Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   137,543
Positions
    12,205     38,470      1,708     32,644     19,577      5,186     21,037     36,983      9,038     18,902      1,981          2     36,821     24,598
 
Changes from:       June 18, 2019                                    Total Change is:   -23,252
     6,318     15,357     -8,389      3,369    -11,041       -832      4,024    -13,386     -1,441       -197       -464         -3    -26,101     -3,053
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       28.0        1.2       23.7       14.2        3.8       15.3       26.9        6.6       13.7        1.4        0.0       26.8       17.9
 
Number of Traders in Each Category                                    Total Traders:       109 
         7          6          .         17         15         11         22         27         13         13          .          .
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Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    55,740
Positions
    24,170      2,637        931      2,399     13,532        522     16,022     17,609        287        931        818          0     10,478     19,404
 
Changes from:       June 18, 2019                                    Total Change is:    -3,221
    -6,328      1,304          0        -46     -4,725        -63        719      2,858         14          0       -664          0      2,483     -1,945
 
Percent of Open Interest Represented by Each Category of Trader
      43.4        4.7        1.7        4.3       24.3        0.9       28.7       31.6        0.5        1.7        1.5        0.0       18.8       34.8
 
Number of Traders in Each Category                                    Total Traders:        50 
         4          4          .          .         14          .         10         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   207,543
Positions
    81,758      3,798        336     58,383    109,582      4,324     28,945     39,870      8,034         20      7,362          0     25,743     34,237
 
Changes from:       June 18, 2019                                    Total Change is:    -2,878
    -4,691        105          6      4,150      3,337       -337     -1,579        466     -2,569       -620         22          0      2,762     -3,908
 
Percent of Open Interest Represented by Each Category of Trader
      39.4        1.8        0.2       28.1       52.8        2.1       13.9       19.2        3.9        0.0        3.5        0.0       12.4       16.5
 
Number of Traders in Each Category                                    Total Traders:       120 
        11          .          .         15         30         11         24         33         16          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   139,439
Positions
     4,215     34,715        329     42,467     34,241      8,898     35,773     21,973      9,425      4,869      2,761          0     33,463     27,097
 
Changes from:       June 18, 2019                                    Total Change is:    15,810
       -11     20,121        181      5,954     -4,664        595        718     -3,814      4,742     -1,534        773          0      5,165     -2,124
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       24.9        0.2       30.5       24.6        6.4       25.7       15.8        6.8        3.5        2.0        0.0       24.0       19.4
 
Number of Traders in Each Category                                    Total Traders:       116 
         .          9          .         27         20         16         28         23         15          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   521,907
Positions
    32,056    139,701      2,947    304,947    141,172     33,466     37,864    130,813      6,265     16,650     12,517        278     87,434     54,748
 
Changes from:       June 18, 2019                                    Total Change is:    18,082
    -1,594     16,865        904     12,998    -10,850      4,063      2,724      6,829        979     -7,480      1,299        135      5,353     -2,142
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       26.8        0.6       58.4       27.0        6.4        7.3       25.1        1.2        3.2        2.4        0.1       16.8       10.5
 
Number of Traders in Each Category                                    Total Traders:       269 
        18         12         12         89         37         44         34         47         19         16         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    25,320
Positions
         0      9,587          0      8,897      5,775      2,342        999      1,465          0          0        589          2     13,080      5,560
 
Changes from:       June 18, 2019                                    Total Change is:       245
         0          0          0       -118         12         -1        -25       -141          0          0          0          0        389        375
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.9        0.0       35.1       22.8        9.2        3.9        5.8        0.0        0.0        2.3        0.0       51.7       22.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0         11          4          8          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    25,302
Positions
     3,938      4,472        564      7,577     10,656      2,302      5,220        957          0          0      1,850          0      5,701      4,501
 
Changes from:       June 18, 2019                                    Total Change is:    -3,346
      -437        -56       -895         23         43          4        163          0     -1,916          0          0          0       -288       -526
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       17.7        2.2       29.9       42.1        9.1       20.6        3.8        0.0        0.0        7.3        0.0       22.5       17.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          6          8          8          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   164,741
Positions
    76,404      6,180        327     14,254     56,625      3,545     38,720     53,344      4,239          0      1,750          0     27,252     38,731
 
Changes from:       June 18, 2019                                    Total Change is:   -13,660
       381      1,541          4        663     -7,357        208    -11,342     -3,557       -583     -2,462         50          0       -529     -3,966
 
Percent of Open Interest Represented by Each Category of Trader
      46.4        3.8        0.2        8.7       34.4        2.2       23.5       32.4        2.6        0.0        1.1        0.0       16.5       23.5
 
Number of Traders in Each Category                                    Total Traders:        91 
         8          6          .         13         19         14         19         25         10          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    67,781
Positions
         0     45,973          0     59,797          0          0      5,326     20,139          0        399        824          0      2,259        845
 
Changes from:       June 18, 2019                                    Total Change is:     6,046
         0      1,543          0      5,530          0          0      1,093      4,619          0       -784       -206          0        207         90
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       67.8        0.0       88.2        0.0        0.0        7.9       29.7        0.0        0.6        1.2        0.0        3.3        1.2
 
Number of Traders in Each Category                                    Total Traders:        43 
         0          6          0         10          0          0         15          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   216,206
Positions
       911    135,423        913    134,509     20,707         14     69,912     39,925        151      2,457     16,383          0      7,339      2,690
 
Changes from:       June 18, 2019                                    Total Change is:    13,462
       780      2,893        113      7,546      2,969       -169      4,555      7,421       -130         18        436          0        749        -71
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       62.6        0.4       62.2        9.6        0.0       32.3       18.5        0.1        1.1        7.6        0.0        3.4        1.2
 
Number of Traders in Each Category                                    Total Traders:       153 
         .          9          .         32         10          .         49         30          .         10         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    43,844
Positions
    27,477        766      3,350      1,392      8,579          0      8,181     28,996        533        685        460          0      2,226      1,160
 
Changes from:       June 18, 2019                                    Total Change is:       883
      -200        766          0        125     -4,148       -315      1,139      5,340       -370        110          0          0        394       -390
 
Percent of Open Interest Represented by Each Category of Trader
      62.7        1.7        7.6        3.2       19.6        0.0       18.7       66.1        1.2        1.6        1.0        0.0        5.1        2.6
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          .          .          4          0          9         16          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    61,828
Positions
    41,213      1,049          0      3,115     35,374        593     11,187     15,015      1,906      1,464      1,014          8      2,342      6,869
 
Changes from:       June 18, 2019                                    Total Change is:    -2,412
     1,196         17          0         38      1,957        256     -3,440     -1,934          5        -84     -3,062          0       -383        349
 
Percent of Open Interest Represented by Each Category of Trader
      66.7        1.7        0.0        5.0       57.2        1.0       18.1       24.3        3.1        2.4        1.6        0.0        3.8       11.1
 
Number of Traders in Each Category                                    Total Traders:        98 
        10          .          0          6         25          .         18         27          5          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    12,293
Positions
     7,356      2,679          0      3,460      3,094          0        567      4,412          0          0        120          0        910      1,988
 
Changes from:       June 18, 2019                                    Total Change is:     1,285
       788         26          0      3,460        232          0     -2,963      1,058          0       -173       -100          0        173         69
 
Percent of Open Interest Represented by Each Category of Trader
      59.8       21.8        0.0       28.1       25.2        0.0        4.6       35.9        0.0        0.0        1.0        0.0        7.4       16.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0          .          5          0          .          7          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    41,325
Positions
     4,679     23,806      1,013     14,404        431        321     10,477      3,761        920      1,645      1,568          0      7,868      9,507
 
Changes from:       June 18, 2019                                    Total Change is:    -2,471
    -5,424      5,484     -3,947      5,176       -293       -400      3,583     -2,032       -412       -464         37        -57       -527       -852
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       57.6        2.5       34.9        1.0        0.8       25.4        9.1        2.2        4.0        3.8        0.0       19.0       23.0
 
Number of Traders in Each Category                                    Total Traders:        94 
         9         20          .         15          4          .         25         11          4          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    82,649
Positions
     9,357     47,611      2,026     28,808        861        641     20,953      7,521      1,839      3,290      3,136          0     15,735     19,014
 
Changes from:       June 18, 2019                                    Total Change is:    -4,941
   -10,848     10,968     -7,894     10,352       -585       -800      7,166     -4,064       -823       -928         73       -113     -1,053     -1,703
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       57.6        2.5       34.9        1.0        0.8       25.4        9.1        2.2        4.0        3.8        0.0       19.0       23.0
 
Number of Traders in Each Category                                    Total Traders:        94 
         9         20          .         15          4          .         25         11          4          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    26,594
Positions
         0     22,196        265     21,477        673        580      1,075      1,205          0      1,226      1,224          0      1,971        451
 
Changes from:       June 18, 2019                                    Total Change is:    -6,682
    -1,948        393     -3,667     -1,155         34        -74        261          0          0        430          0          0       -529     -3,368
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       83.5        1.0       80.8        2.5        2.2        4.0        4.5        0.0        4.6        4.6        0.0        7.4        1.7
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          4          .         12          .          4          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   516,250
Positions
    34,888    123,027      6,914    303,730    119,132     47,131     31,292     77,703     12,654     13,404     65,632      1,247     64,990     62,811
 
Changes from:       June 18, 2019                                    Total Change is:  -147,662
   -14,190     -5,489    -58,225     14,329     -8,091    -18,244    -14,640    -11,130    -23,666     -5,247      3,095     -7,314    -20,466    -18,598
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       23.8        1.3       58.8       23.1        9.1        6.1       15.1        2.5        2.6       12.7        0.2       12.6       12.2
 
Number of Traders in Each Category                                    Total Traders:       554 
        28         41         18        166         94        106         59        106         49         23         37         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    22,742
Positions
         2     12,357          0      3,562      1,096          0      4,589      1,391          0          0          0          0     14,589      7,898
 
Changes from:       June 18, 2019                                    Total Change is:   -27,969
    -6,058    -10,156     -6,706     -1,988          0          0     -6,769     -8,693       -159          0          0          0     -6,289     -2,255
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       54.3        0.0       15.7        4.8        0.0       20.2        6.1        0.0        0.0        0.0        0.0       64.2       34.7
 
Number of Traders in Each Category                                    Total Traders:        15 
         .          5          0          .          .          0          5          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 2,467,541
Positions
   181,589    560,508     27,410  1,504,974    594,310    231,522    154,791    402,835     41,993     67,019    328,162      6,236    252,007    274,565
 
Changes from:       June 18, 2019                                    Total Change is:  -598,467
   -64,147       -151   -234,108     78,122    -43,917    -87,758    -56,394    -29,226   -100,493    -26,234     15,473    -36,571    -70,884    -81,716
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       22.7        1.1       61.0       24.1        9.4        6.3       16.3        1.7        2.7       13.3        0.3       10.2       11.1
 
Number of Traders in Each Category                                    Total Traders:       552 
        30         38         16        167         93        106         58        106         48         23         37         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    13,440
Positions
     3,220     10,934          0      6,387        527        769        484        528          0          0        232          0      2,580        450
 
Changes from:       June 18, 2019                                    Total Change is:    -6,449
      -365        247     -6,443        -26        527          0         40          0          0          0        232          0        345     -1,012
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       81.4        0.0       47.5        3.9        5.7        3.6        3.9        0.0        0.0        1.7        0.0       19.2        3.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          6          0          7          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    15,146
Positions
     7,887      3,684          0      3,170      9,418      1,209        722          0          0          0          0          0      2,158        835
 
Changes from:       June 18, 2019                                    Total Change is:    -8,623
    -1,621     -1,395     -5,787        -15       -240        -97        333       -264          0          0       -403          0     -1,436       -437
 
Percent of Open Interest Represented by Each Category of Trader
      52.1       24.3        0.0       20.9       62.2        8.0        4.8        0.0        0.0        0.0        0.0        0.0       14.2        5.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          4          0          .          6          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    63,127
Positions
     4,502     10,926        213     42,683     36,954      2,116      1,395      1,880        197      2,695      7,597          4      9,322      3,240
 
Changes from:       June 18, 2019                                    Total Change is:    -9,355
    -2,754        680     -5,581        304       -242        138        875        142         32        245          0          0     -2,614     -4,524
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       17.3        0.3       67.6       58.5        3.4        2.2        3.0        0.3        4.3       12.0        0.0       14.8        5.1
 
Number of Traders in Each Category                                    Total Traders:        79 
         5          8          .         37         16         13          4          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    43,391
Positions
     5,977     12,487        385     17,544      7,801        877      9,651     11,692      1,020      1,825      2,235          5      6,107      6,888
 
Changes from:       June 18, 2019                                    Total Change is:    -6,150
    -4,375      1,889     -4,251      1,224     -1,676     -1,451      4,259        753       -660        612        162       -546       -963       -371
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       28.8        0.9       40.4       18.0        2.0       22.2       26.9        2.4        4.2        5.2        0.0       14.1       15.9
 
Number of Traders in Each Category                                    Total Traders:       234 
        17         27          .         51         31         24         28         50         11         12         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   216,956
Positions
    29,884     62,435      1,927     87,721     39,005      4,387     48,255     58,462      5,101      9,123     11,174         25     30,533     34,440
 
Changes from:       June 18, 2019                                    Total Change is:   -30,749
   -21,874      9,447    -21,254      6,121     -8,380     -7,255     21,296      3,764     -3,298      3,058        810     -2,730     -4,813     -1,853
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       28.8        0.9       40.4       18.0        2.0       22.2       26.9        2.4        4.2        5.2        0.0       14.1       15.9
 
Number of Traders in Each Category                                    Total Traders:       234 
        17         27          .         51         31         24         28         50         11         12         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   411,906
Positions
    65,278     41,592      8,074    212,456    190,043     40,332     46,182     78,284      6,202     12,863     29,026          0     20,519     18,353
 
Changes from:       June 18, 2019                                    Total Change is:   -60,268
    -2,916     -6,236    -35,348     -5,514     14,740    -11,396      1,268      4,761     -5,308      3,503     -3,021     -1,916     -2,641    -16,544
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       10.1        2.0       51.6       46.1        9.8       11.2       19.0        1.5        3.1        7.0        0.0        5.0        4.5
 
Number of Traders in Each Category                                    Total Traders:       284 
        22         20          4         74         52         44         37         52         18         11         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    27,590
Positions
       363      4,014          0     11,089        852        220      7,793     19,491         30      2,032          0         27      6,036      2,956
 
Changes from:       June 18, 2019                                    Total Change is:     4,129
         0        215          0        370          0         -1      2,548      4,538        -12        814       -550         27        383        -88
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       14.5        0.0       40.2        3.1        0.8       28.2       70.6        0.1        7.4        0.0        0.1       21.9       10.7
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0         11          .          .          8          4          .          4          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    57,144
Positions
     4,985      6,771        355     17,871     17,378      1,009     26,630     11,962         38          0      1,523          0      6,256     18,108
 
Changes from:       June 18, 2019                                    Total Change is:     2,170
    -1,166      2,334         72     -1,468      3,225        458      6,919      3,143       -293     -1,146      1,123          0     -1,206     -7,892
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       11.8        0.6       31.3       30.4        1.8       46.6       20.9        0.1        0.0        2.7        0.0       10.9       31.7
 
Number of Traders in Each Category                                    Total Traders:        75 
         9          8          .         14         10          7         16         15          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   312,809
Positions
    24,335    178,879      3,041    226,453     96,399     19,685     15,168      7,463        104     15,016      1,358          0      9,007      5,880
 
Changes from:       June 18, 2019                                    Total Change is:   -67,064
    -6,991        868    -44,553    -10,844        931     -1,863      4,953     -3,773     -1,134      7,942     -1,221     -7,140     -7,434     -9,179
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       57.2        1.0       72.4       30.8        6.3        4.8        2.4        0.0        4.8        0.4        0.0        2.9        1.9
 
Number of Traders in Each Category                                    Total Traders:       160 
        13         12          5         62         36         31         18         10          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,200,921
Positions
    84,066    795,694      2,793    847,497    209,683    121,848     82,794     42,178      2,389     25,187      8,522      4,623     29,724     13,191
 
Changes from:       June 18, 2019                                    Total Change is:  -251,536
     8,468     34,071   -178,500      8,414     -7,316    -25,452     14,364    -11,330     -3,966    -13,264        273       -387    -61,213    -58,929
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       66.3        0.2       70.6       17.5       10.1        6.9        3.5        0.2        2.1        0.7        0.4        2.5        1.1
 
Number of Traders in Each Category                                    Total Traders:       408 
        24         21          9        171         66         89         55         30         15         32          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   121,672
Positions
    43,775     50,760     56,676      5,800        420        560     13,736      1,500        299        800     11,396          1         25         60
 
Changes from:       June 18, 2019                                    Total Change is:     7,559
     1,939      2,676      3,844      1,391          0        135        300          0          0          0        954        -50          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      36.0       41.7       46.6        4.8        0.3        0.5       11.3        1.2        0.2        0.7        9.4        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        36 
         4         18         11          5          .          .          4          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is   939,464
Positions
     4,109    105,466      1,372    445,231    321,818    157,180    108,407    166,766      8,312     37,198     39,336          0    177,655    139,214
 
Changes from:       June 18, 2019                                    Total Change is:   -25,042
    -4,092     -7,780     -4,588     11,997      4,965    -15,576    -11,749      4,767     -2,996      2,508     -9,738       -999        453      6,903
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       11.2        0.1       47.4       34.3       16.7       11.5       17.8        0.9        4.0        4.2        0.0       18.9       14.8
 
Number of Traders in Each Category                                    Total Traders:       173 
         7         15          .         55         28         42         28         26         10          9          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,141,914
Positions
     4,773    148,596        283    709,685     22,966    174,219     22,757    643,200     13,074     40,013     50,390          0    177,110     89,186
 
Changes from:       June 18, 2019                                    Total Change is:   -13,068
       791     -3,088       -636    -10,040       -193      1,326       -210     -1,498     -2,197        403     -2,960       -489     -2,016     -3,333
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       13.0        0.0       62.1        2.0       15.3        2.0       56.3        1.1        3.5        4.4        0.0       15.5        7.8
 
Number of Traders in Each Category                                    Total Traders:       130 
         .         13          .         68         10         52          9         22         10          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 3,617,304
Positions
    85,065    259,086     23,719  1,822,513    526,611    241,572    627,709  2,168,735     49,111    562,065    225,689      5,850    199,700    116,931
 
Changes from:       June 18, 2019                                    Total Change is:    13,840
    20,032    -16,177      2,839      6,009    -42,860    -16,455     30,742    101,644     -8,881    -10,099      6,830    -10,997        650     -2,103
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        7.2        0.7       50.4       14.6        6.7       17.4       60.0        1.4       15.5        6.2        0.2        5.5        3.2
 
Number of Traders in Each Category                                    Total Traders:       360 
        24         27          9        116         33         73         53         64         30         25         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,769,289
Positions
   212,477    209,258     32,703  1,654,368    836,726    708,952    399,943  1,247,771     75,138    198,539    232,759     17,565    469,604    408,417
 
Changes from:       June 18, 2019                                    Total Change is:   -85,850
   -25,279    -53,102    -22,112    -46,717    110,756     17,177     75,322   -104,248     -9,866    -67,931    -19,409    -10,919      4,475      5,873
 
Percent of Open Interest Represented by Each Category of Trader
       5.6        5.6        0.9       43.9       22.2       18.8       10.6       33.1        2.0        5.3        6.2        0.5       12.5       10.8
 
Number of Traders in Each Category                                    Total Traders:       382 
        23         26          8         99         67         95         68         57         42         25         17          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   751,821
Positions
    26,068     83,923        466    304,929    291,522     96,528    152,933     93,582     12,935     46,952     24,809          0    111,010    148,056
 
Changes from:       June 18, 2019                                    Total Change is:    10,712
    -3,206     13,383         58     10,199     -1,773     -4,813      9,321     -6,735      5,515     -1,401        -69          0     -4,961      5,146
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       11.2        0.1       40.6       38.8       12.8       20.3       12.4        1.7        6.2        3.3        0.0       14.8       19.7
 
Number of Traders in Each Category                                    Total Traders:       107 
         4         11          .         25         34         39         19          7          8          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,450,788
Positions
   115,763    509,161     17,011  2,230,626    686,085    823,739    471,046  1,722,529     51,136    378,285    307,224      2,501    360,681    331,402
 
Changes from:       June 18, 2019                                    Total Change is:   -75,692
     1,013    -35,943    -10,232    -47,486   -115,359     22,615      8,144    112,446    -46,901     -8,108     -2,252        100      5,163       -166
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       11.4        0.4       50.1       15.4       18.5       10.6       38.7        1.1        8.5        6.9        0.1        8.1        7.4
 
Number of Traders in Each Category                                    Total Traders:       330 
        17         32         11         95         46         84         45         64         38         14         17          .
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Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,284,359
Positions
   502,858    345,307    639,141      5,201     92,548     61,925    443,655    619,528    397,239    184,486     57,569      8,728     41,126     62,374
 
Changes from:       June 18, 2019                                    Total Change is:    -4,457
   -35,950     42,360    -14,814     -7,071     -7,449    -29,842     94,814     40,672    -43,145     31,886      7,705     -7,253      6,918      7,309
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       15.1       28.0        0.2        4.1        2.7       19.4       27.1       17.4        8.1        2.5        0.4        1.8        2.7
 
Number of Traders in Each Category                                    Total Traders:       180 
        29         43         52          .          9          .         35         37         53          8         14          8
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Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is12,663,249
Positions
 1,976,839  2,269,379  2,754,460    534,205  1,522,592    621,406  2,230,565    684,203  3,602,377    186,079    135,025     95,220    662,098    978,587
 
Changes from:       June 18, 2019                                    Total Change is:   390,110
  -172,964     47,178     98,010     15,056    138,092     28,018    399,037     77,616     62,503    -12,238    -50,214     -2,800    -24,512     -8,293
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       17.9       21.8        4.2       12.0        4.9       17.6        5.4       28.4        1.5        1.1        0.8        5.2        7.7
 
Number of Traders in Each Category                                    Total Traders:       259 
        37         35         67         12         31         28         52         55         88         11         13         11
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Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    51,037
Positions
    11,648      5,939      4,254      2,445      2,296      1,094     11,487     15,835     18,718          0      1,583          0      1,391      1,318
 
Changes from:       June 18, 2019                                    Total Change is:   -26,665
       491    -13,751     -2,655       -244     -1,002       -256    -21,662     -6,571     -2,855          0        104          0        516        321
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       11.6        8.3        4.8        4.5        2.1       22.5       31.0       36.7        0.0        3.1        0.0        2.7        2.6
 
Number of Traders in Each Category                                    Total Traders:        41 
         5          9          7          .          .          .         15          5         18          0          .          0
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Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    89,583
Positions
    11,517      8,865     15,264      3,850      1,200      2,983     35,332     37,878     19,963        439      3,136          0        235        294
 
Changes from:       June 18, 2019                                    Total Change is:     7,693
    -1,699        950      1,397     -1,700      1,200       -350      9,637      2,512        433          0      1,536          0        -25         15
 
Percent of Open Interest Represented by Each Category of Trader
      12.9        9.9       17.0        4.3        1.3        3.3       39.4       42.3       22.3        0.5        3.5        0.0        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        58 
         8          9         12          .          .          .         13         21         23          .          .          0
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Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    15,872
Positions
     2,687      3,075          0      1,092      3,918          0      5,746      5,163         69      6,235      1,242          0         43      2,405
 
Changes from:       June 18, 2019                                    Total Change is:      -503
         1       -899          0         25        -47          0       -615        212          0        100          0          0        -14        231
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       19.4        0.0        6.9       24.7        0.0       36.2       32.5        0.4       39.3        7.8        0.0        0.3       15.2
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          4          0          .          9          0          .          5          .          .          5          0
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Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is     9,216
Positions
     4,120      2,142          0      1,110      1,543          0      3,945      3,623          0          0        207          0         41      1,701
 
Changes from:       June 18, 2019                                    Total Change is:      -709
        -3       -283          0          0         47          0       -711       -435          0          0          0          0          5        -38
 
Percent of Open Interest Represented by Each Category of Trader
      44.7       23.2        0.0       12.0       16.7        0.0       42.8       39.3        0.0        0.0        2.2        0.0        0.4       18.5
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          .          9          0          4          5          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    50,811
Positions
    16,317        298     16,597          0         40          0      6,072     13,407     11,549         30      8,650        246          0         24
 
Changes from:       June 18, 2019                                    Total Change is:     1,568
     4,011        -17          0          0          0          0       -186        816     -2,257          0      3,025          0          0          1
 
Percent of Open Interest Represented by Each Category of Trader
      32.1        0.6       32.7        0.0        0.1        0.0       12.0       26.4       22.7        0.1       17.0        0.5        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          .          0          .          0          .          9          .          .          7          .
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Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     6,021
Positions
         0          0          0        310          0         25      3,093      3,246        366        490      1,967          0      1,737        417
 
Changes from:       June 18, 2019                                    Total Change is:       630
         0          0          0        -44          0         25        529        335       -125          8        346          0        237         49
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        5.1        0.0        0.4       51.4       53.9        6.1        8.1       32.7        0.0       28.8        6.9
 
Number of Traders in Each Category                                    Total Traders:        49 
         0          0          0          5          0          .         19         14          6         10          .          0
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Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    45,093
Positions
       758     25,605          0     13,347      3,752        437     22,750      8,213      2,559      1,217      1,721        104      3,921      2,702
 
Changes from:       June 18, 2019                                    Total Change is:    -1,919
       330     -2,147          0     -5,518        840        -23      2,817     -3,831      1,149       -594      1,076          0        -80      1,017
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       56.8        0.0       29.6        8.3        1.0       50.5       18.2        5.7        2.7        3.8        0.2        8.7        6.0
 
Number of Traders in Each Category                                    Total Traders:        99 
         .          .          0         11         10          .         27         18          8         13         16          .
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Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   379,918
Positions
    73,181     16,478     12,252    125,534     95,700     23,210     32,179    117,621     71,429     12,486      3,766      9,788     19,859     29,674
 
Changes from:       June 18, 2019                                    Total Change is:   -27,300
    19,309    -11,562     -8,745     -1,963      5,184     -3,794     -9,436     12,142    -16,344       -998       -542     -4,764       -565      1,125
 
Percent of Open Interest Represented by Each Category of Trader
      19.3        4.3        3.2       33.0       25.2        6.1        8.5       31.0       18.8        3.3        1.0        2.6        5.2        7.8
 
Number of Traders in Each Category                                    Total Traders:       193 
        14         11         17         19         28         21         33         52         48         13         11         13
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Traders in Financial Futures - Futures Only Positions as of June 25, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    26,147
Positions
     3,057          0      1,146     12,385     11,112      4,483      3,600      8,361        100      1,190        218          0        186        727
 
Changes from:       June 18, 2019                                    Total Change is:   -15,577
     1,508     -4,962     -1,642     -1,068     -5,793      1,761     -8,304      2,847     -7,814          0         39          0        -18        -13
 
Percent of Open Interest Represented by Each Category of Trader
      11.7        0.0        4.4       47.4       42.5       17.1       13.8       32.0        0.4        4.6        0.8        0.0        0.7        2.8
 
Number of Traders in Each Category                                    Total Traders:        45 
         4          0          .         11          5          .          6          8          .          8          .          0
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Updated June 28, 2019