Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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   206,023
Positions
     6,389    118,631      2,590     66,301     11,539      5,664     59,139     35,923      7,338     17,111      2,119        459     41,033     21,760
 
Changes from:       October 29, 2019                                 Total Change is:     1,643
      -415     11,833       -202       -250      1,212     -1,716      6,225     -5,488     -2,025      1,767       -540       -401     -1,340     -1,030
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       57.6        1.3       32.2        5.6        2.7       28.7       17.4        3.6        8.3        1.0        0.2       19.9       10.6
 
Number of Traders in Each Category                                    Total Traders:       116 
         4         11          6         26          8         12         26         23         16         14          .          7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    69,976
Positions
    36,580      1,572        593        846     23,647        471     19,234     17,505      1,174      1,518      1,565          0      9,560     23,449
 
Changes from:       October 29, 2019                                 Total Change is:     2,719
     3,003        -15         67          0      1,146       -130       -268      1,570        230         70          0          0       -253       -149
 
Percent of Open Interest Represented by Each Category of Trader
      52.3        2.2        0.8        1.2       33.8        0.7       27.5       25.0        1.7        2.2        2.2        0.0       13.7       33.5
 
Number of Traders in Each Category                                    Total Traders:        61 
         9          .          .          .         15          .         12         18          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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   243,846
Positions
    65,514     32,727      8,789     54,245     68,706      8,897     38,951     53,260     30,420      7,245      9,122        276     29,510     31,649
 
Changes from:       October 29, 2019                                 Total Change is:    -8,935
    -8,606        442        -75     -1,742     -6,666        747        672     -2,151        601     -1,406         -4        104        771     -1,933
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       13.4        3.6       22.2       28.2        3.6       16.0       21.8       12.5        3.0        3.7        0.1       12.1       13.0
 
Number of Traders in Each Category                                    Total Traders:       120 
         6          9          8         18         25         15         20         34         18          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   207,243
Positions
    66,486     30,086      7,991     27,272     42,981     11,309     38,383     48,885     25,119      1,828      4,902        223     28,631     35,745
 
Changes from:       October 29, 2019                                 Total Change is:    17,100
    10,262     -1,956        648      1,971       -566        166        687     11,226      4,519       -264      1,948       -301       -589      1,416
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       14.5        3.9       13.2       20.7        5.5       18.5       23.6       12.1        0.9        2.4        0.1       13.8       17.2
 
Number of Traders in Each Category                                    Total Traders:       123 
        10          6          8         17         23         14         26         32         19          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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   624,202
Positions
    36,947    155,173     16,250    349,233    155,974     33,125     36,610    145,206     38,513     16,130     11,841      8,094     89,299     60,025
 
Changes from:       October 29, 2019                                 Total Change is:    24,950
        54     11,481        585     20,336     -3,663        453       -781      8,972      2,060     -4,937       -462      5,451      1,729         73
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       24.9        2.6       55.9       25.0        5.3        5.9       23.3        6.2        2.6        1.9        1.3       14.3        9.6
 
Number of Traders in Each Category                                    Total Traders:       298 
        17         10         15         90         46         54         36         51         24         27         21         15
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    27,200
Positions
       756      7,863          0      9,137      7,175      2,654      3,204      1,805          0          0        410          2     11,447      7,291
 
Changes from:       October 29, 2019                                 Total Change is:       359
        52         37          0        179         11        -11          0          0          0          0          0          0        139        322
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       28.9        0.0       33.6       26.4        9.8       11.8        6.6        0.0        0.0        1.5        0.0       42.1       26.8
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          0         12          6          9          4          .          0          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    21,866
Positions
     5,341      1,782        559      6,949     10,248      2,025          0      2,091          0          0        511         49      6,943      4,601
 
Changes from:       October 29, 2019                                 Total Change is:      -181
      -818          0          0      1,090        181       -118          0        536          0          0        110          0       -335       -890
 
Percent of Open Interest Represented by Each Category of Trader
      24.4        8.1        2.6       31.8       46.9        9.3        0.0        9.6        0.0        0.0        2.3        0.2       31.8       21.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          6          8          8          0          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   182,254
Positions
    63,029     16,105      2,129     15,391     48,874      4,949     41,715     45,526     13,560      7,610     10,256        955     32,917     39,900
 
Changes from:       October 29, 2019                                 Total Change is:     9,097
    -7,533      7,916       -218      1,684     -7,505       -633     11,169     -1,131      1,170      2,406      6,571        368        683      2,560
 
Percent of Open Interest Represented by Each Category of Trader
      34.6        8.8        1.2        8.4       26.8        2.7       22.9       25.0        7.4        4.2        5.6        0.5       18.1       21.9
 
Number of Traders in Each Category                                    Total Traders:        95 
         6          5          7          9         21         10         15         30         10          .          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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    55,423
Positions
     1,208     42,293          0     44,157          0          9      6,755      8,863          0      1,144      3,133          0      2,150      1,125
 
Changes from:       October 29, 2019                                 Total Change is:       541
        57          0          0        472          0          0       -345        814          0        462        -64          0       -105       -209
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       76.3        0.0       79.7        0.0        0.0       12.2       16.0        0.0        2.1        5.7        0.0        3.9        2.0
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          4          0         10          0          .         15          7          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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   299,933
Positions
       761    172,054        886    161,727      6,571        970    115,666     96,285        911     11,815     18,659          0      7,197      3,597
 
Changes from:       October 29, 2019                                 Total Change is:    17,654
       215     10,296         -1      8,492        592       -615      7,245      8,294       -509      2,546       -351          0        281        -53
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       57.4        0.3       53.9        2.2        0.3       38.6       32.1        0.3        3.9        6.2        0.0        2.4        1.2
 
Number of Traders in Each Category                                    Total Traders:       175 
         4         11          .         32          9          .         58         29         15         13         19          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    54,193
Positions
    43,952        142          0      2,669     38,422          0      2,226     12,699        169      2,193      1,298          0      2,983      1,463
 
Changes from:       October 29, 2019                                 Total Change is:   -11,923
     9,349        -66    -11,353       -598     -6,444          0     -7,288      8,143     -1,637       -357        134       -175        136       -525
 
Percent of Open Interest Represented by Each Category of Trader
      81.1        0.3        0.0        4.9       70.9        0.0        4.1       23.4        0.3        4.0        2.4        0.0        5.5        2.7
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          .          0          .          7          0          7         16          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    75,812
Positions
    50,709      2,136        324      4,254     32,636        407     13,398     30,928        439      2,937      3,082        151      3,193      5,710
 
Changes from:       October 29, 2019                                 Total Change is:     2,897
       716      2,136         17        513         24       -182       -391        880        -52      2,282        213          8        -14       -147
 
Percent of Open Interest Represented by Each Category of Trader
      66.9        2.8        0.4        5.6       43.0        0.5       17.7       40.8        0.6        3.9        4.1        0.2        4.2        7.5
 
Number of Traders in Each Category                                    Total Traders:       108 
        10          .          .          6         27          .         24         24          8          7          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    13,322
Positions
       972      1,500          0     11,443      2,289          0        152      7,220         19          0        329          0        736      1,965
 
Changes from:       October 29, 2019                                 Total Change is:     2,839
        21          0          0      3,713        -92          0       -788      2,725          0       -100         76          0         -7        130
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       11.3        0.0       85.9       17.2        0.0        1.1       54.2        0.1        0.0        2.5        0.0        5.5       14.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          .          4          0          .          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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    57,948
Positions
    13,560     37,048      1,158     17,548        232      1,114     13,904      6,349      1,604        619      1,818          0      8,442      8,626
 
Changes from:       October 29, 2019                                 Total Change is:       317
      -464     -1,349         90       -518       -167         63      1,164      1,484       -228       -114       -285          0        324        709
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       63.9        2.0       30.3        0.4        1.9       24.0       11.0        2.8        1.1        3.1        0.0       14.6       14.9
 
Number of Traders in Each Category                                    Total Traders:       107 
        10         21          6         20          .          4         31         13          9          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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   115,895
Positions
    27,120     74,096      2,315     35,095        463      2,227     27,809     12,699      3,207      1,237      3,636          0     16,885     17,251
 
Changes from:       October 29, 2019                                 Total Change is:       634
      -928     -2,698        179     -1,035       -333        126      2,328      2,968       -457       -227       -569          0        648      1,418
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       63.9        2.0       30.3        0.4        1.9       24.0       11.0        2.8        1.1        3.1        0.0       14.6       14.9
 
Number of Traders in Each Category                                    Total Traders:       107 
        10         21          6         20          .          4         31         13          9          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    39,911
Positions
     2,950     31,998          0     34,292        900        312          0      4,603          0          0        448          0      2,357      1,650
 
Changes from:       October 29, 2019                                 Total Change is:      -498
       234       -473          0        -67        -60         81       -244        333          0          0          0       -398       -104         19
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       80.2        0.0       85.9        2.3        0.8        0.0       11.5        0.0        0.0        1.1        0.0        5.9        4.1
 
Number of Traders in Each Category                                    Total Traders:        27 
         4          7          0         13          .          .          0          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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   768,132
Positions
    56,532    127,973     52,191    284,429    112,794     61,379     36,874     91,788    167,600     18,535     66,873      5,879     84,713     81,655
 
Changes from:       October 29, 2019                                 Total Change is:    21,438
     1,526      1,850      9,748       -484     -5,027        958      3,608      8,200      2,615      1,521     -1,261      1,176        770      3,178
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       16.7        6.8       37.0       14.7        8.0        4.8       11.9       21.8        2.4        8.7        0.8       11.0       10.6
 
Number of Traders in Each Category                                    Total Traders:       624 
        33         37         48        175         92        124         85        104        105         45         52         50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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    57,847
Positions
     6,669     10,498      1,688      2,017      1,094      4,500      1,815      1,900     18,116         15         39        479     22,548     19,533
 
Changes from:       October 29, 2019                                 Total Change is:     5,744
     3,714      1,975        315          0          2      1,451      1,218     -2,796      1,092        -22         32        190     -2,214      3,484
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       18.1        2.9        3.5        1.9        7.8        3.1        3.3       31.3        0.0        0.1        0.8       39.0       33.8
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          6          6          .          .          .         10         12         21          5          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 3,551,423
Positions
   272,786    610,842    229,044  1,414,532    560,978    281,922    184,592    458,736    738,123     92,599    334,168     26,997    310,827    310,611
 
Changes from:       October 29, 2019                                 Total Change is:    78,471
     1,443     11,760     34,780     -2,424    -25,148     -2,460      7,047     50,080     12,517      7,715     -6,464      4,931     14,921     -1,526
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       17.2        6.4       39.8       15.8        7.9        5.2       12.9       20.8        2.6        9.4        0.8        8.8        8.7
 
Number of Traders in Each Category                                    Total Traders:       612 
        33         37         47        176         90        123         84        100         99         41         50         47
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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    22,022
Positions
    12,103     12,834          1      5,500      2,718      1,196        349      2,386          0          0        357          0      2,873      2,530
 
Changes from:       October 29, 2019                                 Total Change is:     1,100
       923       -214          0       -239          0        217        349        883          0          0          0          0       -150        214
 
Percent of Open Interest Represented by Each Category of Trader
      55.0       58.3        0.0       25.0       12.3        5.4        1.6       10.8        0.0        0.0        1.6        0.0       13.0       11.5
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          9          .          4          .          .          .          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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     9,905
Positions
     3,578      8,443          0      4,668        783          0        391          0          0          0          0          0      1,268        679
 
Changes from:       October 29, 2019                                 Total Change is:      -404
         4        -40          0       -492          0          0        -77       -229          0          0          0          0        161       -135
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       85.2        0.0       47.1        7.9        0.0        3.9        0.0        0.0        0.0        0.0        0.0       12.8        6.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         .         10          0          5          .          0          .          0          0          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is    10,147
Positions
     4,772      6,134          0      3,570      1,330         62          0      2,136          0          0          0          0      1,743        485
 
Changes from:       October 29, 2019                                 Total Change is:         1
       378          0          0       -299         -9         62          0          0          0          0          0          0       -140        -52
 
Percent of Open Interest Represented by Each Category of Trader
      47.0       60.5        0.0       35.2       13.1        0.6        0.0       21.1        0.0        0.0        0.0        0.0       17.2        4.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          5          0          4          4          .          0          .          0          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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    12,796
Positions
     4,644      6,321          0      3,486      1,785      1,171        467      1,984          0          0          0          0      3,028      1,535
 
Changes from:       October 29, 2019                                 Total Change is:       596
       515        450          0         43        -20         20         78        918        -17          0          0          0        -43       -755
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       49.4        0.0       27.2       13.9        9.2        3.6       15.5        0.0        0.0        0.0        0.0       23.7       12.0
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          5          0          4          4          .          .          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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    72,038
Positions
     6,221     19,184        295     48,473     35,121      2,661      3,288      2,954        395          0      7,688          0     10,705      3,740
 
Changes from:       October 29, 2019                                 Total Change is:     3,656
       811        925         93      1,369        884        467        571        436        269          0        676          0         76        -94
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       26.6        0.4       67.3       48.8        3.7        4.6        4.1        0.5        0.0       10.7        0.0       14.9        5.2
 
Number of Traders in Each Category                                    Total Traders:        82 
         4          8          .         33         21         11          9          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    49,187
Positions
     6,905     11,178        859     18,288      7,727      1,000     10,699     12,669      3,569        824      2,384        118      6,926      9,684
 
Changes from:       October 29, 2019                                 Total Change is:      -283
       271       -483         90         70     -1,370        -95     -1,095        909        374        105       -451         45        -47        700
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       22.7        1.7       37.2       15.7        2.0       21.8       25.8        7.3        1.7        4.8        0.2       14.1       19.7
 
Number of Traders in Each Category                                    Total Traders:       255 
        21         25          8         56         32         35         37         49         26         12         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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   245,935
Positions
    34,524     55,889      4,295     91,440     38,634      4,999     53,493     63,344     17,844      4,120     11,921        590     34,630     48,419
 
Changes from:       October 29, 2019                                 Total Change is:    -1,417
     1,354     -2,416        449        351     -6,850       -477     -5,477      4,543      1,869        523     -2,257        226       -234      3,498
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       22.7        1.7       37.2       15.7        2.0       21.8       25.8        7.3        1.7        4.8        0.2       14.1       19.7
 
Number of Traders in Each Category                                    Total Traders:       255 
        21         25          8         56         32         35         37         49         26         12         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   469,133
Positions
    60,733     90,212      9,966    247,910    212,855     32,365     69,691     62,374     13,993     10,183     29,593        664     23,628     17,111
 
Changes from:       October 29, 2019                                 Total Change is:    14,057
     2,607     14,186      2,021      9,564        193     -4,754      3,124      2,209      1,051       -483       -954        427        502       -321
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       19.2        2.1       52.8       45.4        6.9       14.9       13.3        3.0        2.2        6.3        0.1        5.0        3.6
 
Number of Traders in Each Category                                    Total Traders:       310 
        17         28          9         81         58         40         47         52         32         13         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    34,272
Positions
     4,042      6,664          0     12,035      1,096         31     10,383     19,890         89      1,449        834        210      6,033      5,458
 
Changes from:       October 29, 2019                                 Total Change is:     5,870
       454      2,856          0       -155        670         -2      6,318        379       -464       -160        279        165       -286      1,987
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       19.4        0.0       35.1        3.2        0.1       30.3       58.0        0.3        4.2        2.4        0.6       17.6       15.9
 
Number of Traders in Each Category                                    Total Traders:        37 
         5          .          0         14          .          .          .          4          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    72,660
Positions
     8,206     25,643        357     13,941     14,900      1,000     30,457     21,809        632        909      3,111        183     16,975      5,025
 
Changes from:       October 29, 2019                                 Total Change is:    10,497
     3,291        980        -17      2,156        106        397      2,223      8,893       -656        305        422        179      2,619        193
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       35.3        0.5       19.2       20.5        1.4       41.9       30.0        0.9        1.3        4.3        0.3       23.4        6.9
 
Number of Traders in Each Category                                    Total Traders:        86 
         5         15          .         16          9          8         20         16          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   351,886
Positions
    38,897    203,213      2,324    255,866     83,825     24,863     16,198     21,000        439      3,206     10,076          0     10,093      6,146
 
Changes from:       October 29, 2019                                 Total Change is:    -5,073
     1,336      8,304        236     -8,724     -8,542     -1,138        666     -3,215        237      2,083     -1,114          0        231        159
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       57.7        0.7       72.7       23.8        7.1        4.6        6.0        0.1        0.9        2.9        0.0        2.9        1.7
 
Number of Traders in Each Category                                    Total Traders:       176 
        14         15          5         71         35         32         18         14          6          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,376,942
Positions
    68,432    874,073      5,839    979,836    287,022    104,675    115,231     67,024      4,267     59,810     17,580      3,430     35,422     13,032
 
Changes from:       October 29, 2019                                 Total Change is:    35,758
     1,067     56,219        940     25,050    -13,590      5,212     -6,203     -8,343      1,271      6,961      2,011       -324      1,784     -7,638
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       63.5        0.4       71.2       20.8        7.6        8.4        4.9        0.3        4.3        1.3        0.2        2.6        0.9
 
Number of Traders in Each Category                                    Total Traders:       434 
        28         19          8        168         73         87         65         32         16         37         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   120,740
Positions
    42,130     86,227     33,362     20,638          0        420     21,496          0        170      1,994          0          0        530        561
 
Changes from:       October 29, 2019                                 Total Change is:     3,960
    -3,721      1,650      1,950      3,850          0        -20      1,398       -124          3          0          0          0        500        501
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       71.4       27.6       17.1        0.0        0.3       17.8        0.0        0.1        1.7        0.0        0.0        0.4        0.5
 
Number of Traders in Each Category                                    Total Traders:        42 
         5         17         15          8          0          .          9          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 1,265,791
Positions
     9,902    115,242     46,892    497,826    288,399    204,143     49,597    211,846    172,110     74,720     39,332     30,765    179,836    157,061
 
Changes from:       October 29, 2019                                 Total Change is:    70,753
       510    -49,449      4,903    -19,501       -413     21,033     -4,397        441     50,293     -3,356      7,136     19,916      1,352     16,893
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        9.1        3.7       39.3       22.8       16.1        3.9       16.7       13.6        5.9        3.1        2.4       14.2       12.4
 
Number of Traders in Each Category                                    Total Traders:       183 
         6         16         16         60         28         54         20         37         41          8          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 1,166,250
Positions
    43,780    138,642      2,327    658,032     71,086    181,070     59,863    655,436     17,558     40,773      6,327          1    162,846     93,804
 
Changes from:       October 29, 2019                                 Total Change is:    17,992
    -5,271     -1,716       -201     14,587     15,604     -2,248     16,102      2,594        855        224       -980          1     -6,057      4,083
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       11.9        0.2       56.4        6.1       15.5        5.1       56.2        1.5        3.5        0.5        0.0       14.0        8.0
 
Number of Traders in Each Category                                    Total Traders:       132 
         5         11          5         64         16         50          7         23         17          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 4,123,467
Positions
    87,232    262,847     50,191  1,857,622    800,616    308,430    903,232  2,122,866    310,017    385,792    146,246     11,483    209,469    110,771
 
Changes from:       October 29, 2019                                 Total Change is:   129,823
     2,450     30,788      4,685     90,410     -3,475       -240    -24,711     39,944     57,223    -11,843      3,393        122     11,728     -2,617
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        6.4        1.2       45.1       19.4        7.5       21.9       51.5        7.5        9.4        3.5        0.3        5.1        2.7
 
Number of Traders in Each Category                                    Total Traders:       372 
        21         28         15        130         31         70         62         54         55         29         17          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 4,696,601
Positions
   199,229    238,080    316,874  1,711,770    774,964    848,359    292,751  1,229,024    611,736    225,878    169,509     61,741    428,261    446,312
 
Changes from:       October 29, 2019                                 Total Change is:   221,732
    11,382    -57,106     92,828    -88,821      8,355     78,572      9,609    -53,731    116,879    -25,218      9,111     27,672     -1,173       -849
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        5.1        6.7       36.4       16.5       18.1        6.2       26.2       13.0        4.8        3.6        1.3        9.1        9.5
 
Number of Traders in Each Category                                    Total Traders:       415 
        22         39         43        102         72        106         60         71         84         27         22         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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   830,856
Positions
    87,069     38,548      2,576    277,742    289,231    155,142    135,289    148,670     16,039     49,235     23,555         24    107,740    157,071
 
Changes from:       October 29, 2019                                 Total Change is:    -5,390
     1,694    -22,307        855     -1,217     -4,110      6,263    -13,939     12,652       -941      2,390      2,869         24       -519       -695
 
Percent of Open Interest Represented by Each Category of Trader
      10.5        4.6        0.3       33.4       34.8       18.7       16.3       17.9        1.9        5.9        2.8        0.0       13.0       18.9
 
Number of Traders in Each Category                                    Total Traders:       110 
         5          7          4         26         39         40         15         12          9          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 5,132,184
Positions
    77,144    376,262    261,035  2,124,444    829,343    931,089    639,740  1,736,445    457,881    325,041    202,711     14,878    300,932    322,540
 
Changes from:       October 29, 2019                                 Total Change is:   313,678
   -17,480    -56,059     76,864    142,585     16,286     -1,464    -12,434    107,233    156,084     -9,119        302      2,464    -23,821     11,968
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        7.3        5.1       41.4       16.2       18.1       12.5       33.8        8.9        6.3        3.9        0.3        5.9        6.3
 
Number of Traders in Each Category                                    Total Traders:       329 
        14         30         28         91         47         81         36         74         60         22         15          8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,871,114
Positions
   247,197    297,234    593,232      5,704    159,356     28,854    437,901    251,369    480,354     19,553      6,203     11,140     47,179     43,372
 
Changes from:       October 29, 2019                                 Total Change is:  -413,121
  -111,332    -82,122    -56,812        835    -22,419      4,332   -122,802   -147,481    -93,215    -39,105     -9,547     -1,559      6,537     -4,298
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       15.9       31.7        0.3        8.5        1.5       23.4       13.4       25.7        1.0        0.3        0.6        2.5        2.3
 
Number of Traders in Each Category                                    Total Traders:       159 
        25         35         52          5          8          7         44         27         55          7          6          5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is23,550,182
Positions
 3,053,466  1,884,946  4,895,891    652,522  2,423,509  1,462,307  1,050,384    319,995 11,290,252    182,324    145,279    242,289    720,747    885,713
 
Changes from:       October 29, 2019                                 Total Change is:   -56,241
   155,203        708     13,809    -82,097     -7,177     39,930    -95,962    -36,193    -77,008    -11,150       -990     12,040    -11,007     -1,361
 
Percent of Open Interest Represented by Each Category of Trader
      13.0        8.0       20.8        2.8       10.3        6.2        4.5        1.4       47.9        0.8        0.6        1.0        3.1        3.8
 
Number of Traders in Each Category                                    Total Traders:       282 
        36         38         69         17         22         27         68         52        105         28         14         29
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   164,296
Positions
    12,670     79,680     22,454     14,950      3,600      9,685     72,433     16,989     30,060        394        937        261      1,389        630
 
Changes from:       October 29, 2019                                 Total Change is:     1,812
    -4,714        274          0      1,633          0          5        759     -2,821      4,421          0         10        -71       -221         -6
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       48.5       13.7        9.1        2.2        5.9       44.1       10.3       18.3        0.2        0.6        0.2        0.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        52 
         .         14          4          .          .          .         10         18         17          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   264,296
Positions
    39,628     47,274     29,552     13,523      6,402     15,992    132,907    127,440     26,376      5,312      8,498        712        294      2,050
 
Changes from:       October 29, 2019                                 Total Change is:   -74,033
    -9,016    -12,567     -6,963      7,318    -10,424    -10,659    -52,313    -34,701        596     -2,991        777         29        -34       -121
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       17.9       11.2        5.1        2.4        6.1       50.3       48.2       10.0        2.0        3.2        0.3        0.1        0.8
 
Number of Traders in Each Category                                    Total Traders:        88 
         5         19         14          .          5          .         17         30         27          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    78,524
Positions
        26     36,934          0      1,479      3,824        195     37,255      4,789     29,405     10,119      1,121          0         45      2,256
 
Changes from:       October 29, 2019                                 Total Change is:     3,250
         0        789          0          1         -4        149        805       -932      2,994       -681          0          0        -18        254
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       47.0        0.0        1.9        4.9        0.2       47.4        6.1       37.4       12.9        1.4        0.0        0.1        2.9
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          5          0          .          9          .          .          6          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    48,657
Positions
       991     22,607          0      1,281        439        115     24,503      2,100     21,763          0          0          0          4      1,633
 
Changes from:       October 29, 2019                                 Total Change is:     4,461
       -14      1,007          0        171         24        103       -892     -1,523      5,111          0          0          0        -18       -261
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       46.5        0.0        2.6        0.9        0.2       50.4        4.3       44.7        0.0        0.0        0.0        0.0        3.4
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0          .          6          .          5          7          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    50,494
Positions
    12,119         80     17,032          0        160          0      6,454     19,174     11,026      3,600      2,710        246         17         66
 
Changes from:       October 29, 2019                                 Total Change is:      -434
         0         80          0          0          0          0        -25        -88       -426          0          0          0         17          0
 
Percent of Open Interest Represented by Each Category of Trader
      24.0        0.2       33.7        0.0        0.3        0.0       12.8       38.0       21.8        7.1        5.4        0.5        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          0          .          0          .          9          .          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     3,520
Positions
        32          0          0        188        149         10      1,221      2,345        134        595        457         43      1,297        382
 
Changes from:       October 29, 2019                                 Total Change is:       365
        -1          0          0        -72         63         10        265        329         31         26         12         -6        112        -74
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        0.0        0.0        5.3        4.2        0.3       34.7       66.6        3.8       16.9       13.0        1.2       36.8       10.9
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          0          0          4          .          .         13         12          .         13          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    47,033
Positions
       998     35,700          0     12,541      2,903        535     25,644      3,227      2,056      1,676        782        179      3,405      1,651
 
Changes from:       October 29, 2019                                 Total Change is:    -2,686
       -85     -1,675          0     -1,933        -27         47       -505     -1,030        -42        107        -43         25       -299         60
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       75.9        0.0       26.7        6.2        1.1       54.5        6.9        4.4        3.6        1.7        0.4        7.2        3.5
 
Number of Traders in Each Category                                    Total Traders:        90 
         .          .          0         12          7          .         37          9          8         12          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   491,051
Positions
   120,551     22,728     21,224    146,978    138,820     21,621     55,128    160,386     77,842     13,780      4,562      8,697     25,230     35,171
 
Changes from:       October 29, 2019                                 Total Change is:    37,719
    12,722      4,164      3,114      8,125      3,971       -137      1,290     18,768      5,358      3,227        315        683      3,337      1,483
 
Percent of Open Interest Represented by Each Category of Trader
      24.5        4.6        4.3       29.9       28.3        4.4       11.2       32.7       15.9        2.8        0.9        1.8        5.1        7.2
 
Number of Traders in Each Category                                    Total Traders:       215 
        17         10         18         19         39         19         36         63         49         11         10         13
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    18,517
Positions
     4,177        655        837      7,119      2,297        912      4,615     13,324        100        521         70          0        236        322
 
Changes from:       October 29, 2019                                 Total Change is:       -55
       231        -10         10        775     -3,381          0     -1,011      3,016          0        -50         20          0        -10        290
 
Percent of Open Interest Represented by Each Category of Trader
      22.6        3.5        4.5       38.4       12.4        4.9       24.9       72.0        0.5        2.8        0.4        0.0        1.3        1.7
 
Number of Traders in Each Category                                    Total Traders:        39 
         4          .          .          9          6          .          4          6          .          8          .          0
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Updated November 08, 2019