,183      3,543     17,718      2,071         39     35,583     22,806
 
Changes from:       November 12, 2019                                Total Change is:   -10,034
       982    -20,475      1,479    -10,882      4,720       -593     -1,752      1,883      1,169       -549         -8          8        104      1,783
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       50.1        1.0       25.0       10.7        3.1       34.0       18.6        2.1       10.3        1.2        0.0       20.6       13.2
 
Number of Traders in Each Category                                    Total Traders:       115 
         6          9          4         22         11         11         26         26          8         13          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    68,223
Positions
    38,543      1,566         47      2,005     27,071        481     17,062     14,432        107        968      1,565          0      9,010     22,954
 
Changes from:       November 12, 2019                                Total Change is:       157
       271         32         23      1,124      1,898         10     -1,133       -888         48          0          0          0       -186       -966
 
Percent of Open Interest Represented by Each Category of Trader
      56.5        2.3        0.1        2.9       39.7        0.7       25.0       21.2        0.2        1.4        2.3        0.0       13.2       33.6
 
Number of Traders in Each Category                                    Total Traders:        58 
         9          .          .          .         16          .         10         15          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   218,042
Positions
    60,197     43,814      1,312     62,460     68,989      7,168     40,655     54,334      5,271      9,654      7,589          0     31,325     29,565
 
Changes from:       November 12, 2019                                Total Change is:     8,730
      -362      5,132       -775      3,442      1,983        357     -1,196      2,384        378      1,681     -1,532          0      5,205        803
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       20.1        0.6       28.6       31.6        3.3       18.6       24.9        2.4        4.4        3.5        0.0       14.4       13.6
 
Number of Traders in Each Category                                    Total Traders:       110 
         5          9          5         21         25         14         20         26         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   182,445
Positions
    64,271     28,793        423     34,405     50,040     10,991     37,284     51,240      2,189      1,560      6,987          0     31,322     31,782
 
Changes from:       November 12, 2019                                Total Change is:    -1,035
    -6,092       -551        335      2,274      3,157      1,068        842     -1,834     -1,243          0        -87          0      1,781     -1,880
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       15.8        0.2       18.9       27.4        6.0       20.4       28.1        1.2        0.9        3.8        0.0       17.2       17.4
 
Number of Traders in Each Category                                    Total Traders:       110 
         7          8          .         13         24         11         28         25         12          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   577,689
Positions
    42,000    154,759      4,561    346,363    176,896     28,530     43,096    131,953      5,887     14,836     12,981      4,936     87,480     57,186
 
Changes from:       November 12, 2019                                Total Change is:     8,162
     4,675     -2,088       -189       -514      7,007      1,397      3,519     -5,140        248     -5,257      1,939      4,709       -426        279
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       26.8        0.8       60.0       30.6        4.9        7.5       22.8        1.0        2.6        2.2        0.9       15.1        9.9
 
Number of Traders in Each Category                                    Total Traders:       284 
        18          8         13         87         45         45         41         43         21         23         18          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    26,130
Positions
       756      7,940          0      9,009      6,973      2,678      2,365      1,805          0          0          0          0     11,322      6,734
 
Changes from:       November 12, 2019                                Total Change is:      -601
         0         26          0       -245         49          0       -422          0          0          0       -410         -2         68       -264
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       30.4        0.0       34.5       26.7       10.2        9.1        6.9        0.0        0.0        0.0        0.0       43.3       25.8
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0         12          6          9          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    22,481
Positions
     5,319      1,903        613      6,845     10,602      2,023        448      1,843          0          0        881         49      7,184      4,567
 
Changes from:       November 12, 2019                                Total Change is:       419
         2         29         54       -186        262         -1        448        -77          0          0        350          0        102       -198
 
Percent of Open Interest Represented by Each Category of Trader
      23.7        8.5        2.7       30.4       47.2        9.0        2.0        8.2        0.0        0.0        3.9        0.2       32.0       20.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          6          8          8          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   172,425
Positions
    78,036     10,068        320     13,660     67,028      3,662     41,348     47,412        930      6,445      9,760          0     28,024     33,245
 
Changes from:       November 12, 2019                                Total Change is:    12,296
    10,917       -189         57        165      8,194        457      4,854      4,084       -105     -2,150       -194          0     -1,899         -8
 
Percent of Open Interest Represented by Each Category of Trader
      45.3        5.8        0.2        7.9       38.9        2.1       24.0       27.5        0.5        3.7        5.7        0.0       16.3       19.3
 
Number of Traders in Each Category                                    Total Traders:        94 
         7          4          6          9         22         10         18         31          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    55,198
Positions
       900     42,273         20     44,760          0          9      6,151      8,645          0      1,308      3,086          0      2,050      1,165
 
Changes from:       November 12, 2019                                Total Change is:      -554
         0        -20         20       -542          0          0       -373       -602          0        231        -10          0        110         58
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       76.6        0.0       81.1        0.0        0.0       11.1       15.7        0.0        2.4        5.6        0.0        3.7        2.1
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          4          .         10          0          .         12          7          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   294,412
Positions
       373    177,187        828    163,321      8,293        195    104,736     81,974      4,867     14,114     17,296          0      5,978      3,772
 
Changes from:       November 12, 2019                                Total Change is:    -3,755
      -222       -172         28        605       -289        -20     -4,920     -4,007      1,160       -250       -519          0       -136         64
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       60.2        0.3       55.5        2.8        0.1       35.6       27.8        1.7        4.8        5.9        0.0        2.0        1.3
 
Number of Traders in Each Category                                    Total Traders:       171 
         .         12          .         33          9          .         53         34         12         11         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    57,140
Positions
    44,021          0          2      4,288     41,726          0      2,603     10,933        754      2,119      1,529          0      3,353      2,196
 
Changes from:       November 12, 2019                                Total Change is:     3,599
       103          0          2         63      3,817          0      1,066       -677        746      1,282       -602          0        337        313
 
Percent of Open Interest Represented by Each Category of Trader
      77.0        0.0        0.0        7.5       73.0        0.0        4.6       19.1        1.3        3.7        2.7        0.0        5.9        3.8
 
Number of Traders in Each Category                                    Total Traders:        55 
         5          0          .          5          7          0         12         18          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    73,073
Positions
    50,103      2,236        170      4,062     32,369        254     12,174     29,215        525      3,017      2,715          6      2,762      5,583
 
Changes from:       November 12, 2019                                Total Change is:    -6,321
    -2,271       -100        -82        333     -3,812        181     -4,294     -2,349         64         74        -61          0       -326       -162
 
Percent of Open Interest Represented by Each Category of Trader
      68.6        3.1        0.2        5.6       44.3        0.3       16.7       40.0        0.7        4.1        3.7        0.0        3.8        7.6
 
Number of Traders in Each Category                                    Total Traders:       104 
         9          .          .          5         26          .         25         23          8          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    15,292
Positions
       973      1,500          0     12,058      3,221          0      1,508      8,376          0          0        369          0        753      1,826
 
Changes from:       November 12, 2019                                Total Change is:     1,551
         2          0         -1        210        899          0      1,353        872          0          0         40          0        -13       -259
 
Percent of Open Interest Represented by Each Category of Trader
       6.4        9.8        0.0       78.9       21.1        0.0        9.9       54.8        0.0        0.0        2.4        0.0        4.9       11.9
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          0          .          4          0          4          9          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    55,084
Positions
    13,547     32,299      1,364     15,632      1,525      1,614     12,113      5,642      1,533        617      2,024          0      8,664      9,084
 
Changes from:       November 12, 2019                                Total Change is:    -1,792
       182     -2,389        207       -583        577       -111     -1,484        159       -460         33        194          0        424         31
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       58.6        2.5       28.4        2.8        2.9       22.0       10.2        2.8        1.1        3.7        0.0       15.7       16.5
 
Number of Traders in Each Category                                    Total Traders:       111 
        11         22          5         16          4          7         31         16          5          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   110,167
Positions
    27,094     64,597      2,728     31,264      3,049      3,228     24,226     11,283      3,066      1,234      4,048          0     17,327     18,168
 
Changes from:       November 12, 2019                                Total Change is:    -3,584
       363     -4,778        413     -1,165      1,153       -221     -2,968        318       -919         66        388          0        847         62
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       58.6        2.5       28.4        2.8        2.9       22.0       10.2        2.8        1.1        3.7        0.0       15.7       16.5
 
Number of Traders in Each Category                                    Total Traders:       111 
        11         22          5         16          4          7         31         16          5          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    29,798
Positions
     2,716     20,356          0     24,590        840        292          0      6,219          0          0        448          0      2,200      1,643
 
Changes from:       November 12, 2019                                Total Change is:    -4,111
      -200     -5,372          0     -3,548          0          0          0      1,409          0          0          0          0       -363       -148
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       68.3        0.0       82.5        2.8        1.0        0.0       20.9        0.0        0.0        1.5        0.0        7.4        5.5
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          0         14          .          .          0          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   585,963
Positions
    57,129    137,830     44,079    289,594    108,094     52,272     36,385     93,995     18,244     18,237     63,054      1,147     68,875     67,247
 
Changes from:       November 12, 2019                                Total Change is:    11,538
     2,063      1,251      5,609     -1,736      1,344      1,038         -8        736      3,902       -605     -5,556       -460      1,737      3,675
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       23.5        7.5       49.4       18.4        8.9        6.2       16.0        3.1        3.1       10.8        0.2       11.8       11.5
 
Number of Traders in Each Category                                    Total Traders:       584 
        34         39         32        173         89        113         67        103         58         31         47         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    27,151
Positions
     9,097     10,348          0      2,017      1,051          0      2,930      2,394        116          0          0          0     12,991     13,242
 
Changes from:       November 12, 2019                                Total Change is:     2,787
     3,017     -2,500          0          0          0          0      1,439        965        116          0          0          0     -1,785      4,206
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       38.1        0.0        7.4        3.9        0.0       10.8        8.8        0.4        0.0        0.0        0.0       47.8       48.8
 
Number of Traders in Each Category                                    Total Traders:        27 
         4          6          0          .          .          0          4         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 2,794,058
Positions
   290,650    687,903    169,906  1,440,339    537,669    258,906    182,996    473,723     74,921     91,185    315,272      5,735    279,420    270,023
 
Changes from:       November 12, 2019                                Total Change is:    43,756
    18,931     42,457      4,343     -8,550      6,851      5,059       -596      5,493     12,288     -3,027    -27,779     -2,302     17,610     -2,654
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       24.6        6.1       51.6       19.2        9.3        6.5       17.0        2.7        3.3       11.3        0.2       10.0        9.7
 
Number of Traders in Each Category                                    Total Traders:       583 
        35         38         31        174         88        113         67        102         55         31         47         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    23,843
Positions
    11,865     14,346          0      7,616      2,640        982        435      2,386          0          0        357          0      2,945      3,132
 
Changes from:       November 12, 2019                                Total Change is:       467
         0        504          0        469        -78          0          0          0          0          0          0          0         -2         41
 
Percent of Open Interest Represented by Each Category of Trader
      49.8       60.2        0.0       31.9       11.1        4.1        1.8       10.0        0.0        0.0        1.5        0.0       12.4       13.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          9          0          5          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    22,227
Positions
     5,003     10,173        840     12,948          0          0        852      1,670          0          0          0          0      2,584      9,544
 
Changes from:       November 12, 2019                                Total Change is:        21
         0       -714        783     -1,028          0          0         -1        -32         -2          0          0          0        269        -14
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       45.8        3.8       58.3        0.0        0.0        3.8        7.5        0.0        0.0        0.0        0.0       11.6       42.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          6          .          6          0          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    11,136
Positions
     4,472      8,635          0      4,329      1,773          0      1,064          0          0          0          0          0      1,271        728
 
Changes from:       November 12, 2019                                Total Change is:       737
       794        -83          0         88        990          0         51          0          0          0          0          0       -196       -170
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       77.5        0.0       38.9       15.9        0.0        9.6        0.0        0.0        0.0        0.0        0.0       11.4        6.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          9          0          6          .          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    13,160
Positions
     3,720      7,026      1,000      3,002      1,197      1,415      1,051        904          0          0          0          0      2,972      1,618
 
Changes from:       November 12, 2019                                Total Change is:      -333
      -125        144          0        -72        195       -591        133         21          0          0          0          0        322       -102
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       53.4        7.6       22.8        9.1       10.8        8.0        6.9        0.0        0.0        0.0        0.0       22.6       12.3
 
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 19, 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    73,584
Positions
     4,643     20,112        276     50,670     35,331      2,536      3,374      3,661      1,048          0      6,646          0     11,037      3,974
 
Changes from:       November 12, 2019                                Total Change is:       113
    -1,527        125        -54      1,233        484       -478        -52      1,027        473          0       -984          0        518       -480
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       27.3        0.4       68.9       48.0        3.4        4.6        5.0        1.4        0.0        9.0        0.0       15.0        5.4
 
Number of Traders in Each Category                                    Total Traders:        89 
         5         10          .         34         22         12         10          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    46,589
Positions
     6,437      9,918        751     19,450      7,716      1,022     10,365     14,351      1,117        730      2,529          4      6,713      9,181
 
Changes from:       November 12, 2019                                Total Change is:       218
      -305     -1,136        147        389       -346         29       -519        894        235         13        111         -1        231        285
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       21.3        1.6       41.7       16.6        2.2       22.2       30.8        2.4        1.6        5.4        0.0       14.4       19.7
 
Number of Traders in Each Category                                    Total Traders:       243 
        19         24          6         54         30         30         39         48         20          9         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   232,945
Positions
    32,184     49,591      3,756     97,249     38,582      5,108     51,824     71,753      5,585      3,651     12,645         22     33,566     45,903
 
Changes from:       November 12, 2019                                Total Change is:     1,092
    -1,526     -5,680        737      1,946     -1,731        147     -2,595      4,469      1,173         64        557         -7      1,153      1,427
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       21.3        1.6       41.7       16.6        2.2       22.2       30.8        2.4        1.6        5.4        0.0       14.4       19.7
 
Number of Traders in Each Category                                    Total Traders:       243 
        19         24          6         54         30         30         39         48         20          9         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   475,095
Positions
    60,630    114,579      9,981    262,467    195,862     33,632     64,605     64,376      8,836     10,097     28,981          0     24,847     18,848
 
Changes from:       November 12, 2019                                Total Change is:     5,252
       148      4,843        738      7,047     -6,054        103     -3,993      2,936        316        678        224        -10        225      2,156
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       24.1        2.1       55.2       41.2        7.1       13.6       13.6        1.9        2.1        6.1        0.0        5.2        4.0
 
Number of Traders in Each Category                                    Total Traders:       310 
        18         25          8         85         56         38         49         48         26         14         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    34,505
Positions
     4,179      6,967          0     12,458      1,083         31     10,597     21,152         38      1,436        555        405      5,361      4,274
 
Changes from:       November 12, 2019                                Total Change is:       213
         0        303          0        -80        -13        -12          0        826         -9         58       -364        -14        270       -504
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       20.2        0.0       36.1        3.1        0.1       30.7       61.3        0.1        4.2        1.6        1.2       15.5       12.4
 
Number of Traders in Each Category                                    Total Traders:        39 
         5          .          0         14          .          .          4          5          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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    70,433
Positions
     9,463     24,469        410     16,316     13,562        834     32,603     18,897        546        604      2,361        385      9,272      8,969
 
Changes from:       November 12, 2019                                Total Change is:    -1,937
       307     -2,402        -21      1,043     -1,603          8      2,336     -1,259        196       -399       -586        -14     -5,393      3,744
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       34.7        0.6       23.2       19.3        1.2       46.3       26.8        0.8        0.9        3.4        0.5       13.2       12.7
 
Number of Traders in Each Category                                    Total Traders:        80 
         9         12          .         14         10          7         19         12          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   369,543
Positions
    43,050    220,643      2,539    267,384     91,043     25,126     19,997     14,078        398      1,170     10,917          0      9,879      4,799
 
Changes from:       November 12, 2019                                Total Change is:     8,699
     3,505      9,682        195      3,747      6,151       -807      1,986     -7,961         -6          2        -41          0         77      1,486
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       59.7        0.7       72.4       24.6        6.8        5.4        3.8        0.1        0.3        3.0        0.0        2.7        1.3
 
Number of Traders in Each Category                                    Total Traders:       180 
        15         15          5         71         37         34         22         12          5          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 1,419,767
Positions
    75,428    927,062      6,737    999,854    272,432    106,683    120,053     66,958      3,689     70,586     13,509      3,358     33,379     19,339
 
Changes from:       November 12, 2019                                Total Change is:    15,152
     1,128      9,219        240        640     -5,055        950     -1,118      8,565       -674     12,763     -2,278        -82      1,305      4,267
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       65.3        0.5       70.4       19.2        7.5        8.5        4.7        0.3        5.0        1.0        0.2        2.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       429 
        29         18          8        172         72         88         60         29         16         40          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   121,946
Positions
    43,119     85,227     36,066     20,291          0        420     19,854          0        172      1,994          0          0         30         61
 
Changes from:       November 12, 2019                                Total Change is:       738
     1,242       -880      1,626        -97          0          0     -2,025          0         -8          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       69.9       29.6       16.6        0.0        0.3       16.3        0.0        0.1        1.6        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        43 
         5         17         15          8          0          .         10          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 1,050,687
Positions
     6,751    129,462      9,626    484,665    287,046    169,398     69,111    215,539     67,247     76,666     28,776      1,659    165,564    141,934
 
Changes from:       November 12, 2019                                Total Change is:    25,690
     2,675    -13,989        787        742      6,699     -2,624    -11,910     -3,782     38,375     -1,229       -552      1,654     -2,780       -878
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       12.3        0.9       46.1       27.3       16.1        6.6       20.5        6.4        7.3        2.7        0.2       15.8       13.5
 
Number of Traders in Each Category                                    Total Traders:       176 
         7         15          9         61         24         48         29         26         26          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 1,217,654
Positions
    46,784    150,782     12,253    671,424     73,731    184,559     70,100    666,689     26,371     43,937      6,497          1    162,225     96,771
 
Changes from:       November 12, 2019                                Total Change is:    29,434
     1,674     12,490      5,127     12,004     -1,934        651      2,891      9,740      2,648      2,595         28          0      1,844        684
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       12.4        1.0       55.1        6.1       15.2        5.8       54.8        2.2        3.6        0.5        0.0       13.3        7.9
 
Number of Traders in Each Category                                    Total Traders:       140 
         6         10          6         67         15         56         14         22         18          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 4,014,548
Positions
    87,584    247,198     97,963  1,763,559    870,107    316,841    852,284  1,917,858    290,525    402,893    154,179      8,672    194,227    111,205
 
Changes from:       November 12, 2019                                Total Change is:  -109,273
    -5,909    -17,469     32,010    -39,882     55,655     -6,163    -84,731   -160,012     -9,239      6,965      6,611     -3,163        839     -7,503
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        6.2        2.4       43.9       21.7        7.9       21.2       47.8        7.2       10.0        3.8        0.2        4.8        2.8
 
Number of Traders in Each Category                                    Total Traders:       372 
        24         28         15        122         32         72         71         50         49         29         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,005,264
Positions
   198,889    313,974    110,419  1,703,604    746,837    743,022    384,456  1,264,803    248,878    209,490    171,711      2,057    404,449    403,563
 
Changes from:       November 12, 2019                                Total Change is:    80,728
    -5,873      8,162      7,312     91,644     -9,987    -12,920     37,267     86,306      7,606    -64,135     14,564     -1,958     21,785    -18,357
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        7.8        2.8       42.5       18.6       18.6        9.6       31.6        6.2        5.2        4.3        0.1       10.1       10.1
 
Number of Traders in Each Category                                    Total Traders:       405 
        21         41         22        103         73        100         65         65         54         24         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   888,339
Positions
    91,594     30,814      8,475    291,316    311,770    158,124    166,940    176,683     15,848     51,748     24,196         24    104,270    162,405
 
Changes from:       November 12, 2019                                Total Change is:    20,366
    -3,313      3,361      2,388     17,258        919      6,159     -1,972      2,500     -2,380     -1,087        268          0      3,313      7,151
 
Percent of Open Interest Represented by Each Category of Trader
      10.3        3.5        1.0       32.8       35.1       17.8       18.8       19.9        1.8        5.8        2.7        0.0       11.7       18.3
 
Number of Traders in Each Category                                    Total Traders:       117 
         7          7          6         27         40         42         16         13         15          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,571,928
Positions
   115,592    392,254     99,582  2,026,043    835,571    920,815    553,865  1,565,951    202,778    320,838    224,113      1,948    330,467    328,916
 
Changes from:       November 12, 2019                                Total Change is:  -109,512
    11,973     30,222      4,983     17,919    -15,156        828    -82,544   -108,751    -48,136    -27,734     23,685        983     12,216      1,830
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        8.6        2.2       44.3       18.3       20.1       12.1       34.3        4.4        7.0        4.9        0.0        7.2        7.2
 
Number of Traders in Each Category                                    Total Traders:       324 
        12         32         16         90         51         80         44         61         48         22         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,035,402
Positions
   250,088    378,570    624,084      6,352    145,555     24,317    550,216    297,734    505,199     23,338      8,950      8,319     43,489     42,674
 
Changes from:       November 12, 2019                                Total Change is:    84,809
    45,413     41,939     -8,793      2,157     -3,338    -11,224     61,643     71,541     -2,084      4,503          0     -1,249     -5,557     -1,983
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       18.6       30.7        0.3        7.2        1.2       27.0       14.6       24.8        1.1        0.4        0.4        2.1        2.1
 
Number of Traders in Each Category                                    Total Traders:       158 
        28         32         50          7          6         10         43         28         53          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is11,906,620
Positions
 2,283,711  2,141,007  2,372,830    605,896  2,361,102    470,934  2,516,644    563,432  2,798,941     66,918    158,397    133,300    657,446    906,677
 
Changes from:       November 12, 2019                                Total Change is:  -231,878
   -71,771   -107,483   -101,144    -96,269    -18,027     68,616     55,709    -11,198   -102,397        964      4,406    -14,719     29,133     50,068
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       18.0       19.9        5.1       19.8        4.0       21.1        4.7       23.5        0.6        1.3        1.1        5.5        7.6
 
Number of Traders in Each Category                                    Total Traders:       240 
        32         41         67         14         17         19         56         45         85         16         12         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   172,430
Positions
    12,695     86,730     22,454     15,044      3,600      9,685     78,868     16,135     31,727          0        747        583      1,374        769
 
Changes from:       November 12, 2019                                Total Change is:     9,657
        25      6,965          0        128          0          0      6,091       -674      2,961          0        -99        201        251        303
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       50.3       13.0        8.7        2.1        5.6       45.7        9.4       18.4        0.0        0.4        0.3        0.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        53 
         .         14          4          .          .          .         15         16         19          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   308,795
Positions
    26,458     52,359     33,269      5,987      7,359     25,200    172,851    141,598     37,763      6,298      7,951        625        344      2,671
 
Changes from:       November 12, 2019                                Total Change is:    33,381
    -7,950      3,745      6,228       -677      1,593      1,321     26,080     11,413      8,723       -343       -348        -24         23        730
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       17.0       10.8        1.9        2.4        8.2       56.0       45.9       12.2        2.0        2.6        0.2        0.1        0.9
 
Number of Traders in Each Category                                    Total Traders:        89 
         7         20         14          .          8          4         20         27         29          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    84,411
Positions
         0     37,831          0      1,479      3,356        176     40,297      7,581     32,005     10,394      1,042          0         60      2,420
 
Changes from:       November 12, 2019                                Total Change is:     4,014
       -28        139          0          0         75        -19      2,921      2,765        939        175        -79          0         26        194
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       44.8        0.0        1.8        4.0        0.2       47.7        9.0       37.9       12.3        1.2        0.0        0.1        2.9
 
Number of Traders in Each Category                                    Total Traders:        31 
         0          5          0          .          9          .          4          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    55,430
Positions
       978     24,933          0      1,281        454        115     26,922      2,111     26,124          0          0          0         10      1,693
 
Changes from:       November 12, 2019                                Total Change is:     2,870
        -5        227          0          0         43          0        771        141      2,097          0          0          0          7        362
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       45.0        0.0        2.3        0.8        0.2       48.6        3.8       47.1        0.0        0.0        0.0        0.0        3.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0          .          6          .          6          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    50,735
Positions
    11,499         60     17,652          0        160          0      6,481     17,449     11,243      3,600      3,861        246         14         64
 
Changes from:       November 12, 2019                                Total Change is:       359
         0          0          0          0          0          0         27        -14        343          0          0          0        -11         30
 
Percent of Open Interest Represented by Each Category of Trader
      22.7        0.1       34.8        0.0        0.3        0.0       12.8       34.4       22.2        7.1        7.6        0.5        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          .          0          .          0          .         10          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     3,157
Positions
        38          0          0         67        292          0      1,059      1,914         84        466        334         41      1,402        492
 
Changes from:       November 12, 2019                                Total Change is:        66
         6          0          0        -32        149        -10        147       -129         -3       -170        -24          0        128         83
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        0.0        0.0        2.1        9.2        0.0       33.5       60.6        2.7       14.8       10.6        1.3       44.4       15.6
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          0          0          .          4          0         11         14          4         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    45,288
Positions
       758     33,477          0     13,477      2,625        493     23,541      3,852      1,994      1,492        605        230      3,303      2,012
 
Changes from:       November 12, 2019                                Total Change is:      -900
        90     -2,055          0       -465       -178          7       -629        974        257       -253       -105         37         56        163
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       73.9        0.0       29.8        5.8        1.1       52.0        8.5        4.4        3.3        1.3        0.5        7.3        4.4
 
Number of Traders in Each Category                                    Total Traders:        80 
         .          .          0         13          5          .         28         13          8         10          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   549,306
Positions
   140,854     23,856     22,162    138,879    145,856     21,187     59,693    175,432    112,016     17,938      3,126     13,640     22,937     32,031
 
Changes from:       November 12, 2019                                Total Change is:    30,331
     8,941        135       -882     -1,913     10,818       -642      1,012      1,695     22,230      3,765     -1,207      2,565     -4,745     -4,381
 
Percent of Open Interest Represented by Each Category of Trader
      25.6        4.3        4.0       25.3       26.6        3.9       10.9       31.9       20.4        3.3        0.6        2.5        4.2        5.8
 
Number of Traders in Each Category                                    Total Traders:       229 
        16         11         15         18         43         23         43         67         55         10          9         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    17,481
Positions
     4,164        671        821      5,516      2,266        966      5,102     12,558        100        565         50          0        247         49
 
Changes from:       November 12, 2019                                Total Change is:    -1,118
       225        -12         12     -1,792         -5          0        418     -1,101          0         46        -20          0        -27          8
 
Percent of Open Interest Represented by Each Category of Trader
      23.8        3.8        4.7       31.6       13.0        5.5       29.2       71.8        0.6        3.2        0.3        0.0        1.4        0.3
 
Number of Traders in Each Category                                    Total Traders:        39 
         4          .          .          9          6          .          .          6          .          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated November 22, 2019