Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   153,332
Positions
    13,527     41,515      4,298     32,011     19,719      6,392     21,250     35,074     18,283     19,259      1,996         29     38,282     26,026
 
Changes from:       June 18, 2019                                    Total Change is:   -19,986
     7,640     17,190     -9,239      2,713    -10,668       -296      4,771    -13,948        363         72       -468         12    -26,021     -2,931
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       27.1        2.8       20.9       12.9        4.2       13.9       22.9       11.9       12.6        1.3        0.0       25.0       17.0
 
Number of Traders in Each Category                                    Total Traders:       112 
         7          6          7         16         16         13         22         27         17         14          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    57,227
Positions
    24,012      2,856      1,409      2,399     13,532        522     16,318     17,609        704        931        818          0     10,932     19,777
 
Changes from:       June 18, 2019                                    Total Change is:    -2,756
    -6,444      1,457        190        -46     -4,725        -63        891      2,858         62          0       -664          0      2,654     -1,871
 
Percent of Open Interest Represented by Each Category of Trader
      42.0        5.0        2.5        4.2       23.6        0.9       28.5       30.8        1.2        1.6        1.4        0.0       19.1       34.6
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          5          .          .         14          .         10         13          4          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   225,564
Positions
    81,061      4,255      4,052     59,375    109,352      6,156     27,637     39,533     18,804        107      7,443        557     27,815     35,413
 
Changes from:       June 18, 2019                                    Total Change is:    -2,160
    -5,177        461        799      4,065      4,630       -731     -1,082     -1,241     -1,921       -856       -138        252      2,491     -4,271
 
Percent of Open Interest Represented by Each Category of Trader
      35.9        1.9        1.8       26.3       48.5        2.7       12.3       17.5        8.3        0.0        3.3        0.2       12.3       15.7
 
Number of Traders in Each Category                                    Total Traders:       129 
        11          5          9         16         30         12         22         38         22          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   167,360
Positions
     5,551     33,589      7,030     40,004     34,335     12,254     34,990     21,129     26,802      5,033      2,738        347     35,349     29,136
 
Changes from:       June 18, 2019                                    Total Change is:    20,418
       892     20,179      1,289      4,102     -4,771      1,991        126     -5,281      7,845     -1,686        750        130      5,730     -1,713
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       20.1        4.2       23.9       20.5        7.3       20.9       12.6       16.0        3.0        1.6        0.2       21.1       17.4
 
Number of Traders in Each Category                                    Total Traders:       119 
         4          9          7         27         21         18         26         25         23          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   590,267
Positions
    35,092    139,306     15,211    310,998    146,568     37,435     27,985    127,955     49,856     17,556     10,447      3,931     92,203     59,557
 
Changes from:       June 18, 2019                                    Total Change is:    30,888
    -1,452     15,313      3,779     12,883     -4,722      3,973      2,198      3,314      9,970     -7,390     -1,231      1,548      5,379     -1,057
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       23.6        2.6       52.7       24.8        6.3        4.7       21.7        8.4        3.0        1.8        0.7       15.6       10.1
 
Number of Traders in Each Category                                    Total Traders:       286 
        19         11         17         91         39         49         32         53         29         22         19         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    25,320
Positions
         0      9,587          0      8,897      5,775      2,342        999      1,465          0          0        589          2     13,080      5,560
 
Changes from:       June 18, 2019                                    Total Change is:       245
         0          0          0       -118         12         -1        -25       -141          0          0          0          0        389        375
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.9        0.0       35.1       22.8        9.2        3.9        5.8        0.0        0.0        2.3        0.0       51.7       22.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0         11          4          8          .          .          0          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    25,302
Positions
     3,938      4,472        564      7,577     10,656      2,302      5,220        957          0          0      1,850          0      5,701      4,501
 
Changes from:       June 18, 2019                                    Total Change is:    -3,346
      -437        -56       -895         23         43          4        163          0     -1,916          0          0          0       -288       -526
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       17.7        2.2       29.9       42.1        9.1       20.6        3.8        0.0        0.0        7.3        0.0       22.5       17.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          6          8          8          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   180,341
Positions
    78,122      6,068      2,715     14,292     56,787      4,412     37,021     52,454     14,240         13      2,236         18     29,509     41,410
 
Changes from:       June 18, 2019                                    Total Change is:   -14,062
     1,006      1,496        156        350     -6,954        377    -11,081     -3,922     -1,536     -2,480       -199       -192       -662     -3,289
 
Percent of Open Interest Represented by Each Category of Trader
      43.3        3.4        1.5        7.9       31.5        2.4       20.5       29.1        7.9        0.0        1.2        0.0       16.4       23.0
 
Number of Traders in Each Category                                    Total Traders:        98 
        11          4          7         13         19         14         20         27         15          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    67,781
Positions
         0     45,973          0     59,797          0          0      5,326     20,139          0        399        824          0      2,259        845
 
Changes from:       June 18, 2019                                    Total Change is:     6,046
         0      1,543          0      5,530          0          0      1,093      4,619          0       -784       -206          0        207         90
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       67.8        0.0       88.2        0.0        0.0        7.9       29.7        0.0        0.6        1.2        0.0        3.3        1.2
 
Number of Traders in Each Category                                    Total Traders:        43 
         0          6          0         10          0          0         15          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   216,856
Positions
     1,036    135,423        934    134,509     20,707         14     69,962     40,206        429      2,468     16,390         27      7,477      2,725
 
Changes from:       June 18, 2019                                    Total Change is:    13,332
       802      2,893        112      7,546      2,969       -169      4,715      7,481       -309         23        443         -5        617        -83
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       62.4        0.4       62.0        9.5        0.0       32.3       18.5        0.2        1.1        7.6        0.0        3.4        1.3
 
Number of Traders in Each Category                                    Total Traders:       156 
         .          9          .         32         10          .         48         32          6         11         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    43,871
Positions
    27,477        766      3,350      1,392      8,579          0      8,181     28,996        533        685        460          0      2,253      1,187
 
Changes from:       June 18, 2019                                    Total Change is:       886
      -200        766          0        125     -4,148       -315      1,139      5,340       -370        110          0          0        397       -387
 
Percent of Open Interest Represented by Each Category of Trader
      62.6        1.7        7.6        3.2       19.6        0.0       18.6       66.1        1.2        1.6        1.0        0.0        5.1        2.7
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          .          .          4          0          9         16          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    61,860
Positions
    41,213      1,044         18      3,115     35,374        593     11,187     15,020      1,917      1,464      1,014          8      2,345      6,872
 
Changes from:       June 18, 2019                                    Total Change is:    -2,429
     1,169         12          8         38      1,957        256     -3,430     -1,941         -5        -84     -3,062          0       -380        346
 
Percent of Open Interest Represented by Each Category of Trader
      66.6        1.7        0.0        5.0       57.2        1.0       18.1       24.3        3.1        2.4        1.6        0.0        3.8       11.1
 
Number of Traders in Each Category                                    Total Traders:        98 
        10          .          .          6         25          .         18         27          6          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    12,293
Positions
     7,356      2,679          0      3,460      3,094          0        567      4,412          0          0        120          0        910      1,988
 
Changes from:       June 18, 2019                                    Total Change is:     1,285
       788         26          0      3,460        232          0     -2,963      1,058          0       -173       -100          0        173         69
 
Percent of Open Interest Represented by Each Category of Trader
      59.8       21.8        0.0       28.1       25.2        0.0        4.6       35.9        0.0        0.0        1.0        0.0        7.4       16.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0          .          5          0          .          7          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    41,661
Positions
     4,679     23,815      1,108     14,404        431        321     10,530      3,758      1,045      1,645      1,568          0      7,930      9,616
 
Changes from:       June 18, 2019                                    Total Change is:    -2,660
    -5,337      5,494     -4,054      5,176       -293       -400      3,598     -1,909       -593       -465         37        -57       -529       -886
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       57.2        2.7       34.6        1.0        0.8       25.3        9.0        2.5        3.9        3.8        0.0       19.0       23.1
 
Number of Traders in Each Category                                    Total Traders:        94 
         9         20          4         15          4          .         25         11          6          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    83,322
Positions
     9,357     47,631      2,215     28,808        861        641     21,060      7,516      2,091      3,290      3,136          0     15,860     19,232
 
Changes from:       June 18, 2019                                    Total Change is:    -5,320
   -10,674     10,987     -8,108     10,352       -585       -800      7,196     -3,818     -1,186       -929         73       -113     -1,058     -1,771
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       57.2        2.7       34.6        1.0        0.8       25.3        9.0        2.5        3.9        3.8        0.0       19.0       23.1
 
Number of Traders in Each Category                                    Total Traders:        94 
         9         20          4         15          4          .         25         11          6          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    26,594
Positions
         0     22,196        265     21,477        673        580      1,075      1,205          0      1,226      1,224          0      1,971        451
 
Changes from:       June 18, 2019                                    Total Change is:    -6,682
    -1,948        393     -3,667     -1,155         34        -74        261          0          0        430          0          0       -529     -3,368
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       83.5        1.0       80.8        2.5        2.2        4.0        4.5        0.0        4.6        4.6        0.0        7.4        1.7
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          4          .         12          .          4          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   719,879
Positions
    35,615    117,893     32,645    302,900    119,677     59,285     30,736     78,329    147,167     13,756     66,791     18,516     79,259     79,577
 
Changes from:       June 18, 2019                                    Total Change is:  -186,507
   -14,874     -8,119    -59,994     15,946     -8,075    -22,331    -24,108    -16,912    -47,006     -4,950      3,232     -5,629    -23,560    -21,672
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       16.4        4.5       42.1       16.6        8.2        4.3       10.9       20.4        1.9        9.3        2.6       11.0       11.1
 
Number of Traders in Each Category                                    Total Traders:       614 
        27         42         41        167         97        117         69        110        105         52         49         52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    48,888
Positions
       259     12,407      1,147      3,562      1,517      2,716      5,582      1,761     13,917         39         12        473     21,192     14,937
 
Changes from:       June 18, 2019                                    Total Change is:   -38,456
    -6,529     -9,615     -7,528     -1,988       -165     -1,204     -5,647     -8,706     -6,530          6        -22         87     -9,123     -4,774
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       25.4        2.3        7.3        3.1        5.6       11.4        3.6       28.5        0.1        0.0        1.0       43.3       30.6
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          6          6          .          .          .         11         10         18          7          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 3,354,953
Positions
   184,904    535,553    149,369  1,500,823    594,930    278,713    151,821    408,890    640,194     68,582    333,892     90,213    290,334    323,200
 
Changes from:       June 18, 2019                                    Total Change is:  -740,254
   -63,938    -14,737   -240,116     86,205    -43,015   -102,173   -124,471    -73,195   -170,216    -24,780     16,270    -28,581    -72,185    -84,492
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       16.0        4.5       44.7       17.7        8.3        4.5       12.2       19.1        2.0       10.0        2.7        8.7        9.6
 
Number of Traders in Each Category                                    Total Traders:       601 
        29         39         40        168         95        116         65        109         98         47         48         49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    13,440
Positions
     3,220     10,934          0      6,387        527        769        484        528          0          0        232          0      2,580        450
 
Changes from:       June 18, 2019                                    Total Change is:    -6,449
      -365        247     -6,443        -26        527          0         40          0          0          0        232          0        345     -1,012
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       81.4        0.0       47.5        3.9        5.7        3.6        3.9        0.0        0.0        1.7        0.0       19.2        3.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          6          0          7          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    15,146
Positions
     7,887      3,684          0      3,170      9,418      1,209        722          0          0          0          0          0      2,158        835
 
Changes from:       June 18, 2019                                    Total Change is:    -8,623
    -1,621     -1,395     -5,787        -15       -240        -97        333       -264          0          0       -403          0     -1,436       -437
 
Percent of Open Interest Represented by Each Category of Trader
      52.1       24.3        0.0       20.9       62.2        8.0        4.8        0.0        0.0        0.0        0.0        0.0       14.2        5.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          4          0          .          6          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    63,127
Positions
     4,502     10,926        213     42,683     36,954      2,116      1,395      1,880        197      2,695      7,597          4      9,322      3,240
 
Changes from:       June 18, 2019                                    Total Change is:    -9,355
    -2,754        680     -5,581        304       -242        138        875        142         32        245          0          0     -2,614     -4,524
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       17.3        0.3       67.6       58.5        3.4        2.2        3.0        0.3        4.3       12.0        0.0       14.8        5.1
 
Number of Traders in Each Category                                    Total Traders:        79 
         5          8          .         37         16         13          4          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    46,843
Positions
     5,977     12,506        472     17,541      7,801        881      9,581     11,259      3,934      1,899      2,485         45      6,514      7,461
 
Changes from:       June 18, 2019                                    Total Change is:    -7,483
    -4,377      1,927     -4,455      1,225     -1,676     -1,451      4,196        843     -1,727        701        172       -595     -1,000       -520
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       26.7        1.0       37.4       16.7        1.9       20.5       24.0        8.4        4.1        5.3        0.1       13.9       15.9
 
Number of Traders in Each Category                                    Total Traders:       240 
        17         27          4         51         31         24         27         52         19         14         21          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   234,215
Positions
    29,884     62,528      2,360     87,703     39,005      4,405     47,904     56,294     19,671      9,496     12,423        225     32,568     37,304
 
Changes from:       June 18, 2019                                    Total Change is:   -37,416
   -21,883      9,636    -22,275      6,123     -8,380     -7,257     20,982      4,214     -8,634      3,505        860     -2,977     -4,999     -2,602
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       26.7        1.0       37.4       16.7        1.9       20.5       24.0        8.4        4.1        5.3        0.1       13.9       15.9
 
Number of Traders in Each Category                                    Total Traders:       240 
        17         27          4         51         31         24         27         52         19         14         21          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   417,005
Positions
    65,314     41,559      8,327    212,456    190,277     40,332     45,964     77,800     10,910     12,863     29,026          0     20,840     18,774
 
Changes from:       June 18, 2019                                    Total Change is:   -61,745
    -3,090     -6,241    -35,432     -5,514     14,778    -11,396      1,396      4,708     -6,703      3,503     -3,021     -1,916     -2,593    -16,522
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       10.0        2.0       50.9       45.6        9.7       11.0       18.7        2.6        3.1        7.0        0.0        5.0        4.5
 
Number of Traders in Each Category                                    Total Traders:       284 
        22         20          7         74         52         44         37         52         25         11         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    27,590
Positions
       363      4,014          0     11,089        852        220      7,793     19,491         30      2,032          0         27      6,036      2,956
 
Changes from:       June 18, 2019                                    Total Change is:     4,129
         0        215          0        370          0         -1      2,548      4,538        -12        814       -550         27        383        -88
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       14.5        0.0       40.2        3.1        0.8       28.2       70.6        0.1        7.4        0.0        0.1       21.9       10.7
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0         11          .          .          8          4          .          4          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    57,144
Positions
     4,985      6,771        355     17,871     17,378      1,009     26,630     11,962         38          0      1,523          0      6,256     18,108
 
Changes from:       June 18, 2019                                    Total Change is:     2,170
    -1,166      2,334         72     -1,468      3,225        458      6,919      3,143       -293     -1,146      1,123          0     -1,206     -7,892
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       11.8        0.6       31.3       30.4        1.8       46.6       20.9        0.1        0.0        2.7        0.0       10.9       31.7
 
Number of Traders in Each Category                                    Total Traders:        75 
         9          8          .         14         10          7         16         15          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   312,809
Positions
    24,335    178,879      3,041    226,453     96,399     19,685     15,168      7,463        104     15,016      1,358          0      9,007      5,880
 
Changes from:       June 18, 2019                                    Total Change is:   -67,064
    -6,991        868    -44,553    -10,844        931     -1,863      4,953     -3,773     -1,134      7,942     -1,221     -7,140     -7,434     -9,179
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       57.2        1.0       72.4       30.8        6.3        4.8        2.4        0.0        4.8        0.4        0.0        2.9        1.9
 
Number of Traders in Each Category                                    Total Traders:       160 
        13         12          5         62         36         31         18         10          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,200,921
Positions
    84,066    795,694      2,793    847,497    209,683    121,848     82,794     42,178      2,389     25,187      8,522      4,623     29,724     13,191
 
Changes from:       June 18, 2019                                    Total Change is:  -251,536
     8,468     34,071   -178,500      8,414     -7,316    -25,452     14,364    -11,330     -3,966    -13,264        273       -387    -61,213    -58,929
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       66.3        0.2       70.6       17.5       10.1        6.9        3.5        0.2        2.1        0.7        0.4        2.5        1.1
 
Number of Traders in Each Category                                    Total Traders:       408 
        24         21          9        171         66         89         55         30         15         32          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   121,672
Positions
    43,775     50,760     56,676      5,800        420        560     13,736      1,500        299        800     11,396          1         25         60
 
Changes from:       June 18, 2019                                    Total Change is:     7,559
     1,939      2,676      3,844      1,391          0        135        300          0          0          0        954        -50          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      36.0       41.7       46.6        4.8        0.3        0.5       11.3        1.2        0.2        0.7        9.4        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        36 
         4         18         11          5          .          .          4          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,094,646
Positions
     5,706    106,154     11,258    447,041    319,063    179,810     92,206    163,595    114,220     43,997     39,897      8,064    192,344    152,585
 
Changes from:       June 18, 2019                                    Total Change is:   -72,765
       929      9,845    -27,486     10,556        253    -23,414     -3,096      5,912    -32,687      4,729     -9,209     -4,021      1,725      8,042
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        9.7        1.0       40.8       29.1       16.4        8.4       14.9       10.4        4.0        3.6        0.7       17.6       13.9
 
Number of Traders in Each Category                                    Total Traders:       177 
         7         15         12         56         28         44         24         31         37          8          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,142,238
Positions
     4,773    148,596        283    709,685     22,966    174,219     22,603    643,043     13,520     40,013     50,390          0    177,142     89,221
 
Changes from:       June 18, 2019                                    Total Change is:   -13,205
       791     -3,088       -636    -10,042       -193      1,326       -306     -1,514     -2,220        403     -2,960       -489     -2,032     -3,431
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       13.0        0.0       62.1        2.0       15.3        2.0       56.3        1.2        3.5        4.4        0.0       15.5        7.8
 
Number of Traders in Each Category                                    Total Traders:       132 
         .         13          .         68         10         52          7         26         13          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 3,672,537
Positions
    86,808    260,428     24,191  1,826,476    532,835    244,262    625,526  2,163,945     95,867    562,174    225,663      6,210    201,023    119,136
 
Changes from:       June 18, 2019                                    Total Change is:   -12,621
    16,878    -16,060      1,273      5,221    -44,752    -20,815     32,833    101,887    -27,172    -10,133      7,024    -11,139        434     -2,867
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        7.1        0.7       49.7       14.5        6.7       17.0       58.9        2.6       15.3        6.1        0.2        5.5        3.2
 
Number of Traders in Each Category                                    Total Traders:       366 
        25         28         11        115         34         74         54         65         47         26         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,569,860
Positions
   219,601    201,024    217,244  1,641,609    816,096    837,515    345,740  1,228,902    532,833    211,860    229,700     64,494    498,964    442,053
 
Changes from:       June 18, 2019                                    Total Change is:  -386,344
   -28,781      5,704   -159,549    -16,789     -2,894    -15,777     19,313    -38,406   -105,317    -38,536    -19,250    -50,184      9,276       -671
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        4.4        4.8       35.9       17.9       18.3        7.6       26.9       11.7        4.6        5.0        1.4       10.9        9.7
 
Number of Traders in Each Category                                    Total Traders:       395 
        24         26         35         97         72        102         72         56         81         22         26         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   751,821
Positions
    26,068     83,923        466    304,929    291,522     96,528    152,933     93,582     12,935     46,952     24,809          0    111,010    148,056
 
Changes from:       June 18, 2019                                    Total Change is:    10,712
    -3,206     13,383         58     10,199     -1,773     -4,813      9,321     -6,735      5,515     -1,401        -69          0     -4,961      5,146
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       11.2        0.1       40.6       38.8       12.8       20.3       12.4        1.7        6.2        3.3        0.0       14.8       19.7
 
Number of Traders in Each Category                                    Total Traders:       108 
         4         11          .         25         34         39         19          8          8          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,856,463
Positions
   133,907    500,617    117,378  2,209,739    697,950    878,612    447,559  1,685,898    297,706    375,656    305,471     24,356    371,549    348,473
 
Changes from:       June 18, 2019                                    Total Change is:  -266,846
    13,312    -21,698    -91,954     -1,293   -116,260    -34,880       -217    154,708   -151,435     -6,227     -1,830     -4,335     10,184        838
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       10.3        2.4       45.5       14.4       18.1        9.2       34.7        6.1        7.7        6.3        0.5        7.7        7.2
 
Number of Traders in Each Category                                    Total Traders:       330 
        20         29         23         95         46         85         44         65         68         13         18          6
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,284,738
Positions
   502,753    345,307    639,246      5,201     92,548     61,925    443,645    619,276    397,629    184,486     57,569      8,728     41,126     62,511
 
Changes from:       June 18, 2019                                    Total Change is:    -4,431
   -36,055     42,360    -14,709     -7,071     -7,449    -29,842     94,614     40,406    -42,918     31,886      7,705     -7,253      6,917      7,269
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       15.1       28.0        0.2        4.1        2.7       19.4       27.1       17.4        8.1        2.5        0.4        1.8        2.7
 
Number of Traders in Each Category                                    Total Traders:       180 
        29         43         52          .          9          .         34         38         53          8         14          8
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is31,143,746
Positions
 2,729,915  2,065,147  5,651,308    655,294  1,679,665  1,795,412  1,196,230    567,653 18,000,404    167,480    145,832    209,470    738,234  1,028,857
 
Changes from:       June 18, 2019                                    Total Change is: 1,928,788
    -1,530     15,384    267,342     25,866    103,670    113,787     27,943    -20,165  1,522,550     -1,869    -51,660     -9,762    -15,538    -12,358
 
Percent of Open Interest Represented by Each Category of Trader
       8.8        6.6       18.1        2.1        5.4        5.8        3.8        1.8       57.8        0.5        0.5        0.7        2.4        3.3
 
Number of Traders in Each Category                                    Total Traders:       307 
        38         36         70         14         36         35         48         87        117         20         23         27
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    51,037
Positions
    11,648      5,939      4,254      2,445      2,296      1,094     11,487     15,835     18,718          0      1,583          0      1,391      1,318
 
Changes from:       June 18, 2019                                    Total Change is:   -26,665
       491    -13,751     -2,655       -244     -1,002       -256    -21,662     -6,571     -2,855          0        104          0        516        321
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       11.6        8.3        4.8        4.5        2.1       22.5       31.0       36.7        0.0        3.1        0.0        2.7        2.6
 
Number of Traders in Each Category                                    Total Traders:        41 
         5          9          7          .          .          .         15          5         18          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    89,583
Positions
    11,517      8,865     15,264      3,850      1,200      2,983     35,332     37,878     19,963        439      3,136          0        235        294
 
Changes from:       June 18, 2019                                    Total Change is:     7,693
    -1,699        950      1,397     -1,700      1,200       -350      9,637      2,512        433          0      1,536          0        -25         15
 
Percent of Open Interest Represented by Each Category of Trader
      12.9        9.9       17.0        4.3        1.3        3.3       39.4       42.3       22.3        0.5        3.5        0.0        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        58 
         8          9         12          .          .          .         13         21         23          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    15,872
Positions
     2,687      3,075          0      1,092      3,918          0      5,746      5,163         69      6,235      1,242          0         43      2,405
 
Changes from:       June 18, 2019                                    Total Change is:      -503
         1       -899          0         25        -47          0       -615        212          0        100          0          0        -14        231
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       19.4        0.0        6.9       24.7        0.0       36.2       32.5        0.4       39.3        7.8        0.0        0.3       15.2
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          4          0          .          9          0          .          5          .          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is     9,216
Positions
     4,120      2,142          0      1,110      1,543          0      3,945      3,623          0          0        207          0         41      1,701
 
Changes from:       June 18, 2019                                    Total Change is:      -709
        -3       -283          0          0         47          0       -711       -435          0          0          0          0          5        -38
 
Percent of Open Interest Represented by Each Category of Trader
      44.7       23.2        0.0       12.0       16.7        0.0       42.8       39.3        0.0        0.0        2.2        0.0        0.4       18.5
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          .          9          0          4          5          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    50,811
Positions
    16,317        298     16,597          0         40          0      6,072     13,407     11,549         30      8,650        246          0         24
 
Changes from:       June 18, 2019                                    Total Change is:     1,568
     4,011        -17          0          0          0          0       -186        816     -2,257          0      3,025          0          0          1
 
Percent of Open Interest Represented by Each Category of Trader
      32.1        0.6       32.7        0.0        0.1        0.0       12.0       26.4       22.7        0.1       17.0        0.5        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          .          0          .          0          .          9          .          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     6,021
Positions
         0          0          0        310          0         25      3,093      3,246        366        490      1,967          0      1,737        417
 
Changes from:       June 18, 2019                                    Total Change is:       630
         0          0          0        -44          0         25        529        335       -125          8        346          0        237         49
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        5.1        0.0        0.4       51.4       53.9        6.1        8.1       32.7        0.0       28.8        6.9
 
Number of Traders in Each Category                                    Total Traders:        49 
         0          0          0          5          0          .         19         14          6         10          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    45,129
Positions
       758     25,605          0     13,347      3,752        437     22,755      8,213      2,565      1,224      1,724        114      3,929      2,719
 
Changes from:       June 18, 2019                                    Total Change is:    -1,917
       330     -2,147          0     -5,518        840        -23      2,822     -3,827      1,146       -593      1,071          2        -82      1,022
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       56.7        0.0       29.6        8.3        1.0       50.4       18.2        5.7        2.7        3.8        0.3        8.7        6.0
 
Number of Traders in Each Category                                    Total Traders:       101 
         .          .          0         11         10          .         27         18          9         15         16          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   379,918
Positions
    73,181     16,478     12,252    125,534     95,700     23,210     32,179    117,621     71,429     12,486      3,766      9,788     19,859     29,674
 
Changes from:       June 18, 2019                                    Total Change is:   -27,300
    19,309    -11,562     -8,745     -1,963      5,184     -3,794     -9,436     12,142    -16,344       -998       -542     -4,764       -565      1,125
 
Percent of Open Interest Represented by Each Category of Trader
      19.3        4.3        3.2       33.0       25.2        6.1        8.5       31.0       18.8        3.3        1.0        2.6        5.2        7.8
 
Number of Traders in Each Category                                    Total Traders:       193 
        14         11         17         19         28         21         33         52         48         13         11         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    26,147
Positions
     3,057          0      1,146     12,385     11,112      4,483      3,600      8,361        100      1,190        218          0        186        727
 
Changes from:       June 18, 2019                                    Total Change is:   -15,577
     1,508     -4,962     -1,642     -1,068     -5,793      1,761     -8,304      2,847     -7,814          0         39          0        -18        -13
 
Percent of Open Interest Represented by Each Category of Trader
      11.7        0.0        4.4       47.4       42.5       17.1       13.8       32.0        0.4        4.6        0.8        0.0        0.7        2.8
 
Number of Traders in Each Category                                    Total Traders:        45 
         4          0          .         11          5          .          6          8          .          8          .          0
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Updated June 28, 2019