Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   190,229
Positions
     6,980    105,983        667     65,261     17,600      3,245     45,442     36,664      5,373     17,395      2,079        185     45,681     18,433
 
Changes from:       January 7, 2020                                  Total Change is:       233
      -250      8,940        133     -3,612      2,650       -828      4,573     -7,462     -1,135       -668          7         13      2,007     -2,085
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       55.7        0.4       34.3        9.3        1.7       23.9       19.3        2.8        9.1        1.1        0.1       24.0        9.7
 
Number of Traders in Each Category                                    Total Traders:       110 
         4         10          .         24         12          9         24         21         12         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    49,118
Positions
    13,978      9,732          4      4,184     10,745        535     16,561      7,653        499        740      1,654          0     12,617     18,296
 
Changes from:       January 7, 2020                                  Total Change is:      -247
    -3,358      3,956          4        831       -266         -6      1,415     -3,331        492          0       -392          0        375       -704
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       19.8        0.0        8.5       21.9        1.1       33.7       15.6        1.0        1.5        3.4        0.0       25.7       37.2
 
Number of Traders in Each Category                                    Total Traders:        53 
         .          8          .          5         12          .         11         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   196,536
Positions
    10,998     47,505        437     73,279     64,769      6,138     58,730     37,522      6,079      9,388      8,344          0     31,487     25,742
 
Changes from:       January 7, 2020                                  Total Change is:      -954
     7,413     -1,060        155     -3,244        816        288        733     -2,831     -1,101     -2,523        -26          0     -2,675      2,805
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       24.2        0.2       37.3       33.0        3.1       29.9       19.1        3.1        4.8        4.2        0.0       16.0       13.1
 
Number of Traders in Each Category                                    Total Traders:       118 
         4          9          .         22         22         13         30         24         11          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   183,863
Positions
    62,240     19,359          0     36,344     54,786     10,619     37,940     53,619      4,254      2,431      4,105          0     30,035     37,121
 
Changes from:       January 7, 2020                                  Total Change is:    21,769
    24,532     -4,727     -1,009     -4,721     15,800     -2,342      2,571     10,306        930          0       -871          0      1,808      3,682
 
Percent of Open Interest Represented by Each Category of Trader
      33.9       10.5        0.0       19.8       29.8        5.8       20.6       29.2        2.3        1.3        2.2        0.0       16.3       20.2
 
Number of Traders in Each Category                                    Total Traders:       123 
         7          5          0         16         28          8         24         33         17          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   571,239
Positions
    27,371    165,063      4,718    341,560    148,751     26,570     41,577    150,952      6,541     25,649     11,008      5,398     91,855     52,238
 
Changes from:       January 7, 2020                                  Total Change is:    15,299
     2,105      7,337      2,562        550      9,202       -237       -574     -8,751        922      2,680        234      5,353      1,938     -1,323
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       28.9        0.8       59.8       26.0        4.7        7.3       26.4        1.1        4.5        1.9        0.9       16.1        9.1
 
Number of Traders in Each Category                                    Total Traders:       284 
        15         12         12         88         42         42         36         45         19         30         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    22,585
Positions
         0      3,744          0      7,649      6,267      2,849        845      2,919          0          0          0          0     11,242      6,806
 
Changes from:       January 7, 2020                                  Total Change is:        92
         0        195       -100        259         60       -110          0        211          0          0          0          0         43       -164
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       16.6        0.0       33.9       27.7       12.6        3.7       12.9        0.0        0.0        0.0        0.0       49.8       30.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          .          0         10          6          8          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   144,568
Positions
    32,067     18,222      2,484     23,420     38,364      2,222     39,012     42,412      3,099      9,289     10,296          0     32,975     27,469
 
Changes from:       January 7, 2020                                  Total Change is:   -13,171
    -2,484      1,775       -676     -3,181      5,503        380     -3,530    -23,067       -515       -508          3          0     -2,657      3,426
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       12.6        1.7       16.2       26.5        1.5       27.0       29.3        2.1        6.4        7.1        0.0       22.8       19.0
 
Number of Traders in Each Category                                    Total Traders:        88 
         .          8          5         14         15         10         21         19          7          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    55,021
Positions
         0     45,236         56     41,746          0         41      9,373      8,207         10      1,769        325          0      2,026      1,146
 
Changes from:       January 7, 2020                                  Total Change is:      -469
         0        -97          6       -376          0          0        478       -574         10       -197          0          0       -390        186
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       82.2        0.1       75.9        0.0        0.1       17.0       14.9        0.0        3.2        0.6        0.0        3.7        2.1
 
Number of Traders in Each Category                                    Total Traders:        52 
         0          6          .         15          0          .         18          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   294,039
Positions
     1,078    205,160        888    142,202      7,481      3,016    115,685     56,662      1,109     22,392     16,264          0      7,669      3,459
 
Changes from:       January 7, 2020                                  Total Change is:    10,707
       488     16,996         10      4,783      3,138       -209      2,325     -9,546       -454      3,108        425          0        656        347
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       69.8        0.3       48.4        2.5        1.0       39.3       19.3        0.4        7.6        5.5        0.0        2.6        1.2
 
Number of Traders in Each Category                                    Total Traders:       187 
         4         10          .         34         10          4         65         33         10         15         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    36,542
Positions
    21,674      2,075         60      4,605     18,105          0      2,878     12,478      1,767      2,842        915          0      2,716      1,142
 
Changes from:       January 7, 2020                                  Total Change is:     1,252
        45       -184          0        975        193          0     -1,432        841        310      1,408         50          0        -54         42
 
Percent of Open Interest Represented by Each Category of Trader
      59.3        5.7        0.2       12.6       49.5        0.0        7.9       34.1        4.8        7.8        2.5        0.0        7.4        3.1
 
Number of Traders in Each Category                                    Total Traders:        56 
         .          .          .          8          6          0          7         20          5          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    48,651
Positions
    10,911      7,497          0     13,549     12,139        181     14,391     20,885        849      4,586      2,243          0      4,184      4,857
 
Changes from:       January 7, 2020                                  Total Change is:    -2,151
       376      1,256          0       -474        261       -356     -2,283     -3,938        747       -345         23          0        184       -144
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       15.4        0.0       27.8       25.0        0.4       29.6       42.9        1.7        9.4        4.6        0.0        8.6       10.0
 
Number of Traders in Each Category                                    Total Traders:        96 
         8          4          0         14         10          .         25         20          .          8          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    18,681
Positions
       832      8,105         37     14,798      2,521          0      1,473      6,157         66          0        309          0      1,475      1,486
 
Changes from:       January 7, 2020                                  Total Change is:       354
         0        -65          5        730        620          0       -104       -335          5          0        -68          0       -282        192
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       43.4        0.2       79.2       13.5        0.0        7.9       33.0        0.4        0.0        1.7        0.0        7.9        8.0
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .          6          4          0          5         11          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    50,993
Positions
    12,539     28,076        680     19,014      2,477        885      8,960      9,138         99        311      1,196          0      8,506      8,445
 
Changes from:       January 7, 2020                                  Total Change is:     1,916
      -223      1,683        -17      2,416        546       -297        710        383       -527        -27        -56          0       -121        201
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       55.1        1.3       37.3        4.9        1.7       17.6       17.9        0.2        0.6        2.3        0.0       16.7       16.6
 
Number of Traders in Each Category                                    Total Traders:        93 
         8         19          .         18          .          4         26         13          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   101,986
Positions
    25,078     56,151      1,360     38,028      4,953      1,770     17,919     18,275        197        622      2,391          0     17,012     16,889
 
Changes from:       January 7, 2020                                  Total Change is:     3,831
      -446      3,365        -34      4,831      1,091       -593      1,420        765     -1,053        -53       -111          0       -241        401
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       55.1        1.3       37.3        4.9        1.7       17.6       17.9        0.2        0.6        2.3        0.0       16.7       16.6
 
Number of Traders in Each Category                                    Total Traders:        93 
         8         19          .         18          .          4         26         13          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    37,079
Positions
       200     30,665          0     33,133        780        145      1,543      3,853          0          0        464          0      2,058      1,172
 
Changes from:       January 7, 2020                                  Total Change is:    -2,437
         0     -1,711          0     -3,484         60          0        643       -866          0          0          0          0        404         80
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       82.7        0.0       89.4        2.1        0.4        4.2       10.4        0.0        0.0        1.3        0.0        5.6        3.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          7          0         12          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   568,311
Positions
    33,396    176,204     24,590    313,471     97,650     44,194     51,551     97,232     14,076     18,168     54,589        792     68,073     58,983
 
Changes from:       January 7, 2020                                  Total Change is:       699
    -8,887      7,358      5,508      9,335     -3,140     -1,543     -5,853     -1,031        337        213     -5,012        -28      1,617     -1,750
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       31.0        4.3       55.2       17.2        7.8        9.1       17.1        2.5        3.2        9.6        0.1       12.0       10.4
 
Number of Traders in Each Category                                    Total Traders:       562 
        31         37         27        169         84        122         67        102         52         31         41         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    27,711
Positions
     9,912     11,777         74      1,017      4,000          0      4,072      2,562        560          0          0          0     12,076      8,738
 
Changes from:       January 7, 2020                                  Total Change is:     2,015
     1,352      2,909          0          0          0          0      1,056     -3,255        475          0          0          0       -868      1,886
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       42.5        0.3        3.7       14.4        0.0       14.7        9.2        2.0        0.0        0.0        0.0       43.6       31.5
 
Number of Traders in Each Category                                    Total Traders:        27 
         5          7          .          .          .          0          7          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    15,605
Positions
     9,218     10,944          0      1,929      1,041        249      1,122        445          0          0          0          0      3,087      2,926
 
Changes from:       January 7, 2020                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      59.1       70.1        0.0       12.4        6.7        1.6        7.2        2.9        0.0        0.0        0.0        0.0       19.8       18.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          6          0          5          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 2,703,002
Positions
   167,771    872,490     72,226  1,564,147    470,129    219,094    263,419    499,376     41,556     90,840    272,946      3,962    279,987    251,223
 
Changes from:       January 7, 2020                                  Total Change is:    -6,581
   -43,642     29,799     19,987     46,800    -15,574     -7,842    -43,215      2,450      7,980      1,065    -25,060       -140     12,426    -18,181
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       32.3        2.7       57.9       17.4        8.1        9.7       18.5        1.5        3.4       10.1        0.1       10.4        9.3
 
Number of Traders in Each Category                                    Total Traders:       560 
        32         35         24        170         83        121         67        101         49         31         41         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    28,481
Positions
    16,344     15,828          0      7,165          0        982        462      8,106          0          0        332          0      3,528      3,233
 
Changes from:       January 7, 2020                                  Total Change is:     2,001
     2,000      4,171          0       -235          0          0          0     -1,180          0          0          0          0        236       -990
 
Percent of Open Interest Represented by Each Category of Trader
      57.4       55.6        0.0       25.2        0.0        3.4        1.6       28.5        0.0        0.0        1.2        0.0       12.4       11.4
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          8          0          4          0          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     9,240
Positions
     3,294      4,313          0      3,585      1,257        109        446      2,394          0          0          0          0      1,806      1,167
 
Changes from:       January 7, 2020                                  Total Change is:       586
       889        700          0         -2          0          0       -344       -308          0          0          0          0         43        194
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       46.7        0.0       38.8       13.6        1.2        4.8       25.9        0.0        0.0        0.0        0.0       19.5       12.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         6          4          0          4          4          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    13,248
Positions
     3,351      8,582          0      4,199        820      1,136        894      1,668        103          0          0          0      3,565        939
 
Changes from:       January 7, 2020                                  Total Change is:     1,137
       -87        959          0        332       -131        131        -18        254        101          0          0          0        678       -177
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       64.8        0.0       31.7        6.2        8.6        6.7       12.6        0.8        0.0        0.0        0.0       26.9        7.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          7          0          6          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    77,499
Positions
     4,839     25,856        290     53,627     33,150      2,810      4,826      4,379        185          0      7,729          0     10,922      3,100
 
Changes from:       January 7, 2020                                  Total Change is:       175
       -29       -406        -53      1,087       -272       -101        555        778        -13          0        -74          0     -1,271        316
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       33.4        0.4       69.2       42.8        3.6        6.2        5.7        0.2        0.0       10.0        0.0       14.1        4.0
 
Number of Traders in Each Category                                    Total Traders:        87 
         4         10          .         35         21         15         10          5          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    43,174
Positions
     4,386     10,160        211     15,402      7,455      2,153     12,010     12,930        570      1,139      1,970          4      7,298      7,721
 
Changes from:       January 7, 2020                                  Total Change is:     1,116
        20        659       -238       -180     -1,496        287      1,074      2,726       -169        176       -358         -6        154       -288
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       23.5        0.5       35.7       17.3        5.0       27.8       29.9        1.3        2.6        4.6        0.0       16.9       17.9
 
Number of Traders in Each Category                                    Total Traders:       251 
        15         24          .         58         31         31         46         49         17         14         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   215,871
Positions
    21,929     50,801      1,057     77,012     37,277     10,764     60,052     64,650      2,850      5,697      9,850         18     36,492     38,604
 
Changes from:       January 7, 2020                                  Total Change is:     5,582
        99      3,297     -1,190       -902     -7,482      1,434      5,368     13,630       -846        880     -1,789        -31        770     -1,441
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       23.5        0.5       35.7       17.3        5.0       27.8       29.9        1.3        2.6        4.6        0.0       16.9       17.9
 
Number of Traders in Each Category                                    Total Traders:       251 
        15         24          .         58         31         31         46         49         17         14         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   495,086
Positions
    39,898    142,027      7,718    280,562    157,073     37,322     81,433     90,930     10,673      9,643     32,216         13     27,824     17,114
 
Changes from:       January 7, 2020                                  Total Change is:     8,014
    -7,640     -3,141        108     11,352        974     -1,130      2,709      8,786       -538        468      1,817        -37      2,722      1,175
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       28.7        1.6       56.7       31.7        7.5       16.4       18.4        2.2        1.9        6.5        0.0        5.6        3.5
 
Number of Traders in Each Category                                    Total Traders:       306 
        18         23          6         88         46         42         54         48         19         14         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    20,711
Positions
       228      6,989          0     10,903        345         19      1,690     10,773         21          0        422          0      7,850      2,142
 
Changes from:       January 7, 2020                                  Total Change is:       204
         0          0          0       -656          0        -15        489        -21         -9          0         -3          0        395        252
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       33.7        0.0       52.6        1.7        0.1        8.2       52.0        0.1        0.0        2.0        0.0       37.9       10.3
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          0         10          .          .          4          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    58,729
Positions
     7,503      5,166         58     20,643      4,447        366     21,011      8,539        274        464        250          0      8,410     39,629
 
Changes from:       January 7, 2020                                  Total Change is:       533
    -1,267      1,517         58      2,442        297       -148        271       -834        -67          2          0          0       -758       -290
 
Percent of Open Interest Represented by Each Category of Trader
      12.8        8.8        0.1       35.1        7.6        0.6       35.8       14.5        0.5        0.8        0.4        0.0       14.3       67.5
 
Number of Traders in Each Category                                    Total Traders:        69 
        10          8          .         16          5          7         17         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   369,829
Positions
    54,767    246,540        262    261,757     65,943     24,425     15,032     17,394        800      3,133      9,332          0      9,653      5,133
 
Changes from:       January 7, 2020                                  Total Change is:    -8,450
     1,918    -10,041        -32    -10,348     -2,409      1,692     -1,902      3,892       -178        440        -22          0        -40     -1,352
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       66.7        0.1       70.8       17.8        6.6        4.1        4.7        0.2        0.8        2.5        0.0        2.6        1.4
 
Number of Traders in Each Category                                    Total Traders:       179 
        16         13          .         71         36         35         21         12          7          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,519,250
Positions
    80,872  1,031,177      7,503  1,116,851    261,921     96,958    134,864     83,079      4,340     34,981     15,739      2,128     40,753     16,405
 
Changes from:       January 7, 2020                                  Total Change is:    56,442
    -1,600     35,824       -364     59,227     -8,652        171     -1,876     25,103       -134     -6,984        144       -445      8,447      4,795
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       67.9        0.5       73.5       17.2        6.4        8.9        5.5        0.3        2.3        1.0        0.1        2.7        1.1
 
Number of Traders in Each Category                                    Total Traders:       446 
        29         22          8        186         60         76         70         28         19         44          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is    76,995
Positions
    12,209     53,376     22,409     16,319          0        946     21,466          0        203      3,219          0          0        224         61
 
Changes from:       January 7, 2020                                  Total Change is:      -760
     1,507        822     -1,597          0          0          0       -885          0         15          0          0          0        200          0
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       69.3       29.1       21.2        0.0        1.2       27.9        0.0        0.3        4.2        0.0        0.0        0.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        45 
         7         15         11          8          0          .         11          0          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,037,517
Positions
     8,100    148,839        870    516,607    295,325    187,020     71,903    228,679      7,521     80,832     39,557          4    164,660    129,702
 
Changes from:       January 7, 2020                                  Total Change is:    26,616
     3,316     29,292     -2,923      9,137       -158      1,101     18,170    -27,625      1,113     -2,124     10,429         -5     -1,169     15,392
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       14.3        0.1       49.8       28.5       18.0        6.9       22.0        0.7        7.8        3.8        0.0       15.9       12.5
 
Number of Traders in Each Category                                    Total Traders:       183 
        11         17          .         58         28         50         26         27         16          9          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,254,496
Positions
    45,902    125,431         35    743,096    110,036    197,980     40,019    701,857     19,887     46,645      5,543          0    160,932     93,727
 
Changes from:       January 7, 2020                                  Total Change is:    17,848
       955       -570          1      6,114     -2,312      6,111     -2,149      8,198      2,733        229     -2,100          0      3,854      5,787
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       10.0        0.0       59.2        8.8       15.8        3.2       55.9        1.6        3.7        0.4        0.0       12.8        7.5
 
Number of Traders in Each Category                                    Total Traders:       144 
         7         12          .         68         15         52         11         24         12          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 3,595,591
Positions
    92,467    225,098     13,580  1,717,740    865,696    311,019    908,199  1,863,191     57,770    300,787    143,157      1,842    192,187    114,238
 
Changes from:       January 7, 2020                                  Total Change is:    57,688
   -10,394     -4,545      4,585     -6,459     37,673     12,279     55,056       -403     12,976    -16,186     -9,573          7      5,824      4,689
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        6.3        0.4       47.8       24.1        8.7       25.3       51.8        1.6        8.4        4.0        0.1        5.3        3.2
 
Number of Traders in Each Category                                    Total Traders:       361 
        22         33         10        122         33         69         65         50         37         23         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,687,989
Positions
   148,993    288,188     49,724  1,707,409    830,354    720,651    350,915  1,101,737     91,102    203,398    196,243      7,731    408,066    402,259
 
Changes from:       January 7, 2020                                  Total Change is:   -65,976
     6,388     22,961     -7,081     23,323      1,199     18,437   -128,738    -68,174      6,279      7,524    -34,425        898      6,994     -6,070
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        7.8        1.3       46.3       22.5       19.5        9.5       29.9        2.5        5.5        5.3        0.2       11.1       10.9
 
Number of Traders in Each Category                                    Total Traders:       413 
        23         42         12        108         78         99         53         66         42         23         20          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   923,592
Positions
    85,546     55,034      1,858    333,830    308,705    142,365    174,308    192,052     18,010     51,918     33,600          0    115,757    171,968
 
Changes from:       January 7, 2020                                  Total Change is:     6,861
       258     -4,515        669      5,779     -3,151      7,754     -8,491      9,580        326      2,000      1,500          0     -1,434     -5,302
 
Percent of Open Interest Represented by Each Category of Trader
       9.3        6.0        0.2       36.1       33.4       15.4       18.9       20.8        1.9        5.6        3.6        0.0       12.5       18.6
 
Number of Traders in Each Category                                    Total Traders:       115 
         4          7          4         24         43         42         16         14         10          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,261,167
Positions
    43,229    524,653     28,237  2,180,582    826,838    741,065    547,355  1,495,500    112,488    287,519    226,125        735    319,957    305,526
 
Changes from:       January 7, 2020                                  Total Change is:     9,611
    -8,713     -6,542      1,437    -33,474     15,154      4,257     31,120    -11,297     18,304         29    -15,724        315     -3,664      3,707
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       12.3        0.7       51.2       19.4       17.4       12.8       35.1        2.6        6.7        5.3        0.0        7.5        7.2
 
Number of Traders in Each Category                                    Total Traders:       327 
        14         33         12         87         55         76         46         56         38         19         17          .
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Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
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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 1,854,435
Positions
   395,064    427,758    389,235     14,894     32,370     26,992    533,432    513,727    397,776     42,109     27,500      5,214     49,719     33,863
 
Changes from:       January 7, 2020                                  Total Change is:    72,054
    22,076     -1,113      1,248      1,511     16,689       -631     26,683     40,446      8,365      4,165      5,000      1,431      7,206        619
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       23.1       21.0        0.8        1.7        1.5       28.8       27.7       21.4        2.3        1.5        0.3        2.7        1.8
 
Number of Traders in Each Category                                    Total Traders:       142 
        35         18         41          4          6          7         40         28         46          8          .          .
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Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
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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 EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is10,829,124
Positions
 2,450,593  1,438,146  2,202,881    290,768  2,347,711    619,985  1,975,254    646,564  2,547,787     81,942     92,497     42,036    617,878    891,517
 
Changes from:       January 7, 2020                                  Total Change is:  -159,434
  -174,368   -183,002     51,981    -60,840     10,569     49,500     74,395      6,267   -142,233      1,081      2,173     -3,519     44,569     48,830
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       13.3       20.3        2.7       21.7        5.7       18.2        6.0       23.5        0.8        0.9        0.4        5.7        8.2
 
Number of Traders in Each Category                                    Total Traders:       229 
        39         34         67         12         18         22         46         45         81         16         13         15
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Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
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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   135,904
Positions
     5,820     72,058     17,967     17,300          0      6,738     59,986     10,896     25,902        277        492        684      1,230      1,167
 
Changes from:       January 7, 2020                                  Total Change is:     4,428
     1,883        642       -412        107          0        -12         -5        496      2,904        277        -19       -283        -31      1,112
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       53.0       13.2       12.7        0.0        5.0       44.1        8.0       19.1        0.2        0.4        0.5        0.9        0.9
 
Number of Traders in Each Category                                    Total Traders:        54 
         .         15          4          4          0          .         15         15         22          .          .          .
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Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
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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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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   217,694
Positions
    18,167     48,290     24,760      9,583      9,211     13,091    107,350     74,409     42,632        112      1,337      1,916         83      2,048
 
Changes from:       January 7, 2020                                  Total Change is:     8,887
     9,271      8,390     -8,198     -3,755        282       -915      4,308     -2,542      8,216     -1,063      1,277      1,019          4      1,358
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       22.2       11.4        4.4        4.2        6.0       49.3       34.2       19.6        0.1        0.6        0.9        0.0        0.9
 
Number of Traders in Each Category                                    Total Traders:        89 
         5         26         12          .          6          .         19         27         22          .          .          .
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Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
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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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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    80,252
Positions
       838     32,881          0        892      3,306        163     12,020      8,480     32,693     33,589      1,044          0         57      1,685
 
Changes from:       January 7, 2020                                  Total Change is:     8,440
         0      5,810          0          0          0         -2      1,580        678      2,367      4,475         -1          0         20       -412
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       41.0        0.0        1.1        4.1        0.2       15.0       10.6       40.7       41.9        1.3        0.0        0.1        2.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          5          0          .          9          .          .          5          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
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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 DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    22,607
Positions
       137      8,768          0        476        538        115     12,409      2,389      9,470          0          0          0          0      1,327
 
Changes from:       January 7, 2020                                  Total Change is:     3,986
       -38      1,864          0          0        -77          0        953       -704      3,071          0          0          0          0       -168
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       38.8        0.0        2.1        2.4        0.5       54.9       10.6       41.9        0.0        0.0        0.0        0.0        5.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          4          0          .          6          .          4          6          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    46,548
Positions
    11,499         50     16,080          0        106          0          0     12,487     14,898      3,810      2,586        246         15         95
 
Changes from:       January 7, 2020                                  Total Change is:      -129
         0        -50          0          0       -160          0          0        205       -144          0          0          0         15         20
 
Percent of Open Interest Represented by Each Category of Trader
      24.7        0.1       34.5        0.0        0.2        0.0        0.0       26.8       32.0        8.2        5.6        0.5        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          0          .          0          0          9          .          .          5          .
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Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     5,405
Positions
        66         46          0        272        300          0      2,688      3,339        230        342      1,043         33      1,774        414
 
Changes from:       January 7, 2020                                  Total Change is:         5
         0          4          0        -66        -31          0        171       -322         -8       -122        257         13         17         92
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        0.9        0.0        5.0        5.6        0.0       49.7       61.8        4.3        6.3       19.3        0.6       32.8        7.7
 
Number of Traders in Each Category                                    Total Traders:        56 
         .          .          0          .          4          0         21         12          9         10          .          .
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Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    36,189
Positions
       380     18,093          0      9,105      3,449        666     19,859      8,186      2,327        984      1,015          0      2,868      2,453
 
Changes from:       January 7, 2020                                  Total Change is:     1,010
       -70          0          0      3,331        -16       -214     -2,323      1,099       -126        259        -78          0        153        345
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       50.0        0.0       25.2        9.5        1.8       54.9       22.6        6.4        2.7        2.8        0.0        7.9        6.8
 
Number of Traders in Each Category                                    Total Traders:        91 
         .          .          0         14          7          4         27         15          6         13         12          0
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Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   469,840
Positions
    84,580     13,876     23,155    118,185    129,267     20,904     63,976    129,761     96,322     11,815      3,020     23,532     27,371     30,003
 
Changes from:       January 7, 2020                                  Total Change is:    40,142
     3,787      3,807      3,889     -2,644     20,787      1,731     22,181      7,039      2,033        458       -915      3,681      5,026     -1,910
 
Percent of Open Interest Represented by Each Category of Trader
      18.0        3.0        4.9       25.2       27.5        4.4       13.6       27.6       20.5        2.5        0.6        5.0        5.8        6.4
 
Number of Traders in Each Category                                    Total Traders:       214 
        15          9         18         15         41         27         38         60         51         11         13         22
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Traders in Financial Futures - Futures Only Positions as of January 14, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    17,715
Positions
     5,204        682        428     10,022      2,697        436        452     13,298        100        837         50          0        236         24
 
Changes from:       January 7, 2020                                  Total Change is:       559
       249         17        -17        242         60       -131        195        622          0         45         16          0        -24         -8
 
Percent of Open Interest Represented by Each Category of Trader
      29.4        3.8        2.4       56.6       15.2        2.5        2.6       75.1        0.6        4.7        0.3        0.0        1.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          .         12          4          .          .          6          .         12          .          0
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Updated January 17, 2020