Traders in Financial Futures - Options and Futures Combined 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   201,884
Positions
     7,454    106,298      4,029     65,388     17,590      3,510     44,673     36,680     11,536     17,395      2,079        185     47,714     19,977
 
Changes from:       January 7, 2020                                  Total Change is:    -1,405
      -103      8,400       -594     -3,398      2,606       -923      3,847     -6,708     -1,903       -668        179       -159      2,495     -2,304
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       52.7        2.0       32.4        8.7        1.7       22.1       18.2        5.7        8.6        1.0        0.1       23.6        9.9
 
Number of Traders in Each Category                                    Total Traders:       111 
         4         10          6         25         11         10         24         22         14         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    51,220
Positions
    14,102      9,679        559      4,184     10,745        535     16,469      7,772      1,734        841      1,654          0     12,796     18,541
 
Changes from:       January 7, 2020                                  Total Change is:       145
    -3,416      3,925        151        831       -266         -6      1,384     -3,517        859        -94       -392          0        436       -609
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       18.9        1.1        8.2       21.0        1.0       32.2       15.2        3.4        1.6        3.2        0.0       25.0       36.2
 
Number of Traders in Each Category                                    Total Traders:        56 
         4          7          .          5         12          .         12         12          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   214,901
Positions
    10,060     49,229      3,928     74,254     64,918      7,581     59,267     38,909     14,987     10,780      8,344         98     33,948     26,908
 
Changes from:       January 7, 2020                                  Total Change is:       -83
     6,633     -1,606        431     -2,512        785         54      1,532         27     -2,501     -1,164        -26         98     -2,655      2,655
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       22.9        1.8       34.6       30.2        3.5       27.6       18.1        7.0        5.0        3.9        0.0       15.8       12.5
 
Number of Traders in Each Category                                    Total Traders:       129 
         4          9          6         24         24         15         32         25         17          7          4          .
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Traders in Financial Futures - Options and Futures Combined 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   207,634
Positions
    62,620     19,424      4,505     36,622     53,453     13,180     37,321     54,807     17,872      2,403      5,114        136     32,974     39,143
 
Changes from:       January 7, 2020                                  Total Change is:    27,562
    24,592     -5,228        163     -4,291     14,141       -867      1,904     11,731      4,074       -141         70       -369      2,496      3,847
 
Percent of Open Interest Represented by Each Category of Trader
      30.2        9.4        2.2       17.6       25.7        6.3       18.0       26.4        8.6        1.2        2.5        0.1       15.9       18.9
 
Number of Traders in Each Category                                    Total Traders:       130 
         7          6          5         18         29         13         26         34         25          .          6          .
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Traders in Financial Futures - Options and Futures Combined 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   614,421
Positions
    28,856    164,101     12,829    346,822    148,520     30,180     34,101    152,981     31,218     26,051     10,902      7,096     97,267     56,595
 
Changes from:       January 7, 2020                                  Total Change is:    17,198
     1,498      6,201      4,031       -202      8,993        481       -429     -8,736      1,786      2,395        231      5,728      1,910     -1,517
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       26.7        2.1       56.4       24.2        4.9        5.6       24.9        5.1        4.2        1.8        1.2       15.8        9.2
 
Number of Traders in Each Category                                    Total Traders:       297 
        16         11         16         90         42         48         33         50         27         36         18         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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   156,902
Positions
    31,904     19,136      4,218     24,661     38,186      2,722     38,316     42,452     10,481      9,289     10,268        105     35,206     29,334
 
Changes from:       January 7, 2020                                  Total Change is:   -15,015
    -2,300      1,369     -1,224     -2,699      5,676        179     -3,888    -23,475     -1,539       -576         43        -44     -2,924      4,001
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       12.2        2.7       15.7       24.3        1.7       24.4       27.1        6.7        5.9        6.5        0.1       22.4       18.7
 
Number of Traders in Each Category                                    Total Traders:        91 
         .          9          6         14         15         10         22         20         13          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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   294,262
Positions
     1,078    205,160        888    142,202      7,481      3,016    115,656     56,636      1,325     22,392     16,264          0      7,705      3,493
 
Changes from:       January 7, 2020                                  Total Change is:    10,723
       488     16,996         10      4,783      3,138       -209      2,330     -9,546       -453      3,108        425          0        666        362
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       69.7        0.3       48.3        2.5        1.0       39.3       19.2        0.5        7.6        5.5        0.0        2.6        1.2
 
Number of Traders in Each Category                                    Total Traders:       187 
         4         10          .         34         10          4         66         32         14         15         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    36,548
Positions
    21,674      2,075         60      4,605     18,105          0      2,878     12,478      1,767      2,842        915          0      2,722      1,148
 
Changes from:       January 7, 2020                                  Total Change is:     1,258
        45       -184          0        975        193          0     -1,432        841        310      1,408         50          0        -48         48
 
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 - Options and Futures Combined 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    48,988
Positions
    10,947      7,718         62     13,549     12,139        181     14,390     20,885        857      4,547      2,028        258      4,196      4,860
 
Changes from:       January 7, 2020                                  Total Change is:    -2,146
       354      1,278         -6       -474        261       -356     -2,284     -3,938        746       -339        -16         29        184       -144
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       15.8        0.1       27.7       24.8        0.4       29.4       42.6        1.7        9.3        4.1        0.5        8.6        9.9
 
Number of Traders in Each Category                                    Total Traders:        96 
         7          5          .         14         10          .         25         20          4          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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    51,230
Positions
    12,539     28,080        680     19,014      2,477        885      8,960      9,064        252        311      1,196          0      8,588      8,597
 
Changes from:       January 7, 2020                                  Total Change is:     1,933
      -223      1,680        -17      2,416        546       -297        686        346       -486        -27        -56          0       -120        216
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       54.8        1.3       37.1        4.8        1.7       17.5       17.7        0.5        0.6        2.3        0.0       16.8       16.8
 
Number of Traders in Each Category                                    Total Traders:        93 
         8         19          .         18          .          4         26         13          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   102,460
Positions
    25,078     56,159      1,361     38,028      4,953      1,770     17,920     18,128        504        622      2,391          0     17,177     17,193
 
Changes from:       January 7, 2020                                  Total Change is:     3,865
      -446      3,359        -33      4,831      1,091       -593      1,372        692       -972        -53       -111          0       -240        433
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       54.8        1.3       37.1        4.8        1.7       17.5       17.7        0.5        0.6        2.3        0.0       16.8       16.8
 
Number of Traders in Each Category                                    Total Traders:        93 
         8         19          .         18          .          4         26         13          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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   774,330
Positions
    33,994    176,630     42,959    315,315     98,000     54,348     49,967     96,676    167,771     18,219     54,764      4,376     87,381     78,807
 
Changes from:       January 7, 2020                                  Total Change is:    28,965
    -9,344      8,879      7,649      8,996     -2,510      1,608     -4,946     -2,678     22,049         44     -4,480       -664      3,573       -887
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       22.8        5.5       40.7       12.7        7.0        6.5       12.5       21.7        2.4        7.1        0.6       11.3       10.2
 
Number of Traders in Each Category                                    Total Traders:       615 
        32         37         44        170         86        133         75        111        104         49         55         60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    59,088
Positions
     9,881     11,723        877      1,017      4,158      3,129      4,277      2,738     18,240         39         76        175     21,453     17,972
 
Changes from:       January 7, 2020                                  Total Change is:     6,202
     1,347      2,862        394        -95        158        789        996     -3,285      4,508          6         45       -135     -1,608        866
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       19.8        1.5        1.7        7.0        5.3        7.2        4.6       30.9        0.1        0.1        0.3       36.3       30.4
 
Number of Traders in Each Category                                    Total Traders:        47 
         5          7          7          .          .          .          8         14         22          6          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 3,576,212
Positions
   170,763    874,732    160,213  1,573,369    471,086    254,215    252,316    493,552    723,792     90,907    273,448     20,997    329,640    304,175
 
Changes from:       January 7, 2020                                  Total Change is:   113,815
   -45,929     37,610     28,747     45,578    -13,217      3,970    -40,549     -7,810     98,551        197    -22,617     -2,655     25,905     -8,763
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       24.5        4.5       44.0       13.2        7.1        7.1       13.8       20.2        2.5        7.6        0.6        9.2        8.5
 
Number of Traders in Each Category                                    Total Traders:       603 
        33         35         41        171         84        131         74        107         98         44         55         56
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Traders in Financial Futures - Options and Futures Combined 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
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Traders in Financial Futures - Options and Futures Combined 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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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
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Traders in Financial Futures - Options and Futures Combined 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
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Traders in Financial Futures - Options and Futures Combined 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
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Traders in Financial Futures - Options and Futures Combined 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    48,293
Positions
     4,386     10,168        306     15,370      7,457      2,192     11,901     12,477      4,857      1,140      1,933        102      8,040      8,801
 
Changes from:       January 7, 2020                                  Total Change is:     2,783
        32        664       -190       -167     -1,499        278        940      2,435      1,398        174       -238        -98        417         33
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       21.1        0.6       31.8       15.4        4.5       24.6       25.8       10.1        2.4        4.0        0.2       16.6       18.2
 
Number of Traders in Each Category                                    Total Traders:       257 
        15         24          5         58         32         33         46         52         24         14         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   241,463
Positions
    21,932     50,841      1,528     76,849     37,285     10,958     59,503     62,385     24,285      5,699      9,663        512     40,198     44,007
 
Changes from:       January 7, 2020                                  Total Change is:    13,915
       158      3,320       -951       -837     -7,495      1,390      4,700     12,176      6,990        872     -1,191       -491      2,084        166
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       21.1        0.6       31.8       15.4        4.5       24.6       25.8       10.1        2.4        4.0        0.2       16.6       18.2
 
Number of Traders in Each Category                                    Total Traders:       257 
        15         24          5         58         32         33         46         52         24         14         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   500,418
Positions
    39,961    142,027      7,849    280,562    157,073     37,322     81,610     90,990     15,040      9,649     32,216        145     28,281     17,757
 
Changes from:       January 7, 2020                                  Total Change is:     8,644
    -7,648     -3,141        128     11,352        974     -1,130      2,902      8,903       -102        474      1,813        -83      2,751      1,283
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       28.4        1.6       56.1       31.4        7.5       16.3       18.2        3.0        1.9        6.4        0.0        5.7        3.5
 
Number of Traders in Each Category                                    Total Traders:       307 
        18         23          7         88         46         42         53         49         27         15         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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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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 - Options and Futures Combined 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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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
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Traders in Financial Futures - Options and Futures Combined 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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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          .
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Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,203,666
Positions
     7,464    149,491     29,950    519,902    300,562    220,728     70,321    224,390     90,765     81,135     39,229      6,838    176,563    141,714
 
Changes from:       January 7, 2020                                  Total Change is:    22,674
     2,661     26,295     -4,606     20,402     -3,579      4,953      9,707    -21,685     -3,296     -2,462     13,859     -5,113        427     15,846
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       12.4        2.5       43.2       25.0       18.3        5.8       18.6        7.5        6.7        3.3        0.6       14.7       11.8
 
Number of Traders in Each Category                                    Total Traders:       194 
        10         18         18         57         32         54         29         27         33         13          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,254,568
Positions
    45,902    125,431         35    743,116    110,036    197,980     40,016    701,821     19,932     46,645      5,543          0    160,942     93,790
 
Changes from:       January 7, 2020                                  Total Change is:    17,798
       955       -570          1      6,094     -2,312      6,110     -2,146      8,160      2,769        229     -2,100          0      3,785      5,739
 
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         53         11         24         14          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,626,124
Positions
    92,551    224,084     14,837  1,722,952    866,703    311,555    900,539  1,861,870     86,185    301,644    143,157      2,813    193,048    114,921
 
Changes from:       January 7, 2020                                  Total Change is:    56,495
   -10,431     -3,672      3,955     -1,097     38,055      8,333     51,290     -1,083     15,373    -16,654     -9,573        218      5,508      4,889
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        6.2        0.4       47.5       23.9        8.6       24.8       51.3        2.4        8.3        3.9        0.1        5.3        3.2
 
Number of Traders in Each Category                                    Total Traders:       366 
        22         33         12        123         33         70         65         52         48         25         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,416,360
Positions
   161,460    284,667    211,367  1,639,610    819,201    874,141    317,109  1,089,030    428,538    272,338    196,786     81,295    430,502    431,335
 
Changes from:       January 7, 2020                                  Total Change is:  -100,309
     3,063     23,709     -5,318     16,987        277     25,932   -137,199    -59,866    -22,097     66,448        870    -59,550     11,426     -4,266
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        6.4        4.8       37.1       18.5       19.8        7.2       24.7        9.7        6.2        4.5        1.8        9.7        9.8
 
Number of Traders in Each Category                                    Total Traders:       425 
        24         41         44        108         78        111         46         76         77         28         24         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 4,521,069
Positions
    45,303    519,448     81,651  2,170,704    824,963    809,208    528,072  1,483,459    253,166    296,630    226,164     10,668    325,668    312,343
 
Changes from:       January 7, 2020                                  Total Change is:    12,287
    -5,085      4,579    -10,262    -33,430     22,059      9,243     30,419    -24,514     25,646      9,055     -8,887     -8,780     -4,518      3,203
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       11.5        1.8       48.0       18.2       17.9       11.7       32.8        5.6        6.6        5.0        0.2        7.2        6.9
 
Number of Traders in Each Category                                    Total Traders:       333 
        12         35         24         87         55         78         47         58         51         19         20          9
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Traders in Financial Futures - Options and Futures Combined 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 1,854,544
Positions
   395,064    427,758    389,235     14,894     32,370     26,992    533,427    513,681    397,890     42,109     27,500      5,214     49,719     33,904
 
Changes from:       January 7, 2020                                  Total Change is:    72,022
    22,076     -1,113      1,248      1,511     16,689       -631     26,678     40,445      8,338      4,165      5,000      1,431      7,206        615
 
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       21.5        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         47          8          .          .
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Traders in Financial Futures - Options and Futures Combined 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 is19,465,412
Positions
 2,938,834  1,305,626  3,903,301    446,756  2,447,920  1,311,498    980,007    365,755  8,942,458     93,204     86,345    179,076    670,279    923,432
 
Changes from:       January 7, 2020                                  Total Change is:  -280,276
  -176,137   -202,280     42,091     -8,227     36,954    -15,309     22,008    -24,128   -255,202     -5,649        353     74,388     41,760     62,858
 
Percent of Open Interest Represented by Each Category of Trader
      15.1        6.7       20.1        2.3       12.6        6.7        5.0        1.9       45.9        0.5        0.4        0.9        3.4        4.7
 
Number of Traders in Each Category                                    Total Traders:       267 
        44         32         71         17         19         29         53         55        101         25         19         28
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Traders in Financial Futures - Options and Futures Combined 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   135,911
Positions
     5,820     72,059     17,967     17,300          0      6,738     59,986     10,896     25,902        277        492        684      1,236      1,173
 
Changes from:       January 7, 2020                                  Total Change is:     4,430
     1,883        646       -415        107          0        -12         -5        496      2,904        277        -19       -283        -27      1,113
 
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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 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 - Options and Futures Combined 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     5,436
Positions
        66         46          0        272        300          0      2,686      3,338        246        342      1,043         33      1,791        430
 
Changes from:       January 7, 2020                                  Total Change is:        36
         0          4          0        -66        -31          0        169       -323          8       -122        257         13         34        108
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        0.8        0.0        5.0        5.5        0.0       49.4       61.4        4.5        6.3       19.2        0.6       32.9        7.9
 
Number of Traders in Each Category                                    Total Traders:        56 
         .          .          0          .          4          0         21         12         10         10          .          .
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Traders in Financial Futures - Options and Futures Combined 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    36,196
Positions
       380     18,093          0      9,105      3,449        666     19,861      8,186      2,327        984      1,015          0      2,873      2,460
 
Changes from:       January 7, 2020                                  Total Change is:     1,011
       -70          0          0      3,331        -16       -214     -2,323      1,099       -126        259        -78          0        154        346
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       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:        93 
         .          .          0         14          7          4         27         15          8         15         12          0
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Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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