Traders in Financial Futures - Futures Only Positions as of December 31, 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   175,666
Positions
     3,876     77,238        666     58,307     13,093      5,515     38,431     55,991      2,344     19,633      2,061        146     46,748     18,612
 
Changes from:       December 24, 2019                                Total Change is:    17,000
        72      6,050          0      3,627     -3,369       -425      4,186     13,950     -1,420      2,790         98        100      8,070      2,016
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       44.0        0.4       33.2        7.5        3.1       21.9       31.9        1.3       11.2        1.2        0.1       26.6       10.6
 
Number of Traders in Each Category                                    Total Traders:       115 
         4         11          .         25         10         12         27         24         14         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    55,514
Positions
    21,650      5,485          0      3,014     13,477        984     17,953     15,275          8      1,261        868          0     10,644     19,417
 
Changes from:       December 24, 2019                                Total Change is:    -4,936
    -4,953      1,835          0        611     -8,643        426     -2,178      3,169          6        521       -953          0        631       -776
 
Percent of Open Interest Represented by Each Category of Trader
      39.0        9.9        0.0        5.4       24.3        1.8       32.3       27.5        0.0        2.3        1.6        0.0       19.2       35.0
 
Number of Traders in Each Category                                    Total Traders:        56 
         4          5          0          4         14          .         11         15          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   206,784
Positions
     4,970     46,396      6,988     72,251     60,908      7,374     60,934     43,156     10,087     11,711      7,563          0     32,469     24,312
 
Changes from:       December 24, 2019                                Total Change is:       501
      -359      1,334        367      1,080     -3,781      1,211        618     -4,577      4,683     -6,530       -456          0       -569      1,720
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       22.4        3.4       34.9       29.5        3.6       29.5       20.9        4.9        5.7        3.7        0.0       15.7       11.8
 
Number of Traders in Each Category                                    Total Traders:       114 
         .         10          .         23         20         14         27         23         12          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   174,966
Positions
    50,721     20,561      1,371     43,204     47,687     11,903     32,687     43,688      5,041      2,403      7,215          0     27,636     37,500
 
Changes from:       December 24, 2019                                Total Change is:     1,824
      -832      1,566        109       -178     -8,835        861      2,065      3,854      1,709       -268     -1,192          0     -1,642      3,752
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       11.8        0.8       24.7       27.3        6.8       18.7       25.0        2.9        1.4        4.1        0.0       15.8       21.4
 
Number of Traders in Each Category                                    Total Traders:       121 
         6          7          .         16         25         13         26         32         15          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   557,585
Positions
    25,642    144,791      1,398    338,307    139,559     27,984     44,827    172,022      5,414     24,209     11,008         84     89,720     55,325
 
Changes from:       December 24, 2019                                Total Change is:    17,190
      -257      9,367        341      7,624    -13,365        350      2,243     16,531        846        970        836        -47      5,120      2,331
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       26.0        0.3       60.7       25.0        5.0        8.0       30.9        1.0        4.3        2.0        0.0       16.1        9.9
 
Number of Traders in Each Category                                    Total Traders:       282 
        13         14         10         90         40         43         38         46         17         26         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    23,490
Positions
         0      3,548        100      8,555      6,192      2,959        845      3,745          0          0          0          0     11,031      6,946
 
Changes from:       December 24, 2019                                Total Change is:       -90
         0          0          0         10        -80          0          0       -254          0          0          0          0       -100        244
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       15.1        0.4       36.4       26.4       12.6        3.6       15.9        0.0        0.0        0.0        0.0       47.0       29.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         0          .          .         11          6          8          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    22,832
Positions
     3,709      3,606        624      5,844     12,948      2,132      2,293          0          0          0          0          0      8,230      3,522
 
Changes from:       December 24, 2019                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       15.8        2.7       25.6       56.7        9.3       10.0        0.0        0.0        0.0        0.0        0.0       36.0       15.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          5         10          9          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   164,305
Positions
    57,711     15,404      1,349     25,534     37,273      2,389     36,001     69,975      2,719     11,660     10,185          0     26,942     25,011
 
Changes from:       December 24, 2019                                Total Change is:     8,495
    -6,098      8,218         39      4,275    -16,968       -175      3,376     18,371        674      3,137         12          0      3,267     -1,676
 
Percent of Open Interest Represented by Each Category of Trader
      35.1        9.4        0.8       15.5       22.7        1.5       21.9       42.6        1.7        7.1        6.2        0.0       16.4       15.2
 
Number of Traders in Each Category                                    Total Traders:        89 
         5          7          5         12         17          8         21         21          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    56,790
Positions
         0     45,342         41     44,332          0         31      8,111     10,055          0      1,813        325          0      2,462        996
 
Changes from:       December 24, 2019                                Total Change is:     1,512
         0        186          0      1,054          0          0        214      1,063          0         -1        169          0        245         94
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       79.8        0.1       78.1        0.0        0.1       14.3       17.7        0.0        3.2        0.6        0.0        4.3        1.8
 
Number of Traders in Each Category                                    Total Traders:        46 
         0          6          .         13          0          .         15          6          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   277,946
Positions
       578    184,803        862    129,680      4,046      3,442    106,921     64,151      1,443     18,514     16,136          0     16,506      3,063
 
Changes from:       December 24, 2019                                Total Change is:     2,959
       -90      1,003          0    -13,154     -1,914      2,554      1,004        492          0      2,295        843          0     10,350        -19
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       66.5        0.3       46.7        1.5        1.2       38.5       23.1        0.5        6.7        5.8        0.0        5.9        1.1
 
Number of Traders in Each Category                                    Total Traders:       178 
         4          9          .         31          8          4         66         28          8         14         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    54,106
Positions
    38,396        695      1,964      3,579     23,831          0      3,964     22,760      1,680      1,374        875          0      3,149      2,301
 
Changes from:       December 24, 2019                                Total Change is:       202
      -740        -89        462        430     -1,670         -3        293        777          5       -633         25          0        388        695
 
Percent of Open Interest Represented by Each Category of Trader
      71.0        1.3        3.6        6.6       44.0        0.0        7.3       42.1        3.1        2.5        1.6        0.0        5.8        4.3
 
Number of Traders in Each Category                                    Total Traders:        53 
         4          .          .          6          8          0         10         17          6          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    48,744
Positions
    11,971      2,972          0     10,192     12,881        355     15,695     25,222        327      4,850      1,768          6      5,348      5,213
 
Changes from:       December 24, 2019                                Total Change is:     2,114
    -5,447        908          0      1,533     -2,377        -21        785      4,925       -214      3,369       -665          0      2,109       -442
 
Percent of Open Interest Represented by Each Category of Trader
      24.6        6.1        0.0       20.9       26.4        0.7       32.2       51.7        0.7        9.9        3.6        0.0       11.0       10.7
 
Number of Traders in Each Category                                    Total Traders:        95 
         7          .          0         12         12          .         30         16          .          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    18,513
Positions
       832      8,177         25     14,044      2,308          0      1,977      6,121         61          0        488          0      1,574      1,333
 
Changes from:       December 24, 2019                                Total Change is:       307
         0         -7          7      1,195       -313          0     -1,185        483         18          0        162          0        272        -43
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       44.2        0.1       75.9       12.5        0.0       10.7       33.1        0.3        0.0        2.6        0.0        8.5        7.2
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          .          7          4          0          7         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    53,616
Positions
    13,569     27,363        659     18,097      4,274        892     10,927     10,015        292        501      1,648        419      8,262      8,056
 
Changes from:       December 24, 2019                                Total Change is:     2,098
       268      1,985        -23        118        -34         58      1,363        620        174       -125        382         49        218     -1,111
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       51.0        1.2       33.8        8.0        1.7       20.4       18.7        0.5        0.9        3.1        0.8       15.4       15.0
 
Number of Traders in Each Category                                    Total Traders:       102 
        11         20          .         18          .          4         27         13          7          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   107,231
Positions
    27,138     54,726      1,317     36,193      8,548      1,783     21,853     20,029        583      1,002      3,295        838     16,524     16,112
 
Changes from:       December 24, 2019                                Total Change is:     4,196
       535      3,969        -46        235        -68        115      2,725      1,239        348       -249        763         98        435     -2,222
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       51.0        1.2       33.8        8.0        1.7       20.4       18.7        0.5        0.9        3.1        0.8       15.4       15.0
 
Number of Traders in Each Category                                    Total Traders:       102 
        11         20          .         18          .          4         27         13          7          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    38,696
Positions
       200     31,203          0     36,735        720        145        550      5,128          0          0        464          0      1,066      1,036
 
Changes from:       December 24, 2019                                Total Change is:     4,691
         0      3,550          0      5,447          0          0        200        465          0          0          0          0       -956        676
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       80.6        0.0       94.9        1.9        0.4        1.4       13.3        0.0        0.0        1.2        0.0        2.8        2.7
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          7          0         14          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   566,928
Positions
    43,192    175,002     18,263    304,126    101,535     46,590     55,482     95,886     12,018     19,307     59,908        833     67,118     56,895
 
Changes from:       December 24, 2019                                Total Change is:     9,948
    -6,561    -10,238      7,978     -5,375      3,337      2,222      3,779      2,248      3,880      2,085       -553        -72      2,012      1,145
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       30.9        3.2       53.6       17.9        8.2        9.8       16.9        2.1        3.4       10.6        0.1       11.8       10.0
 
Number of Traders in Each Category                                    Total Traders:       553 
        29         36         21        169         83        117         65         94         43         35         42         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    22,871
Positions
     8,156      8,604         74      1,017      4,000          0      2,066      4,604          0          0          0          0     11,558      5,589
 
Changes from:       December 24, 2019                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       37.6        0.3        4.4       17.5        0.0        9.0       20.1        0.0        0.0        0.0        0.0       50.5       24.4
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          5          .          .          .          0          4          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 2,720,284
Positions
   215,961    872,769     50,163  1,518,381    490,510    230,113    293,349    482,680     33,818     96,537    299,539      4,163    277,799    256,529
 
Changes from:       December 24, 2019                                Total Change is:     4,129
   -32,806    -23,469      1,989    -24,037       -478      8,275     31,044     10,769      5,423     10,424     -2,763       -361      4,178      4,744
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       32.1        1.8       55.8       18.0        8.5       10.8       17.7        1.2        3.5       11.0        0.2       10.2        9.4
 
Number of Traders in Each Category                                    Total Traders:       552 
        29         35         18        170         82        116         65         94         40         35         42         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    28,682
Positions
    16,459     10,608          0      7,399          0        982        462     11,524          0          0        357          0      3,380      5,211
 
Changes from:       December 24, 2019                                Total Change is:        72
         0        450          0         -5          0          0       -236       -221          0          0          0          0        313       -157
 
Percent of Open Interest Represented by Each Category of Trader
      57.4       37.0        0.0       25.8        0.0        3.4        1.6       40.2        0.0        0.0        1.2        0.0       11.8       18.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         5          7          0          5          0          .          .          4          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is     8,660
Positions
     2,306      4,377          0      3,601      1,256        109        696      2,200          0          0          0          0      1,948        718
 
Changes from:       December 24, 2019                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       50.5        0.0       41.6       14.5        1.3        8.0       25.4        0.0        0.0        0.0        0.0       22.5        8.3
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          5          0          4          4          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    11,380
Positions
     3,939      6,532          0      3,802        956      1,000        547      1,702          0          0          0          0      2,092      1,190
 
Changes from:       December 24, 2019                                Total Change is:       159
         0          0          0         97          2         -2          0          0          0          0          0          0         64        159
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       57.4        0.0       33.4        8.4        8.8        4.8       15.0        0.0        0.0        0.0        0.0       18.4       10.5
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          7          0          6          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    78,012
Positions
     4,648     28,846        139     53,014     33,774      2,972      4,869      2,040        271          0      7,803          0     12,099      2,167
 
Changes from:       December 24, 2019                                Total Change is:      -635
      -757       -298          1     -1,740       -414        -94      1,020        831         30          0         -9          0        905       -682
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       37.0        0.2       68.0       43.3        3.8        6.2        2.6        0.3        0.0       10.0        0.0       15.5        2.8
 
Number of Traders in Each Category                                    Total Traders:        88 
         4         11          .         33         21         14         12          5          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    43,347
Positions
     4,349     11,529        383     16,229      8,089      1,687     11,784     11,601        533        955      2,229         84      7,343      7,212
 
Changes from:       December 24, 2019                                Total Change is:     1,128
       -28      1,532        -37       -530       -302         23      1,175        132       -248        -28         -9         48        753        -10
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       26.6        0.9       37.4       18.7        3.9       27.2       26.8        1.2        2.2        5.1        0.2       16.9       16.6
 
Number of Traders in Each Category                                    Total Traders:       244 
        16         26          .         56         27         27         48         44         13         12         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   216,734
Positions
    21,743     57,643      1,915     81,146     40,447      8,436     58,921     58,007      2,664      4,774     11,145        419     36,716     36,058
 
Changes from:       December 24, 2019                                Total Change is:     5,640
      -140      7,658       -186     -2,649     -1,510        116      5,875        658     -1,240       -142        -46        242      3,764        -52
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       26.6        0.9       37.4       18.7        3.9       27.2       26.8        1.2        2.2        5.1        0.2       16.9       16.6
 
Number of Traders in Each Category                                    Total Traders:       244 
        16         26          .         56         27         27         48         44         13         12         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   485,652
Positions
    51,343    152,649      8,073    265,493    161,204     40,086     76,018     70,448      9,646      8,891     28,774          0     26,102     14,772
 
Changes from:       December 24, 2019                                Total Change is:     8,332
    -2,544      6,048      1,447        611     -2,117      2,642      4,110       -232      1,426     -1,628       -405          0      2,268       -477
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       31.4        1.7       54.7       33.2        8.3       15.7       14.5        2.0        1.8        5.9        0.0        5.4        3.0
 
Number of Traders in Each Category                                    Total Traders:       306 
        18         25          7         88         46         37         55         47         25         15         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    22,444
Positions
       859      6,989          0     12,655        363         22      2,087     10,877         28          0      1,151          0      6,793      3,014
 
Changes from:       December 24, 2019                                Total Change is:       -13
         0          0          0       -934          0          6       -117        764         -5          0          0          0      1,037       -778
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       31.1        0.0       56.4        1.6        0.1        9.3       48.5        0.1        0.0        5.1        0.0       30.3       13.4
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0         13          .          .          4          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    60,519
Positions
     9,078      2,564          0     19,566      4,379        376     21,100      6,889        375      1,254      1,000          0      8,770     44,936
 
Changes from:       December 24, 2019                                Total Change is:     1,106
     2,031       -689       -690       -872       -187         97        999        555       -514         -6        127          0         61      2,407
 
Percent of Open Interest Represented by Each Category of Trader
      15.0        4.2        0.0       32.3        7.2        0.6       34.9       11.4        0.6        2.1        1.7        0.0       14.5       74.3
 
Number of Traders in Each Category                                    Total Traders:        58 
         9          4          0         14          5          5         14          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   394,554
Positions
    48,642    255,435      4,038    292,330     71,375     22,341     14,552     26,725        417      2,597      9,409          0      9,637      4,814
 
Changes from:       December 24, 2019                                Total Change is:    11,253
     2,049      7,947         -5      8,125        603       -184       -318      3,852       -225        871        -18          0        940       -717
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       64.7        1.0       74.1       18.1        5.7        3.7        6.8        0.1        0.7        2.4        0.0        2.4        1.2
 
Number of Traders in Each Category                                    Total Traders:       183 
        16         11          5         75         37         33         20         15          5          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 1,466,368
Positions
    80,692    985,822      7,638  1,053,299    272,961    102,118    136,849     57,467      4,093     41,955     18,844      2,952     36,772     14,473
 
Changes from:       December 24, 2019                                Total Change is:    11,350
      -982    -11,652      1,355      1,438     26,546      5,630     12,055    -15,032     -1,031    -12,133      1,890        -82      5,100      3,726
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       67.2        0.5       71.8       18.6        7.0        9.3        3.9        0.3        2.9        1.3        0.2        2.5        1.0
 
Number of Traders in Each Category                                    Total Traders:       444 
        29         19          9        179         65         77         74         26         19         42         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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    80,536
Positions
    11,839     52,206     27,139     16,315          0        946     20,870          0        184      3,219          0          0         24         61
 
Changes from:       December 24, 2019                                Total Change is:       990
      -570      1,000        -20          0          0          0        345          0         10      1,225          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       64.8       33.7       20.3        0.0        1.2       25.9        0.0        0.2        4.0        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        47 
         8         14         11          8          0          .         13          0          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 1,005,197
Positions
     6,552    123,978        509    514,332    289,733    181,652     48,470    249,588      6,712     82,916     26,688          0    164,054    126,337
 
Changes from:       December 24, 2019                                Total Change is:   -31,812
    -3,184     -6,887     -4,537     -3,152     -5,688     -1,328    -11,846     -2,684     -1,146     -4,662     -9,867          0     -1,957        325
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       12.3        0.1       51.2       28.8       18.1        4.8       24.8        0.7        8.2        2.7        0.0       16.3       12.6
 
Number of Traders in Each Category                                    Total Traders:       176 
         9         17          .         58         28         51         17         32          6          9          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 1,245,241
Positions
    47,146    133,571         31    731,318    103,867    191,773     61,293    709,807     14,991     46,279      6,086          0    152,410     85,115
 
Changes from:       December 24, 2019                                Total Change is:     2,367
     2,100     -3,743         -2      6,834      4,605     -3,063        597      1,492      1,325     -2,881      1,196          0     -2,543        557
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       10.7        0.0       58.7        8.3       15.4        4.9       57.0        1.2        3.7        0.5        0.0       12.2        6.8
 
Number of Traders in Each Category                                    Total Traders:       143 
         8         12          .         66         15         52         13         23         11          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 3,580,082
Positions
    98,362    272,695      9,566  1,735,333    882,533    289,219    909,646  1,835,351     34,925    330,494    145,401      1,916    170,621    108,476
 
Changes from:       December 24, 2019                                Total Change is:   -59,066
    -4,135     11,993      1,080      5,097     10,680    -11,128    -35,052    -59,839    -12,422      2,514      1,174         38     -5,058       -642
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        7.6        0.3       48.5       24.7        8.1       25.4       51.3        1.0        9.2        4.1        0.1        4.8        3.0
 
Number of Traders in Each Category                                    Total Traders:       362 
        23         31          8        121         33         68         68         45         28         26         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 3,624,029
Positions
   151,981    279,892     45,850  1,625,405    819,379    714,014    392,411  1,049,742     93,330    214,260    216,706      6,626    380,152    398,490
 
Changes from:       December 24, 2019                                Total Change is:   -29,720
   -45,883      7,394      7,535     33,823    -30,208      7,895    -17,467    -90,334      5,577    -28,856     33,931      4,674      2,982     23,816
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        7.7        1.3       44.9       22.6       19.7       10.8       29.0        2.6        5.9        6.0        0.2       10.5       11.0
 
Number of Traders in Each Category                                    Total Traders:       389 
        23         39         10        101         75         96         50         65         40         22         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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   923,376
Positions
    90,174     69,534      2,145    319,142    291,909    139,568    195,427    184,118     16,764     49,869     32,054          0    110,287    187,284
 
Changes from:       December 24, 2019                                Total Change is:    13,654
     2,536      1,674       -708     19,780      1,851      2,479    -13,385      8,459        469     -1,925     -1,500          0      4,408        930
 
Percent of Open Interest Represented by Each Category of Trader
       9.8        7.5        0.2       34.6       31.6       15.1       21.2       19.9        1.8        5.4        3.5        0.0       11.9       20.3
 
Number of Traders in Each Category                                    Total Traders:       113 
         5          9          .         23         40         40         16         14          9          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 4,278,094
Positions
    55,189    437,646     33,250  2,219,580    835,497    756,964    545,953  1,591,279     85,108    292,248    229,851        778    289,024    307,721
 
Changes from:       December 24, 2019                                Total Change is:    27,041
    -5,526    -27,853      2,436     83,499     35,531    -29,892    -13,589     41,622     -1,367     -3,750     10,906        101     -4,871     -4,443
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       10.2        0.8       51.9       19.5       17.7       12.8       37.2        2.0        6.8        5.4        0.0        6.8        7.2
 
Number of Traders in Each Category                                    Total Traders:       322 
        15         34         11         85         57         78         42         54         26         20         15          .
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Traders in Financial Futures - Futures Only Positions as of December 31, 2019                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,911,620
Positions
   417,312    503,743    442,799     21,569     17,669     30,352    475,288    419,513    429,085     40,639     24,800      5,497     49,079     38,162
 
Changes from:       December 24, 2019                                Total Change is:    16,436
    20,794    -12,866     -1,434      5,753      2,679        361     -9,988     26,358     -6,579      1,676      5,000     -1,108      6,961      4,025
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       26.4       23.2        1.1        0.9        1.6       24.9       21.9       22.4        2.1        1.3        0.3        2.6        2.0
 
Number of Traders in Each Category                                    Total Traders:       145 
        34         19         42          8          4          7         43         23         46          8          .          .
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Traders in Financial Futures - Futures Only Positions as of December 31, 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 is10,939,959
Positions
 2,487,268  1,538,395  2,163,386    345,898  2,329,507    562,356  1,883,134    558,720  2,810,149     60,910     98,354     48,526    578,332    830,566
 
Changes from:       December 24, 2019                                Total Change is:    62,404
    78,152    -59,129     39,389    -14,093      3,696     21,542    -44,378     65,410    -13,624     -1,215      5,024       -991     -2,378      1,087
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       14.1       19.8        3.2       21.3        5.1       17.2        5.1       25.7        0.6        0.9        0.4        5.3        7.6
 
Number of Traders in Each Category                                    Total Traders:       221 
        38         33         63         12         17         21         51         39         78         13         12         16
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Traders in Financial Futures - Futures Only Positions as of December 31, 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   130,526
Positions
     3,856     69,160     18,462     16,835          0      6,777     58,725     10,610     23,772          0        739        875      1,224        131
 
Changes from:       December 24, 2019                                Total Change is:      -669
         0       -145          0        186          0        -77        -72         72       -473          0        149       -232         -1         37
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       53.0       14.1       12.9        0.0        5.2       45.0        8.1       18.2        0.0        0.6        0.7        0.9        0.1
 
Number of Traders in Each Category                                    Total Traders:        50 
         .         13          4          4          0          .         11         18         19          0          .          .
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Traders in Financial Futures - Futures Only Positions as of December 31, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   375,232
Positions
    38,375     73,558     48,796          0     34,245     23,423    218,456    141,128     42,352      2,432      7,410      1,313         85      3,007
 
Changes from:       December 24, 2019                                Total Change is:     4,610
      -264     -3,857      6,802          0     -1,091      3,759     -4,299      1,054     -1,409      1,215       -270       -283       -911        -95
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       19.6       13.0        0.0        9.1        6.2       58.2       37.6       11.3        0.6        2.0        0.3        0.0        0.8
 
Number of Traders in Each Category                                    Total Traders:        93 
         5         24         16          0          9          4         19         29         23          .          4          .
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Traders in Financial Futures - Futures Only Positions as of December 31, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    68,075
Positions
     1,169     27,123          0      1,164      3,306        179     13,189      7,497     25,290     27,038      1,045          0         46      3,635
 
Changes from:       December 24, 2019                                Total Change is:     6,426
       331      4,532          0          0        217          8       -162        188      1,099      5,150          0          0          0        382
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       39.8        0.0        1.7        4.9        0.3       19.4       11.0       37.2       39.7        1.5        0.0        0.1        5.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          4          0          .          9          .          .          4          .          5          .          0
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Traders in Financial Futures - Futures Only Positions as of December 31, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    16,503
Positions
       171      6,285          0        808        545        115      9,938      2,266      5,471          0          0          0          0      1,821
 
Changes from:       December 24, 2019                                Total Change is:     2,283
         4      2,274          0          0          0          0      1,924       -352        355          0          0          0          0          6
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       38.1        0.0        4.9        3.3        0.7       60.2       13.7       33.2        0.0        0.0        0.0        0.0       11.0
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          4          0          .          6          .          5          5          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of December 31, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    47,643
Positions
    11,499        193     16,080          0        266          0          0     12,196     15,998      3,810      2,586        246         10         78
 
Changes from:       December 24, 2019                                Total Change is:       431
         0        100          0          0        106          0          0        -30        431          0       -106          0          0        -70
 
Percent of Open Interest Represented by Each Category of Trader
      24.1        0.4       33.8        0.0        0.6        0.0        0.0       25.6       33.6        8.0        5.4        0.5        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .          0          .          0          0          9          .          .          5          .
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Traders in Financial Futures - Futures Only Positions as of December 31, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     3,186
Positions
       137          0          0        159        437          1      1,037      1,840        102        366        451         30      1,354        325
 
Changes from:       December 24, 2019                                Total Change is:      -355
         0          0          0         26        154          0       -142       -416          2         90        -63          5       -336        -37
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        0.0        0.0        5.0       13.7        0.0       32.5       57.8        3.2       11.5       14.2        0.9       42.5       10.2
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          0          0          .          4          .          9         16          .          9          .          .
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Traders in Financial Futures - Futures Only Positions as of December 31, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    35,967
Positions
       665     18,093          0      6,732      3,432        919     22,740      8,731      1,477        710        996         19      2,705      2,300
 
Changes from:       December 24, 2019                                Total Change is:     2,991
       100          0          0     -2,946        181        324      6,238      1,909         32     -1,062         -6        -38        343        589
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       50.3        0.0       18.7        9.5        2.6       63.2       24.3        4.1        2.0        2.8        0.1        7.5        6.4
 
Number of Traders in Each Category                                    Total Traders:        83 
         .          .          0         13          7          7         20         20          5          9         11          .
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Traders in Financial Futures - Futures Only Positions as of December 31, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   421,662
Positions
    83,859      9,229     17,331    115,356    103,502     21,731     36,293    117,752     94,140     10,833      3,349     21,235     20,884     33,393
 
Changes from:       December 24, 2019                                Total Change is:     9,768
    -2,302      3,149       -137      4,674    -18,070      1,485     -6,705      9,491      7,887        -95       -318      4,224        737      2,057
 
Percent of Open Interest Represented by Each Category of Trader
      19.9        2.2        4.1       27.4       24.5        5.2        8.6       27.9       22.3        2.6        0.8        5.0        5.0        7.9
 
Number of Traders in Each Category                                    Total Traders:       197 
        17          7         15         12         39         20         30         59         53         11         11         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    15,326
Positions
     4,955        751        359      7,814      2,637        969          0     10,464        100        742         34          0        387         12
 
Changes from:       December 24, 2019                                Total Change is:       611
         0         34        -21        694       -550       -122        -98      1,297          0          6        -26          0        152         -1
 
Percent of Open Interest Represented by Each Category of Trader
      32.3        4.9        2.3       51.0       17.2        6.3        0.0       68.3        0.7        4.8        0.2        0.0        2.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          .         10          .          .          0          7          .         11          .          0
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Updated January 06, 2020