Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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   189,407
Positions
    13,491     77,578      4,576     44,768     30,922      5,245     53,603     34,968     10,970     12,119      1,252        705     43,930     23,191
 
Changes from:       January 28, 2020                                 Total Change is:    -9,199
        48    -17,351        465    -16,932      4,742      1,473      2,780      1,713       -413       -874       -420        429      3,826        164
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       41.0        2.4       23.6       16.3        2.8       28.3       18.5        5.8        6.4        0.7        0.4       23.2       12.2
 
Number of Traders in Each Category                                    Total Traders:       111 
         6          9          6         23         12         11         25         23         15         11          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    52,602
Positions
     9,871     13,632        566      6,051     10,203        545     19,859      4,923      1,346      1,061      2,943          0     13,303     18,444
 
Changes from:       January 28, 2020                                 Total Change is:    -1,895
    -3,175        136         63        714        -64        -30      1,530        258       -224        138        770          0       -912     -2,804
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       25.9        1.1       11.5       19.4        1.0       37.8        9.4        2.6        2.0        5.6        0.0       25.3       35.1
 
Number of Traders in Each Category                                    Total Traders:        55 
         4          7          .          6         11          .         12         10          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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   227,665
Positions
    20,486     43,463      5,046     72,600     65,932     10,529     55,883     47,120     18,581     11,883      9,204        335     32,324     27,457
 
Changes from:       January 28, 2020                                 Total Change is:     4,244
     2,871      2,667       -592     -3,277     -1,865        260      4,178      4,126      1,927       -250        271        175     -1,047     -2,724
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       19.1        2.2       31.9       29.0        4.6       24.5       20.7        8.2        5.2        4.0        0.1       14.2       12.1
 
Number of Traders in Each Category                                    Total Traders:       130 
         7          7          7         25         23         15         26         30         18          8          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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   219,095
Positions
    67,725     24,954      6,287     39,142     62,259     15,417     40,802     47,630     19,006      2,796      4,695        370     27,550     38,477
 
Changes from:       January 28, 2020                                 Total Change is:     7,358
    -5,948      5,590        663      3,434      1,458        284      8,281     -1,132      1,092        492        413       -191       -750       -819
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       11.4        2.9       17.9       28.4        7.0       18.6       21.7        8.7        1.3        2.1        0.2       12.6       17.6
 
Number of Traders in Each Category                                    Total Traders:       144 
         7          8          6         18         31         12         26         41         24          6          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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   651,676
Positions
    30,968    148,777     10,779    364,434    171,118     36,657     35,186    169,744     39,025     33,489     13,291      1,822     99,315     60,463
 
Changes from:       January 28, 2020                                 Total Change is:    -3,481
      -338    -11,088       -595      6,313         94        287     -9,643      5,523       -499      1,285      1,090       -256        -34      1,961
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       22.8        1.7       55.9       26.3        5.6        5.4       26.0        6.0        5.1        2.0        0.3       15.2        9.3
 
Number of Traders in Each Category                                    Total Traders:       311 
        15         14         13         87         48         45         38         56         30         31         22         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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    23,841
Positions
         0      4,049          0      8,036      6,091      2,661        859      4,065          0          0          0          0     12,285      6,975
 
Changes from:       January 28, 2020                                 Total Change is:       272
         0        128          0        -24        -64         33          0         72          0          0          0          0        263        103
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       17.0        0.0       33.7       25.5       11.2        3.6       17.1        0.0        0.0        0.0        0.0       51.5       29.3
 
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 February 4, 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   200,365
Positions
    75,688     10,535      5,345     19,835     75,964      5,552     44,886     40,842     13,385      1,732     10,222        369     33,574     38,152
 
Changes from:       January 28, 2020                                 Total Change is:    25,997
    28,230     -4,183          2       -414     14,283        442      3,876     12,361      1,613     -7,260       -687        203       -696      1,962
 
Percent of Open Interest Represented by Each Category of Trader
      37.8        5.3        2.7        9.9       37.9        2.8       22.4       20.4        6.7        0.9        5.1        0.2       16.8       19.0
 
Number of Traders in Each Category                                    Total Traders:       110 
         7          4          7         12         25         11         21         31         16          4          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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    50,702
Positions
       387     44,962         94     32,705        514         41     12,416      3,474         49      2,901        156          0      2,109      1,412
 
Changes from:       January 28, 2020                                 Total Change is:    -3,045
       387       -101         -8     -8,234        159          0      3,998     -2,949         39        422          0          0        351       -185
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       88.7        0.2       64.5        1.0        0.1       24.5        6.9        0.1        5.7        0.3        0.0        4.2        2.8
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          5          .         12          .          .         16          .          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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   309,308
Positions
     2,845    219,727        983    156,060      3,578      2,850    124,490     58,999      3,199     10,635     16,603          0      8,245      3,368
 
Changes from:       January 28, 2020                                 Total Change is:     3,095
      -262        247         29     -5,129     -1,083        582      8,577      4,421        -81       -631       -354          0          9       -667
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       71.0        0.3       50.5        1.2        0.9       40.2       19.1        1.0        3.4        5.4        0.0        2.7        1.1
 
Number of Traders in Each Category                                    Total Traders:       193 
         .         13          .         35         11          6         69         33         15         15         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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    46,403
Positions
    21,072      1,871          0      3,391     30,227          0     15,349     10,407        509      3,447      1,263        104      2,531      2,022
 
Changes from:       January 28, 2020                                 Total Change is:    -4,844
    -1,023       -119          0     -1,083        942          0      4,937      1,278     -6,798       -671        135         -4       -202       -278
 
Percent of Open Interest Represented by Each Category of Trader
      45.4        4.0        0.0        7.3       65.1        0.0       33.1       22.4        1.1        7.4        2.7        0.2        5.5        4.4
 
Number of Traders in Each Category                                    Total Traders:        58 
         .          .          0          5         10          0         10         18          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    44,344
Positions
    11,752      5,817         57      7,643     11,841        386     16,013     17,953        935      3,142      1,651         11      4,405      5,693
 
Changes from:       January 28, 2020                                 Total Change is:    -2,740
     1,702     -3,200         -4     -5,870       -513         -7      1,871        209         61     -1,013         90        -78        598        702
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       13.1        0.1       17.2       26.7        0.9       36.1       40.5        2.1        7.1        3.7        0.0        9.9       12.8
 
Number of Traders in Each Category                                    Total Traders:        95 
         7          .          .         10         13          4         28         21          7          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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    16,207
Positions
       832      8,101          0      9,039      1,961          0      4,922      4,649          0          0          0          0      1,414      1,496
 
Changes from:       January 28, 2020                                 Total Change is:    -1,812
         0         66        -66     -5,311       -160          0      3,649     -1,617        -70          0          0          0        -14         35
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       50.0        0.0       55.8       12.1        0.0       30.4       28.7        0.0        0.0        0.0        0.0        8.7        9.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0          .          .          0          8          6          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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    51,546
Positions
    11,558     30,512        744     16,955      2,312      1,358     10,702      6,511      1,149        115        375          0      8,966      8,586
 
Changes from:       January 28, 2020                                 Total Change is:    -1,139
      -110       -928         78     -1,005        -54        305      1,217      1,439     -1,334       -321       -792          0         30        146
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       59.2        1.4       32.9        4.5        2.6       20.8       12.6        2.2        0.2        0.7        0.0       17.4       16.7
 
Number of Traders in Each Category                                    Total Traders:        93 
         8         22          .         18          4          6         24         14          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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   103,092
Positions
    23,116     61,023      1,489     33,909      4,623      2,715     21,404     13,022      2,298        230        750          0     17,931     17,172
 
Changes from:       January 28, 2020                                 Total Change is:    -2,278
      -220     -1,856        157     -2,009       -107        609      2,434      2,878     -2,669       -641     -1,583          0         61        292
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       59.2        1.4       32.9        4.5        2.6       20.8       12.6        2.2        0.2        0.7        0.0       17.4       16.7
 
Number of Traders in Each Category                                    Total Traders:        93 
         8         22          .         18          4          6         24         14          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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    39,934
Positions
       889     33,507          0     35,014        720        145        550      3,714          0          0        464          0      3,336      1,384
 
Changes from:       January 28, 2020                                 Total Change is:     1,070
       689        849          0       -208        -60        -20       -512        114          0          0          0          0      1,121        187
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       83.9        0.0       87.7        1.8        0.4        1.4        9.3        0.0        0.0        1.2        0.0        8.4        3.5
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          0         13          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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   770,580
Positions
    35,016    191,782     47,087    309,300     96,426     51,610     48,705     90,897    162,529     20,981     39,026      5,744     89,609     85,480
 
Changes from:       January 28, 2020                                 Total Change is:   -16,899
      -735      4,700     -4,630     -2,346     -5,568     -1,437     -3,584     -4,603     -4,716       -983     -1,704        -56      1,589      1,116
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       24.9        6.1       40.1       12.5        6.7        6.3       11.8       21.1        2.7        5.1        0.7       11.6       11.1
 
Number of Traders in Each Category                                    Total Traders:       631 
        31         39         46        167         91        129         75        116        110         51         61         60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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    66,440
Positions
    14,665     12,844      1,466      2,017      4,295        666      7,081      6,126     18,689         18         33        370     21,469     21,951
 
Changes from:       January 28, 2020                                 Total Change is:       675
      -477     -3,042        161      1,000        168     -1,342        -26      1,948      1,293        -16         26        -44        126      1,508
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       19.3        2.2        3.0        6.5        1.0       10.7        9.2       28.1        0.0        0.0        0.6       32.3       33.0
 
Number of Traders in Each Category                                    Total Traders:        51 
         6          8          7          .          .          .          8         16         21          5          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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    15,668
Positions
     7,151     11,502         24      1,707      2,457         75        980        639          6          0          0          0      5,725        965
 
Changes from:       January 28, 2020                                 Total Change is:       653
    -2,277        186         24       -286        365        -71        215         92          6          0          0          0      3,042         51
 
Percent of Open Interest Represented by Each Category of Trader
      45.6       73.4        0.2       10.9       15.7        0.5        6.3        4.1        0.0        0.0        0.0        0.0       36.5        6.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         5          7          .          .          4          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 3,520,700
Positions
   160,878    953,811    168,981  1,536,417    460,654    254,718    256,236    471,964    671,088    104,815    194,971     26,867    340,700    317,646
 
Changes from:       January 28, 2020                                 Total Change is:   -87,868
   -27,380     12,617      2,136    -16,732    -28,679       -476     -6,339    -21,297    -41,499     -4,838     -8,652        -56      7,314     -1,962
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       27.1        4.8       43.6       13.1        7.2        7.3       13.4       19.1        3.0        5.5        0.8        9.7        9.0
 
Number of Traders in Each Category                                    Total Traders:       614 
        30         38         45        167         89        128         75        110        102         46         59         56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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    31,832
Positions
    18,709     17,743          0      7,499          0        982        918      8,821          0        650        332          0      3,074      3,954
 
Changes from:       January 28, 2020                                 Total Change is:     1,578
       946        401          0        -65          0          0        142        470          0        650          0          0        -95        707
 
Percent of Open Interest Represented by Each Category of Trader
      58.8       55.7        0.0       23.6        0.0        3.1        2.9       27.7        0.0        2.0        1.0        0.0        9.7       12.4
 
Number of Traders in Each Category                                    Total Traders:        28 
         5          9          0          5          0          .          .          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is    10,970
Positions
     4,078      6,909          1      4,244      1,200        112        369      2,222          1          0          0          0      2,165        525
 
Changes from:       January 28, 2020                                 Total Change is:       -21
      -151        539          0       -382       -411          3        133       -171          0          0          0          0        376         19
 
Percent of Open Interest Represented by Each Category of Trader
      37.2       63.0        0.0       38.7       10.9        1.0        3.4       20.3        0.0        0.0        0.0        0.0       19.7        4.8
 
Number of Traders in Each Category                                    Total Traders:        22 
         6          6          .          .          4          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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    13,737
Positions
     3,160      7,530          0      5,402        763        801        547        559          0        616        900          0      3,211      3,184
 
Changes from:       January 28, 2020                                 Total Change is:       321
       969     -1,378          0       -633       -247       -145          0       -921          0          0        900          0        130      2,112
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       54.8        0.0       39.3        5.6        5.8        4.0        4.1        0.0        4.5        6.6        0.0       23.4       23.2
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          8          0          6          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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    77,951
Positions
     5,794     35,214        134     55,980     32,735      2,257      2,982      2,328        326          0        925          0     10,478      4,032
 
Changes from:       January 28, 2020                                 Total Change is:     1,061
       660      1,175          0      2,709        222         53       -591       -668       -463          0        134          0     -1,307        608
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       45.2        0.2       71.8       42.0        2.9        3.8        3.0        0.4        0.0        1.2        0.0       13.4        5.2
 
Number of Traders in Each Category                                    Total Traders:        80 
         5         10          .         36         16         14          8          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    47,800
Positions
     6,915      8,420        427     14,818      8,366      1,901      8,453     10,140      6,327      1,226      1,892         86      7,646     10,241
 
Changes from:       January 28, 2020                                 Total Change is:       736
     2,092       -984          5       -709        237        286     -1,504       -516      1,187          7        116        -78       -549        484
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       17.6        0.9       31.0       17.5        4.0       17.7       21.2       13.2        2.6        4.0        0.2       16.0       21.4
 
Number of Traders in Each Category                                    Total Traders:       281 
        19         23          7         62         36         31         50         50         26         19         21         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   239,002
Positions
    34,577     42,100      2,136     74,090     41,832      9,504     42,267     50,700     31,636      6,130      9,459        428     38,232     51,206
 
Changes from:       January 28, 2020                                 Total Change is:     3,682
    10,462     -4,921         23     -3,547      1,183      1,428     -7,520     -2,579      5,934         35        581       -388     -2,744      2,420
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       17.6        0.9       31.0       17.5        4.0       17.7       21.2       13.2        2.6        4.0        0.2       16.0       21.4
 
Number of Traders in Each Category                                    Total Traders:       281 
        19         23          7         62         36         31         50         50         26         19         21         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   502,150
Positions
    49,125    148,416      6,222    292,228    163,325     38,448     68,768     82,940     14,022      7,976     29,440        134     25,227     19,202
 
Changes from:       January 28, 2020                                 Total Change is:    -5,290
     7,112     -1,632       -388      3,593     -2,092       -700    -13,319     -1,782       -345       -783     -1,743        117       -577      3,275
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       29.6        1.2       58.2       32.5        7.7       13.7       16.5        2.8        1.6        5.9        0.0        5.0        3.8
 
Number of Traders in Each Category                                    Total Traders:       307 
        22         20          6         91         42         47         55         47         26         12         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    17,556
Positions
     1,296      6,489          0      9,564        177         89        854      6,674         23          0      1,390          0      5,730      2,714
 
Changes from:       January 28, 2020                                 Total Change is:    -3,425
       -84       -500          0     -1,919         20        -15     -1,256     -2,311        -12          0        -42          0       -139       -565
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       37.0        0.0       54.5        1.0        0.5        4.9       38.0        0.1        0.0        7.9        0.0       32.6       15.5
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          9          .          .          .          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    51,361
Positions
    11,042      4,516          2     15,995      4,897        365     12,429      7,035        359      1,466        250          0      9,703     33,937
 
Changes from:       January 28, 2020                                 Total Change is:    -6,294
      -331       -333          2     -1,900      1,502       -678     -4,679       -317         62       -180          0          0      1,410     -6,532
 
Percent of Open Interest Represented by Each Category of Trader
      21.5        8.8        0.0       31.1        9.5        0.7       24.2       13.7        0.7        2.9        0.5        0.0       18.9       66.1
 
Number of Traders in Each Category                                    Total Traders:        69 
        16          7          .         14          5          7         13          9          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   374,896
Positions
    48,426    254,347        261    269,413     63,839     27,079     16,731     17,996        435      2,803      5,816          0      9,748      5,123
 
Changes from:       January 28, 2020                                 Total Change is:    -3,340
   -10,252      2,357         -1     11,124     -5,679         89     -3,979      5,442       -134       -283     -5,004          0         96       -410
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       67.8        0.1       71.9       17.0        7.2        4.5        4.8        0.1        0.7        1.6        0.0        2.6        1.4
 
Number of Traders in Each Category                                    Total Traders:       177 
        14         14          .         68         35         34         20         16          6          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,552,303
Positions
   109,122  1,088,443      6,313  1,099,906    261,046    117,241    137,750     41,436      4,286     40,793     15,184      2,243     34,649     16,111
 
Changes from:       January 28, 2020                                 Total Change is:   -13,657
    -6,043     -6,421     -2,510    -10,959     -8,516      7,349     10,660     -5,798        -29     -9,324       -789         81     -2,882      2,976
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       70.1        0.4       70.9       16.8        7.6        8.9        2.7        0.3        2.6        1.0        0.1        2.2        1.0
 
Number of Traders in Each Category                                    Total Traders:       452 
        26         25         10        179         67         80         75         31         19         39         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is    91,360
Positions
    11,467     67,219     23,162     19,335          0        836     32,490          0         89      3,957          0          0         24         54
 
Changes from:       January 28, 2020                                 Total Change is:     3,089
       465      3,361         32         85          0       -250      2,886          0        -47        -82          0          0          0         -7
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       73.6       25.4       21.2        0.0        0.9       35.6        0.0        0.1        4.3        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        49 
         7         15         12         10          0          .         13          0          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,492,589
Positions
     2,962    159,353     62,766    538,171    303,301    269,474     72,003    241,601    255,715     82,406     40,678     11,314    197,779    148,388
 
Changes from:       January 28, 2020                                 Total Change is:   168,749
    -1,559     -1,707      3,437     32,916     14,641     10,208     -8,402     10,132    122,267     -3,515      4,515      3,101     10,296      2,156
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       10.7        4.2       36.1       20.3       18.1        4.8       16.2       17.1        5.5        2.7        0.8       13.3        9.9
 
Number of Traders in Each Category                                    Total Traders:       200 
         5         21         20         59         34         59         26         37         40         10          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 1,200,886
Positions
    42,625    112,985      4,200    645,187    100,253    209,446     34,767    643,058     38,962     50,467          0          3    175,229     91,979
 
Changes from:       January 28, 2020                                 Total Change is:   -21,432
       362    -12,751      3,954    -46,215     -4,594      9,725    -13,428    -20,839     16,823     -1,852     -1,820          3      9,196    -11,933
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        9.4        0.3       53.7        8.3       17.4        2.9       53.5        3.2        4.2        0.0        0.0       14.6        7.7
 
Number of Traders in Each Category                                    Total Traders:       142 
         7         10          9         67         14         51         10         28         14          6          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 3,910,685
Positions
    83,191    264,112     46,374  1,623,573    920,892    325,511    976,028  1,836,440    266,580    382,195    130,528     13,208    194,025    107,039
 
Changes from:       January 28, 2020                                 Total Change is:   170,697
    13,467     45,776      5,382    -49,021     28,182      6,382     61,805    -22,603    105,210     23,160    -13,540      7,024     -2,712      8,883
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        6.8        1.2       41.5       23.5        8.3       25.0       47.0        6.8        9.8        3.3        0.3        5.0        2.7
 
Number of Traders in Each Category                                    Total Traders:       369 
        24         29         15        124         35         69         66         50         56         28         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 5,185,451
Positions
   196,129    224,720    417,233  1,660,028    895,578  1,018,202    368,484  1,061,663    806,929    176,487    217,517     74,934    467,024    468,675
 
Changes from:       January 28, 2020                                 Total Change is:   445,531
    28,040    -54,226    124,409    -25,050     75,626     86,215    -32,514    -35,896    252,693    -13,866    -19,406     24,277      1,327     -8,161
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        4.3        8.0       32.0       17.3       19.6        7.1       20.5       15.6        3.4        4.2        1.4        9.0        9.0
 
Number of Traders in Each Category                                    Total Traders:       436 
        33         34         49        112         73        113         63         74         88         26         21         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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   934,513
Positions
    87,742     30,534      5,067    336,803    304,970    144,162    156,625    208,964     22,960     55,911     35,782          0    125,243    182,074
 
Changes from:       January 28, 2020                                 Total Change is:    11,914
    -7,286     -2,469        379     -5,416      2,528      1,600     12,295      9,809        931      3,768     -1,380          0      5,643        516
 
Percent of Open Interest Represented by Each Category of Trader
       9.4        3.3        0.5       36.0       32.6       15.4       16.8       22.4        2.5        6.0        3.8        0.0       13.4       19.5
 
Number of Traders in Each Category                                    Total Traders:       110 
         4          4          4         24         38         38         15         18          9          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 4,970,126
Positions
   120,087    518,248    184,178  2,169,719    860,197    855,628    557,680  1,571,224    412,280    302,323    219,775     17,875    350,356    330,721
 
Changes from:       January 28, 2020                                 Total Change is:   184,119
    26,659    -30,479     38,064    -16,735     -2,217     50,662    -33,231     38,002     83,211     28,258    -10,173      5,620      1,611     11,429
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       10.4        3.7       43.7       17.3       17.2       11.2       31.6        8.3        6.1        4.4        0.4        7.0        6.7
 
Number of Traders in Each Category                                    Total Traders:       341 
        20         32         29         89         52         79         51         59         59         19         19          8
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Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,663,707
Positions
   305,367    409,157    405,456      1,378     60,129     19,184    431,108    315,247    397,066     58,164     18,100      8,796     37,188     30,572
 
Changes from:       January 28, 2020                                 Total Change is:  -329,455
  -116,216     12,193    -77,686     -2,805     22,610    -11,623   -107,577   -232,632    -19,541     15,166    -10,685     -2,003     -7,170    -10,088
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       24.6       24.4        0.1        3.6        1.2       25.9       18.9       23.9        3.5        1.1        0.5        2.2        1.8
 
Number of Traders in Each Category                                    Total Traders:       133 
        35         18         46          .          6          6         39         19         42          8          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is21,719,569
Positions
 3,097,945  1,762,137  4,088,950    656,401  2,384,547  1,420,494  1,165,993    589,334 10,353,191     95,587     91,081    126,836    714,172    903,000
 
Changes from:       January 28, 2020                                 Total Change is: 1,028,286
   124,612    126,248     82,776     46,626     -3,894     61,814     27,680     65,198    672,509     14,066      4,239     -4,811      3,015     24,208
 
Percent of Open Interest Represented by Each Category of Trader
      14.3        8.1       18.8        3.0       11.0        6.5        5.4        2.7       47.7        0.4        0.4        0.6        3.3        4.2
 
Number of Traders in Each Category                                    Total Traders:       275 
        38         37         72         20         19         30         61         51        105         30         14         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   153,153
Positions
     7,682     87,266     18,846     14,265          0      7,165     82,768     17,033     19,830        318        494        928      1,350      1,591
 
Changes from:       January 28, 2020                                 Total Change is:    -1,384
     3,885      2,675         33     -2,407          0        427      1,604        196     -4,044       -180        -90       -829        126        248
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       57.0       12.3        9.3        0.0        4.7       54.0       11.1       12.9        0.2        0.3        0.6        0.9        1.0
 
Number of Traders in Each Category                                    Total Traders:        56 
         .         15          5          4          0          .         17         15         21          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   177,293
Positions
       978     48,865     25,610     12,768      3,283      5,438     91,379     56,418     36,295      4,365        148        389         71        847
 
Changes from:       January 28, 2020                                 Total Change is:   -61,953
    -1,613     -1,997    -14,644       -467     -7,378     -4,385    -32,607    -21,695     -9,509      3,375         88     -2,119         16       -314
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       27.6       14.4        7.2        1.9        3.1       51.5       31.8       20.5        2.5        0.1        0.2        0.0        0.5
 
Number of Traders in Each Category                                    Total Traders:        75 
         4         21         10          .          6          .         17         24         22          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    91,544
Positions
       838     38,068          0        918      3,741         35     21,494     11,045     35,295     32,939      1,162          0         25      2,198
 
Changes from:       January 28, 2020                                 Total Change is:     2,124
         0        133          0         26        300         -2        908        440      1,391       -180          0          0        -19       -138
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       41.6        0.0        1.0        4.1        0.0       23.5       12.1       38.6       36.0        1.3        0.0        0.0        2.4
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          4          0          .          9          .          .          6          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    28,946
Positions
       129      9,920          0      1,293        557        115     13,498      2,885     13,896          0          0          0         15      1,573
 
Changes from:       January 28, 2020                                 Total Change is:     2,905
        13        555          0        817          8          0       -120        131      2,195          0          0          0          0         16
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       34.3        0.0        4.5        1.9        0.4       46.6       10.0       48.0        0.0        0.0        0.0        0.1        5.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          4          0          .          6          .          .          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    44,703
Positions
    10,601          0     16,188          0        111          0        541     11,699     13,292      3,810      3,051        246         25        116
 
Changes from:       January 28, 2020                                 Total Change is:        29
      -898          0        108          0          0          0        314     -1,075        505          0        465          0          0         26
 
Percent of Open Interest Represented by Each Category of Trader
      23.7        0.0       36.2        0.0        0.2        0.0        1.2       26.2       29.7        8.5        6.8        0.6        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          0          .          0          .          0          .          7          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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     4,412
Positions
        71         50          0        132        434          0      1,424      3,139        122        680        168        103      1,880        396
 
Changes from:       January 28, 2020                                 Total Change is:      -604
         5          4          0       -259         -4          0       -319        230       -175        262       -610         -1       -117        -47
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        1.1        0.0        3.0        9.8        0.0       32.3       71.1        2.8       15.4        3.8        2.3       42.6        9.0
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          .          0          .          .          0         15         11          4         13          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    36,883
Positions
       490     18,093          0     16,395      1,923        666     13,950     12,826      1,259      1,143        471         91      2,889      1,554
 
Changes from:       January 28, 2020                                 Total Change is:       875
       110          0          0        963       -455        -51      1,147      2,777     -1,079         39       -339         44       -299        -22
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       49.1        0.0       44.5        5.2        1.8       37.8       34.8        3.4        3.1        1.3        0.2        7.8        4.2
 
Number of Traders in Each Category                                    Total Traders:        91 
         .          .          0         17          .          4         30         18          9         13          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   428,263
Positions
    84,912     21,520     25,758    114,832     96,519     26,449     43,199    125,826     78,134     11,500      4,258     18,022     25,457     31,777
 
Changes from:       January 28, 2020                                 Total Change is:    -5,456
    -8,814       -115      8,222     -1,607    -25,694      3,214     -2,972      8,500     -2,870       -903      1,966        418       -144        903
 
Percent of Open Interest Represented by Each Category of Trader
      19.8        5.0        6.0       26.8       22.5        6.2       10.1       29.4       18.2        2.7        1.0        4.2        5.9        7.4
 
Number of Traders in Each Category                                    Total Traders:       203 
        15         16         21         25         28         24         33         53         57          9         11         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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    19,208
Positions
     4,999        759        364     10,913      4,630      1,487        217     11,745        100        858         40          0        270         83
 
Changes from:       January 28, 2020                                 Total Change is:     2,971
      -335         48         75      3,202        946        901       -712        987          0       -112         10          0        -48          4
 
Percent of Open Interest Represented by Each Category of Trader
      26.0        4.0        1.9       56.8       24.1        7.7        1.1       61.1        0.5        4.5        0.2        0.0        1.4        0.4
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          .          .          9          5          .          .          7          .         12          .          0
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Updated February 07, 2020