Traders in Financial Futures - Futures Only Positions as of October 8, 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   136,105
Positions
     6,382     32,444        783     38,623     26,438      5,383     36,925     35,218      2,851     14,129      2,528         19     31,010     30,441
 
Changes from:       October 1, 2019                                  Total Change is:     5,168
     1,251     -9,489         71     -1,022      7,784        685      4,451       -449      1,010        183        457         -1     -1,460      5,100
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       23.8        0.6       28.4       19.4        4.0       27.1       25.9        2.1       10.4        1.9        0.0       22.8       22.4
 
Number of Traders in Each Category                                    Total Traders:       102 
         6          6          4         15         14          7         22         25         12         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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    64,837
Positions
    30,544      1,708          0      1,162     21,918      1,064     20,533     14,794        804      1,858      1,492          0      8,872     23,057
 
Changes from:       October 1, 2019                                  Total Change is:      -647
       520        325          0         64     -2,441         -7     -2,857      1,005        124         15        -68          0      1,494        415
 
Percent of Open Interest Represented by Each Category of Trader
      47.1        2.6        0.0        1.8       33.8        1.6       31.7       22.8        1.2        2.9        2.3        0.0       13.7       35.6
 
Number of Traders in Each Category                                    Total Traders:        57 
         7          .          0          .         14          .         12         15          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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   246,896
Positions
   136,393     14,616      1,343     43,289    119,022      5,227     32,709     50,258      4,188      2,171      9,181          0     21,576     43,061
 
Changes from:       October 1, 2019                                  Total Change is:     8,504
     5,278      7,343        629        970     -1,116         85      2,544        870     -1,287      1,646       -340          0     -1,361      2,320
 
Percent of Open Interest Represented by Each Category of Trader
      55.2        5.9        0.5       17.5       48.2        2.1       13.2       20.4        1.7        0.9        3.7        0.0        8.7       17.4
 
Number of Traders in Each Category                                    Total Traders:       123 
         9          6          4          9         34          8         21         37         10          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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   150,019
Positions
    22,659     38,945      2,035     30,790     35,633      9,358     48,832     35,165      3,466      3,892        808          0     28,987     24,609
 
Changes from:       October 1, 2019                                  Total Change is:    -1,841
     5,092      1,795         -9        135    -10,851        -20     -3,054      6,826        213     -2,065          0          0     -2,133        205
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       26.0        1.4       20.5       23.8        6.2       32.6       23.4        2.3        2.6        0.5        0.0       19.3       16.4
 
Number of Traders in Each Category                                    Total Traders:       101 
         8          7          .         19         19         15         26         17          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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   514,638
Positions
    41,243     90,402      3,440    294,473    172,706     28,688     38,991    141,981      4,134     22,494     12,934      1,688     79,487     58,665
 
Changes from:       October 1, 2019                                  Total Change is:     2,704
     5,100      2,068      1,624      7,145     -9,466     -3,515     -5,930      7,575       -397       -272      1,384      1,481     -2,532      1,950
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       17.6        0.7       57.2       33.6        5.6        7.6       27.6        0.8        4.4        2.5        0.3       15.4       11.4
 
Number of Traders in Each Category                                    Total Traders:       278 
        19         10         12         82         46         46         35         44         19         26         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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    25,655
Positions
         0      8,414          0      9,626      5,191      2,890        939      3,045          0          0        410          2     12,198      5,703
 
Changes from:       October 1, 2019                                  Total Change is:      -212
         0       -295          0        -36        150        105          0       -295          0          0          0          0       -281        123
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       32.8        0.0       37.5       20.2       11.3        3.7       11.9        0.0        0.0        1.6        0.0       47.5       22.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          .          0         13          4          8          .          4          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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    22,834
Positions
     6,114      1,835        528      5,951     11,399      2,011      1,124        890          0          0          0          0      7,106      6,171
 
Changes from:       October 1, 2019                                  Total Change is:      -199
        61        115         -2       -196       -102       -284        334       -100          0          0          0          0       -112        174
 
Percent of Open Interest Represented by Each Category of Trader
      26.8        8.0        2.3       26.1       49.9        8.8        4.9        3.9        0.0        0.0        0.0        0.0       31.1       27.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          5          9          8          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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   168,839
Positions
    79,963      3,204        280     14,226     64,261      3,956     39,245     54,689      1,170        400      2,780          0     29,599     38,499
 
Changes from:       October 1, 2019                                  Total Change is:    -3,101
      -325        304         88      2,417     -2,367        216     -5,154       -440       -643        200         78          0        100       -337
 
Percent of Open Interest Represented by Each Category of Trader
      47.4        1.9        0.2        8.4       38.1        2.3       23.2       32.4        0.7        0.2        1.6        0.0       17.5       22.8
 
Number of Traders in Each Category                                    Total Traders:        91 
         7          .          6         13         21         10         15         29          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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    63,947
Positions
         0     44,102          0     56,044          0          0      5,502     15,041          0        762      3,434          0      1,639      1,370
 
Changes from:       October 1, 2019                                  Total Change is:    -4,657
         0       -543          0     -4,831          0          0       -142     -4,181          0        322         -4          0         -6         71
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       69.0        0.0       87.6        0.0        0.0        8.6       23.5        0.0        1.2        5.4        0.0        2.6        2.1
 
Number of Traders in Each Category                                    Total Traders:        39 
         0          5          0         10          0          0         12          6          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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   218,266
Positions
       217    144,938        800    124,556      9,005        670     78,481     41,655        593      7,337     17,175          0      5,612      3,430
 
Changes from:       October 1, 2019                                  Total Change is:     2,652
        94      7,353          0     -2,517        573       -268      5,543     -4,461       -137       -199       -487         -4        140         83
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       66.4        0.4       57.1        4.1        0.3       36.0       19.1        0.3        3.4        7.9        0.0        2.6        1.6
 
Number of Traders in Each Category                                    Total Traders:       157 
         .         11          .         26         13          .         50         34          8          7         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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    58,555
Positions
    36,813        407          0      2,792     44,754          0     14,621      9,438      1,056        861        952          0      2,412      1,948
 
Changes from:       October 1, 2019                                  Total Change is:   -13,042
    12,827       -544    -12,895         98      1,043          0    -13,333       -646        495         25       -195          0       -259       -300
 
Percent of Open Interest Represented by Each Category of Trader
      62.9        0.7        0.0        4.8       76.4        0.0       25.0       16.1        1.8        1.5        1.6        0.0        4.1        3.3
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          .          0          .          9          0          9         17          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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    73,793
Positions
    48,243         33        253      3,580     31,996      1,202     16,067     31,029        486      1,228      2,855          6      2,728      5,933
 
Changes from:       October 1, 2019                                  Total Change is:    -1,370
       293         26        -80         58     -1,818        715     -2,208       -457         38        255        126          0       -441         80
 
Percent of Open Interest Represented by Each Category of Trader
      65.4        0.0        0.3        4.9       43.4        1.6       21.8       42.0        0.7        1.7        3.9        0.0        3.7        8.0
 
Number of Traders in Each Category                                    Total Traders:       109 
         9          .          .          5         29          4         23         28          4          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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    10,871
Positions
       993      1,500          0      7,179      2,931          0      1,985      4,246         82          0        100          0        632      2,012
 
Changes from:       October 1, 2019                                  Total Change is:    -2,519
         0          0          0     -3,974        519          0      1,440     -3,104         82       -120       -130          0         53        114
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       13.8        0.0       66.0       27.0        0.0       18.3       39.1        0.8        0.0        0.9        0.0        5.8       18.5
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          0          .          5          0          6          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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    49,078
Positions
    13,502     34,369        695     16,705      1,346        350      8,287      2,489      1,047        707      1,145          0      7,787      7,638
 
Changes from:       October 1, 2019                                  Total Change is:    -2,665
     1,798        -90         81     -1,092     -1,990         18     -3,179        372        101       -595       -204          0        204       -952
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       70.0        1.4       34.0        2.7        0.7       16.9        5.1        2.1        1.4        2.3        0.0       15.9       15.6
 
Number of Traders in Each Category                                    Total Traders:        90 
        10         20          5         16          5          4         23          9          8          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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    98,156
Positions
    27,003     68,738      1,390     33,409      2,692        700     16,573      4,977      2,094      1,413      2,289          0     15,574     15,276
 
Changes from:       October 1, 2019                                  Total Change is:    -5,330
     3,595       -180        161     -2,184     -3,979         35     -6,357        743        202     -1,190       -408          0        408     -1,904
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       70.0        1.4       34.0        2.7        0.7       16.9        5.1        2.1        1.4        2.3        0.0       15.9       15.6
 
Number of Traders in Each Category                                    Total Traders:        90 
        10         20          5         16          5          4         23          9          8          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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    42,747
Positions
         0     34,835          0     38,359        960        159        560      4,183          0      1,500        448          0      2,169      2,162
 
Changes from:       October 1, 2019                                  Total Change is:       260
         0      1,013          0       -130          0          0         25       -962          0          0          0          0        365        209
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       81.5        0.0       89.7        2.2        0.4        1.3        9.8        0.0        3.5        1.0        0.0        5.1        5.1
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          9          0         13          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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   517,891
Positions
    48,109    118,271      9,826    273,930    131,831     55,786     30,796     61,520     11,791     19,832     67,589      1,148     66,674     60,128
 
Changes from:       October 1, 2019                                  Total Change is:     2,751
     5,447     -1,344      2,443    -11,381        786      1,704      4,282     -1,851        434      1,799     -1,198         47     -2,023      1,731
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       22.8        1.9       52.9       25.5       10.8        5.9       11.9        2.3        3.8       13.1        0.2       12.9       11.6
 
Number of Traders in Each Category                                    Total Traders:       556 
        34         34         24        161        101        112         59         91         53         36         39          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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    19,659
Positions
     5,329      4,275          0      2,018      1,051          0         67      4,888        692          0          0          0     11,553      8,753
 
Changes from:       October 1, 2019                                  Total Change is:       -22
     3,100     -4,407          0          0          0          0       -342        706        492          0          0          0     -3,272      3,187
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       21.7        0.0       10.3        5.3        0.0        0.3       24.9        3.5        0.0        0.0        0.0       58.8       44.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          4          0          .          .          0          .         11          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 2,491,160
Positions
   228,773    584,857     34,255  1,361,850    656,190    276,641    168,068    297,587     41,071     99,158    337,946      5,740    275,604    256,873
 
Changes from:       October 1, 2019                                  Total Change is:    13,866
    23,333     26,917        613    -57,146      3,686      8,761     21,920    -13,985        910      8,996     -5,992        234      6,245     -7,278
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       23.5        1.4       54.7       26.3       11.1        6.7       11.9        1.6        4.0       13.6        0.2       11.1       10.3
 
Number of Traders in Each Category                                    Total Traders:       554 
        34         33         22        162        100        112         59         90         52         36         39          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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    15,806
Positions
     6,452      8,782          0      5,722      2,524        979        247        803          0          0        357          0      2,406      2,361
 
Changes from:       October 1, 2019                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      40.8       55.6        0.0       36.2       16.0        6.2        1.6        5.1        0.0        0.0        2.3        0.0       15.2       14.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          7          0          4          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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    11,177
Positions
     3,587      7,064          0      3,071      2,083        873        732        261          0          0          0          0      2,914        896
 
Changes from:       October 1, 2019                                  Total Change is:    -1,102
    -1,875       -247          0         15       -513         60        343       -206        -21          0          0          0        376       -175
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       63.2        0.0       27.5       18.6        7.8        6.5        2.3        0.0        0.0        0.0        0.0       26.1        8.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          7          0          .          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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    65,508
Positions
     7,095     10,317        191     42,228     39,030      3,159      2,558      1,647          4          0      7,035          0     10,273      4,125
 
Changes from:       October 1, 2019                                  Total Change is:     2,167
       570        352          2      2,048      1,405         66       -367       -255       -114          0          0          0        -38        711
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       15.7        0.3       64.5       59.6        4.8        3.9        2.5        0.0        0.0       10.7        0.0       15.7        6.3
 
Number of Traders in Each Category                                    Total Traders:        74 
         6          4          .         35         17         11          7          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 2019                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    40,562
Positions
     7,711      7,976        382     15,290      9,595      1,048      8,712     10,298        553        631      3,009         15      6,219      7,686
 
Changes from:       October 1, 2019                                  Total Change is:      -741
     1,037     -1,174         71     -1,724        565        -26         48       -163       -210        -66        283          1        128        -86
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       19.7        0.9       37.7       23.7        2.6       21.5       25.4        1.4        1.6        7.4        0.0       15.3       18.9
 
Number of Traders in Each Category                                    Total Traders:       244 
        20         22          .         54         39         30         29         53         16          9         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 2019                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   202,812
Positions
    38,557     39,878      1,910     76,449     47,973      5,242     43,561     51,492      2,766      3,157     15,044         76     31,094     38,431
 
Changes from:       October 1, 2019                                  Total Change is:    -3,705
     5,187     -5,871        357     -8,618      2,823       -132        238       -817     -1,052       -328      1,413          3        640       -429
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       19.7        0.9       37.7       23.7        2.6       21.5       25.4        1.4        1.6        7.4        0.0       15.3       18.9
 
Number of Traders in Each Category                                    Total Traders:       244 
        20         22          .         54         39         30         29         53         16          9         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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   439,257
Positions
    72,321     55,606      8,836    222,564    222,767     38,044     57,539     63,630      4,349     13,968     25,575         17     21,619     20,433
 
Changes from:       October 1, 2019                                  Total Change is:    -1,911
     6,993    -10,161       -658     -4,020      6,194       -662     -6,920       -770        513      2,767       -350          0         76      3,983
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       12.7        2.0       50.7       50.7        8.7       13.1       14.5        1.0        3.2        5.8        0.0        4.9        4.7
 
Number of Traders in Each Category                                    Total Traders:       303 
        22         22          5         73         64         42         44         53         25         12         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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    23,223
Positions
     3,501      3,808          0     10,392        430         27      2,367     15,599         45        786        555          0      6,105      2,759
 
Changes from:       October 1, 2019                                  Total Change is:      -989
       816          0          0     -1,323          0          6     -1,966        232        -16        -62       -252          0      1,556       -959
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       16.4        0.0       44.7        1.9        0.1       10.2       67.2        0.2        3.4        2.4        0.0       26.3       11.9
 
Number of Traders in Each Category                                    Total Traders:        30 
         4          .          0         13          .          .          4          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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    48,274
Positions
     3,041     13,379        268     11,519     14,908        457     20,235     13,930         67      1,189        300          0     11,498      4,965
 
Changes from:       October 1, 2019                                  Total Change is:    -3,123
       932     -1,305        108       -527       -306        -46     -2,470     -1,292        -46        321       -233          0     -1,395         -3
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       27.7        0.6       23.9       30.9        0.9       41.9       28.9        0.1        2.5        0.6        0.0       23.8       10.3
 
Number of Traders in Each Category                                    Total Traders:        73 
         7         12          .         13         10          5         10         18          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   350,376
Positions
    47,017    180,619        765    247,766    113,580     29,335     13,355     10,434        842      2,516      8,540          0      8,780      6,261
 
Changes from:       October 1, 2019                                  Total Change is:       -42
     2,154         97         94       -157      3,820     -2,957        527     -1,544        344        119        -22          0       -166        126
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       51.6        0.2       70.7       32.4        8.4        3.8        3.0        0.2        0.7        2.4        0.0        2.5        1.8
 
Number of Traders in Each Category                                    Total Traders:       176 
        14         13          4         71         36         33         18         15          7          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 1,247,274
Positions
    73,536    710,419      5,250    878,336    332,579    117,708     87,186     39,193      2,561     42,653     14,188      4,781     35,263     20,595
 
Changes from:       October 1, 2019                                  Total Change is:    18,138
     4,528     16,742      1,745      3,678      5,226      3,877      4,084     -4,744       -165       -933     -1,718         94      1,230     -2,919
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       57.0        0.4       70.4       26.7        9.4        7.0        3.1        0.2        3.4        1.1        0.4        2.8        1.7
 
Number of Traders in Each Category                                    Total Traders:       402 
        22         20          8        156         79         84         51         33         13         29         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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   115,699
Positions
    46,165     77,612     36,131     11,446          0        980     18,987        750        166      1,794          0          0         30         60
 
Changes from:       October 1, 2019                                  Total Change is:    -1,503
     1,757      2,836     -4,389        -29          0          0      1,110        250       -200        244          0          0          4          0
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       67.1       31.2        9.9        0.0        0.8       16.4        0.6        0.1        1.6        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        39 
         4         18         12          8          0          .          5          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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   968,097
Positions
    10,786    121,097        557    472,468    262,687    169,574     43,858    225,955     11,129     87,880     49,013          0    171,845    128,085
 
Changes from:       October 1, 2019                                  Total Change is:      -425
     2,845     -2,913       -723        -96        481       -129     -3,511     22,158     -2,944      2,266     -6,551        -16      1,883     -9,788
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       12.5        0.1       48.8       27.1       17.5        4.5       23.3        1.1        9.1        5.1        0.0       17.8       13.2
 
Number of Traders in Each Category                                    Total Traders:       183 
         7         17          .         59         26         52         19         38         15         11          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 1,137,223
Positions
    41,407    151,629      1,791    644,678     55,946    181,030     35,750    640,401     13,614     41,406      9,662          0    177,547     83,150
 
Changes from:       October 1, 2019                                  Total Change is:     3,064
     4,142      2,242          0    -12,649     10,020      3,494      3,996        128      2,143     -1,165     -4,980          0      3,103     -9,983
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       13.3        0.2       56.7        4.9       15.9        3.1       56.3        1.2        3.6        0.8        0.0       15.6        7.3
 
Number of Traders in Each Category                                    Total Traders:       139 
         6         13          .         68         12         50         12         22         12          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 3,798,118
Positions
    73,815    287,545     17,039  1,612,271    715,581    261,122  1,030,251  2,196,067     71,881    514,219    143,827     11,712    205,808     93,344
 
Changes from:       October 1, 2019                                  Total Change is:    88,137
     4,409      6,273      3,469      2,945    -25,301     29,951     19,009     56,548     17,927     12,669     -9,424       -175     -2,067      8,869
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        7.6        0.4       42.4       18.8        6.9       27.1       57.8        1.9       13.5        3.8        0.3        5.4        2.5
 
Number of Traders in Each Category                                    Total Traders:       371 
        23         31          6        124         30         77         68         51         33         33         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 3,640,852
Positions
   214,801    278,681     72,153  1,542,662    687,644    774,756    271,831  1,120,191    117,054    193,923    190,900      6,695    446,977    392,778
 
Changes from:       October 1, 2019                                  Total Change is:    40,357
    24,092    -16,302     34,113     73,730     25,001    -37,486    -92,339     18,287     47,048     -8,917    -48,110     -1,781      1,897     19,587
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        7.7        2.0       42.4       18.9       21.3        7.5       30.8        3.2        5.3        5.2        0.2       12.3       10.8
 
Number of Traders in Each Category                                    Total Traders:       383 
        27         29          9        101         61         96         56         68         45         25         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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   827,005
Positions
    86,984     70,705      2,625    285,387    263,465    140,505    124,522    147,186     19,570     50,989     16,969          0    116,423    165,980
 
Changes from:       October 1, 2019                                  Total Change is:     9,922
    -3,558      3,067        899     14,823     -7,929      2,549     -6,019     12,186     -1,861         18     -4,410          0      3,071      5,421
 
Percent of Open Interest Represented by Each Category of Trader
      10.5        8.5        0.3       34.5       31.9       17.0       15.1       17.8        2.4        6.2        2.1        0.0       14.1       20.1
 
Number of Traders in Each Category                                    Total Traders:       109 
         5          8          .         27         36         42         15         13          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 4,282,402
Positions
    80,473    443,977     15,371  1,913,187    749,728    895,142    564,407  1,600,319     50,100    432,414    222,257        294    331,014    305,214
 
Changes from:       October 1, 2019                                  Total Change is:   109,398
     2,049     30,335     -1,884     26,659     47,815     21,623     73,233     29,894    -11,474    -19,293     -6,264       -190     18,675       -457
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       10.4        0.4       44.7       17.5       20.9       13.2       37.4        1.2       10.1        5.2        0.0        7.7        7.1
 
Number of Traders in Each Category                                    Total Traders:       336 
        18         32          9         96         48         82         39         65         26         19         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,978,691
Positions
   294,108    329,786    607,216      7,260    176,865     24,223    442,003    288,085    480,877     65,782     12,125     15,561     41,661     43,953
 
Changes from:       October 1, 2019                                  Total Change is:     9,083
    12,175      2,906      3,291     -9,658      8,345       -303    -21,851    -25,409     20,735     -1,490     -2,081      3,066      3,118     -1,467
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       16.7       30.7        0.4        8.9        1.2       22.3       14.6       24.3        3.3        0.6        0.8        2.1        2.2
 
Number of Traders in Each Category                                    Total Traders:       156 
        19         39         44          5          6          5         39         35         48          7          5          .
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Traders in Financial Futures - Futures Only Positions as of October 8, 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 is12,214,688
Positions
 2,406,701  2,185,508  2,527,302    651,972  2,483,294    401,356  2,365,514    635,368  2,870,839    135,764    129,531    133,910    721,330    847,580
 
Changes from:       October 1, 2019                                  Total Change is:   210,400
   -17,990    188,504     40,668     62,024   -159,058    -13,111     71,095     84,187     25,940      2,115      4,071      8,417     31,242     30,782
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       17.9       20.7        5.3       20.3        3.3       19.4        5.2       23.5        1.1        1.1        1.1        5.9        6.9
 
Number of Traders in Each Category                                    Total Traders:       250 
        37         38         68         17         17         19         55         48         82         14         15         19
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Traders in Financial Futures - Futures Only Positions as of October 8, 2019                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   156,267
Positions
    15,777     70,315     22,934      5,762      2,600      8,359     71,876     20,253     29,236        296      1,472        578      1,449        520
 
Changes from:       October 1, 2019                                  Total Change is:     6,752
       266      1,618      1,570      1,182        -60          0       -174       -859      3,990          0        332         92       -174         69
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       45.0       14.7        3.7        1.7        5.3       46.0       13.0       18.7        0.2        0.9        0.4        0.9        0.3
 
Number of Traders in Each Category                                    Total Traders:        49 
         .         13          5          .          .          .          8         21         18          .          .          .
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Traders in Financial Futures - Futures Only Positions as of October 8, 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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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   257,091
Positions
    36,043     35,899     25,454      1,311     12,843     10,368    167,880    153,418     10,797      4,381      7,236        423        434        653
 
Changes from:       October 1, 2019                                  Total Change is:    16,472
       -95      4,310      1,880      1,311     -1,888      6,164     11,420      5,565     -2,618     -1,146      2,716         51       -495        292
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       14.0        9.9        0.5        5.0        4.0       65.3       59.7        4.2        1.7        2.8        0.2        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        79 
         5         17         14          .          5          .         12         32         26          .          .          .
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Traders in Financial Futures - Futures Only Positions as of October 8, 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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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    63,895
Positions
         0     30,698          0      1,478      4,567         18     31,427      5,772     18,735     12,150      1,254          0         87      2,851
 
Changes from:       October 1, 2019                                  Total Change is:     1,459
         0        -44          0          0        -29          0        722        157      1,136       -428         55          0         29        184
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       48.0        0.0        2.3        7.1        0.0       49.2        9.0       29.3       19.0        2.0        0.0        0.1        4.5
 
Number of Traders in Each Category                                    Total Traders:        31 
         0          5          0          .         10          .          4          4          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of October 8, 2019                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    24,301
Positions
       985      8,346          0      1,110        683          0     12,485      3,472      9,692          0          0          0         29      2,108
 
Changes from:       October 1, 2019                                  Total Change is:     5,571
         2        582          0          0          0          0        798        121      4,778          0          0          0         -7         90
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       34.3        0.0        4.6        2.8        0.0       51.4       14.3       39.9        0.0        0.0        0.0        0.1        8.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          .          5          0          4          6          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of October 8, 2019                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    50,917
Positions
    12,842        178     16,597          0        180          0      6,454     19,737     11,248      3,530      2,710        246          0         21
 
Changes from:       October 1, 2019                                  Total Change is:      -503
         0         50          0          0          0          0       -500       -554          0          0          0          0         -3          1
 
Percent of Open Interest Represented by Each Category of Trader
      25.2        0.3       32.6        0.0        0.4        0.0       12.7       38.8       22.1        6.9        5.3        0.5        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          0          .          0          .          8          .          .          4          .
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Traders in Financial Futures - Futures Only Positions as of October 8, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     3,335
Positions
        59          0          0        140        138          0      1,211      2,048         79        395        526         56      1,395        488
 
Changes from:       October 1, 2019                                  Total Change is:       -13
         0          0          0         70        107        -30        -87        -15         37         21        -46         -9        -15        -57
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        0.0        0.0        4.2        4.1        0.0       36.3       61.4        2.4       11.8       15.8        1.7       41.8       14.6
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          0          0          .          .          0          8         18          .         10          .          .
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Traders in Financial Futures - Futures Only Positions as of October 8, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    58,016
Positions
       848     41,999          0     29,144      1,945        479     20,198      9,868        812      2,507        995        131      3,897      1,787
 
Changes from:       October 1, 2019                                  Total Change is:    -1,029
       160         -3          0       -394        117          6       -492       -638       -235        -69        -27          2         -7       -251
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       72.4        0.0       50.2        3.4        0.8       34.8       17.0        1.4        4.3        1.7        0.2        6.7        3.1
 
Number of Traders in Each Category                                    Total Traders:        99 
         .          .          0         15          5          .         37         13          6         18          8          .
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Traders in Financial Futures - Futures Only Positions as of October 8, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   401,077
Positions
    88,844     27,642     18,996    136,687     90,379     23,495     29,435    136,070     66,692      7,934      2,250      7,683     21,311     27,870
 
Changes from:       October 1, 2019                                  Total Change is:   -28,174
   -13,542      7,363      2,858    -10,005    -16,961     -1,214     -3,143    -13,321     -1,576     -1,871       -999       -903      1,222     -3,421
 
Percent of Open Interest Represented by Each Category of Trader
      22.2        6.9        4.7       34.1       22.5        5.9        7.3       33.9       16.6        2.0        0.6        1.9        5.3        6.9
 
Number of Traders in Each Category                                    Total Traders:       200 
        14         17         16         25         34         24         29         59         51          7          5          8
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Traders in Financial Futures - Futures Only Positions as of October 8, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    19,974
Positions
     3,952        663        971      4,891     10,910      1,602      7,701      5,668        100        564         50          0        193         10
 
Changes from:       October 1, 2019                                  Total Change is:       927
       445        -40       -210          0      1,059          1        677        140          0         76        -20          0        -62         -3
 
Percent of Open Interest Represented by Each Category of Trader
      19.8        3.3        4.9       24.5       54.6        8.0       38.6       28.4        0.5        2.8        0.3        0.0        1.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        39 
         4          .          .          8          5          .          .          8          .          9          .          0
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Updated October 11, 2019