Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   172,572
Positions
    15,020     78,173      5,336     45,488     13,666      3,915     39,091     25,788     15,003     11,504      4,404      1,392     35,823     24,895
 
Changes from:       August 6, 2019                                   Total Change is:   -13,290
     3,375     -7,602        -57     -7,461        345       -376     -8,231     -2,275       -613       -170       -232        313        -70     -2,794
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       45.3        3.1       26.4        7.9        2.3       22.7       14.9        8.7        6.7        2.6        0.8       20.8       14.4
 
Number of Traders in Each Category                                    Total Traders:       102 
        10          5          8         17         13         11         22         18         14         11          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    55,951
Positions
    22,327      8,103        404      2,756     12,111        627     16,440     13,269        577        931        917         82     11,807     19,860
 
Changes from:       August 6, 2019                                   Total Change is:    -2,708
    -1,699      4,185         49        310     -2,582       -392       -733     -2,758       -367          0        -50         27         97       -821
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       14.5        0.7        4.9       21.6        1.1       29.4       23.7        1.0        1.7        1.6        0.1       21.1       35.5
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          6          4          4          9          .         10         12          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   305,722
Positions
   159,308      6,610      8,950     43,954    128,423     10,006     24,270     67,584     23,647      1,460     10,759      3,297     30,828     46,446
 
Changes from:       August 6, 2019                                   Total Change is:   -31,900
    -8,570        710     -2,433       -556     -6,416     -6,958     -5,952    -11,615     -8,046        639      2,319        178       -201        361
 
Percent of Open Interest Represented by Each Category of Trader
      52.1        2.2        2.9       14.4       42.0        3.3        7.9       22.1        7.7        0.5        3.5        1.1       10.1       15.2
 
Number of Traders in Each Category                                    Total Traders:       135 
        10          5          7         13         32         13         21         45         21          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   188,665
Positions
     5,260     57,599      7,304     45,220     30,671     12,779     48,487     21,525     23,531      6,456      1,108      5,524     34,104     28,623
 
Changes from:       August 6, 2019                                   Total Change is:     3,703
       -94     12,935     -2,324      1,771     -5,712     -1,537      5,452     -1,330      1,889        391     -1,541        633     -2,479        689
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       30.5        3.9       24.0       16.3        6.8       25.7       11.4       12.5        3.4        0.6        2.9       18.1       15.2
 
Number of Traders in Each Category                                    Total Traders:       128 
         4         11          8         27         20         15         33         24         22          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   613,825
Positions
    42,152    130,819     17,818    342,586    165,998     32,884     23,310    137,998     41,425     17,749     10,441      7,610     88,291     68,831
 
Changes from:       August 6, 2019                                   Total Change is:    -5,103
    -5,886     17,500     -3,766     25,908    -20,396     -3,948    -11,521      9,422     -3,911       -646       -569       -881       -451      1,447
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       21.3        2.9       55.8       27.0        5.4        3.8       22.5        6.7        2.9        1.7        1.2       14.4       11.2
 
Number of Traders in Each Category                                    Total Traders:       281 
        19         13         17         84         45         49         23         58         28         23         15         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    28,192
Positions
       595      9,979          0     10,228      4,756      1,741        517      5,067          4          0        589          2     15,105      6,054
 
Changes from:       August 6, 2019                                   Total Change is:      -472
        10       -223          0       -530        767       -713          0       -784          4          0          0          0        757        477
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       35.4        0.0       36.3       16.9        6.2        1.8       18.0        0.0        0.0        2.1        0.0       53.6       21.5
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0         13          4          9          .          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    25,450
Positions
     3,987      3,243        501      4,352     11,268      3,575      6,226        407          2          0          0          0      6,807      6,454
 
Changes from:       August 6, 2019                                   Total Change is:      -929
        10     -1,156          0     -1,121      1,337        177        343       -573          0          0     -1,462        -33       -305        781
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       12.7        2.0       17.1       44.3       14.0       24.5        1.6        0.0        0.0        0.0        0.0       26.7       25.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          5          9          8          4          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   190,979
Positions
    88,676      8,894      3,735     13,448     56,311      3,586     34,397     59,328     12,779          9      2,121        838     33,510     43,387
 
Changes from:       August 6, 2019                                   Total Change is:    -6,102
     8,127     -5,321       -169       -508       -901     -1,550     -6,410      2,819     -1,292     -1,135       -119       -181     -2,984        612
 
Percent of Open Interest Represented by Each Category of Trader
      46.4        4.7        2.0        7.0       29.5        1.9       18.0       31.1        6.7        0.0        1.1        0.4       17.5       22.7
 
Number of Traders in Each Category                                    Total Traders:        98 
         9          5          7         11         20         10         19         29         16          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    66,054
Positions
       483     49,178          0     54,003          0        408      8,485     13,873        305        379      1,202          0      1,991      1,088
 
Changes from:       August 6, 2019                                   Total Change is:    -7,981
       483       -194          0    -13,121          0        408      3,825     -8,831        305          0        371          0        119        -40
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       74.5        0.0       81.8        0.0        0.6       12.8       21.0        0.5        0.6        1.8        0.0        3.0        1.6
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          6          0          9          0          .         11          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   213,381
Positions
     2,321    156,214        900    118,960      9,057        820     79,831     25,994      1,523      2,999     15,440         22      6,006      3,411
 
Changes from:       August 6, 2019                                   Total Change is:    -9,608
       968     -3,250        -74     -5,831       -370     -1,490     -2,990     -3,322       -164         34       -932         -5        -56          0
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       73.2        0.4       55.8        4.2        0.4       37.4       12.2        0.7        1.4        7.2        0.0        2.8        1.6
 
Number of Traders in Each Category                                    Total Traders:       150 
         4         10          .         29          9          6         45         32         10         10         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    30,347
Positions
     1,400      8,029          0      3,072     12,067          0     22,595      8,352         85        926        470          0      2,269      1,344
 
Changes from:       August 6, 2019                                   Total Change is:     9,425
     1,050          0          0     -1,204     11,157       -125      9,827     -1,892         61          8         -5          0       -192        229
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       26.5        0.0       10.1       39.8        0.0       74.5       27.5        0.3        3.1        1.5        0.0        7.5        4.4
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          0          .          5          0          9         13          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    59,996
Positions
    33,301      5,071         10      3,174     23,688        413     16,864     19,350      2,267      1,165      2,578        136      2,666      6,483
 
Changes from:       August 6, 2019                                   Total Change is:     2,650
       723     -3,747         -1     -6,005      4,970       -185      8,467      1,268       -532        541        352        -68       -291        593
 
Percent of Open Interest Represented by Each Category of Trader
      55.5        8.5        0.0        5.3       39.5        0.7       28.1       32.3        3.8        1.9        4.3        0.2        4.4       10.8
 
Number of Traders in Each Category                                    Total Traders:       106 
         9          .          .          7         21          .         22         31          9          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    16,002
Positions
     2,610      4,153          0     12,481      2,275          0        379      7,238          1          0        276          0        531      2,059
 
Changes from:       August 6, 2019                                   Total Change is:    -9,800
       122          0          0    -10,155        -92          0        249    -10,311          1          0        156          0        -17        446
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       26.0        0.0       78.0       14.2        0.0        2.4       45.2        0.0        0.0        1.7        0.0        3.3       12.9
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          .          4          0          .         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    46,137
Positions
     5,794     29,557      1,373     15,199      2,109        601     13,322      2,108        738      1,203      1,078         64      7,844      8,510
 
Changes from:       August 6, 2019                                   Total Change is:    -3,520
       -38     -4,193        183     -2,343        296        111     -1,133       -480        -67       -483        -23         64        186        589
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       64.1        3.0       32.9        4.6        1.3       28.9        4.6        1.6        2.6        2.3        0.1       17.0       18.4
 
Number of Traders in Each Category                                    Total Traders:        90 
         9         21          6         16          6          4         21          8          8          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    92,274
Positions
    11,587     59,114      2,746     30,397      4,217      1,202     26,644      4,215      1,476      2,406      2,155        128     15,688     17,020
 
Changes from:       August 6, 2019                                   Total Change is:    -7,040
       -76     -8,387        365     -4,685        592        222     -2,267       -959       -134       -966        -46        128        373      1,179
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       64.1        3.0       32.9        4.6        1.3       28.9        4.6        1.6        2.6        2.3        0.1       17.0       18.4
 
Number of Traders in Each Category                                    Total Traders:        90 
         9         21          6         16          6          4         21          8          8          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    36,111
Positions
         0     31,756        265     33,019          0        496        510      1,803          0          0      1,344          0      1,821        447
 
Changes from:       August 6, 2019                                   Total Change is:    10,666
    -1,226     10,584          0     12,136       -206        106          0        115          0          0        120          0       -350        -53
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       87.9        0.7       91.4        0.0        1.4        1.4        5.0        0.0        0.0        3.7        0.0        5.0        1.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          7          .         12          0          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   787,849
Positions
    47,126     99,603     48,510    285,454    135,923     67,677     28,837     78,119    182,709     18,259     66,652     21,900     87,378     86,757
 
Changes from:       August 6, 2019                                   Total Change is:   -24,541
     4,514     -9,830      4,041     -6,995     -1,167     -5,710     -6,047      8,046    -10,968     -1,024       -643     -5,859      3,507     -2,450
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       12.6        6.2       36.2       17.3        8.6        3.7        9.9       23.2        2.3        8.5        2.8       11.1       11.0
 
Number of Traders in Each Category                                    Total Traders:       611 
        33         37         48        159        104        133         62        111        100         42         63         52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    59,180
Positions
     6,099     12,001      1,657      3,810      1,186      1,204      6,118      4,695     15,156         24         55        662     24,449     22,563
 
Changes from:       August 6, 2019                                   Total Change is:     3,024
     2,855       -714       -211        -81         83        920        450       -520         81        -17        -46       -207       -766      3,639
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       20.3        2.8        6.4        2.0        2.0       10.3        7.9       25.6        0.0        0.1        1.1       41.3       38.1
 
Number of Traders in Each Category                                    Total Traders:        39 
         5          7          5          .          .          .          8          9         16          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is     7,846
Positions
     2,521      6,561          1      3,241          0         45        581        431          0          0          0          0      1,457        808
 
Changes from:       August 6, 2019                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       83.6        0.0       41.3        0.0        0.6        7.4        5.5        0.0        0.0        0.0        0.0       18.6       10.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          7          .          6          0          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 3,643,344
Positions
   231,813    464,689    207,587  1,411,301    676,763    329,282    140,521    394,048    810,834     91,172    332,984    106,186    314,648    320,971
 
Changes from:       August 6, 2019                                   Total Change is:  -137,825
    12,881    -40,994     16,671    -34,663     -6,340    -33,056    -39,209     36,107    -48,517     -5,036     -2,989    -28,259     21,364    -30,446
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       12.8        5.7       38.7       18.6        9.0        3.9       10.8       22.3        2.5        9.1        2.9        8.6        8.8
 
Number of Traders in Each Category                                    Total Traders:       600 
        34         35         47        160        102        132         59        109         95         40         61         49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    17,866
Positions
     6,672     13,003          0      7,764          0        742        232        837          0          0        302          0      2,456      2,982
 
Changes from:       August 6, 2019                                   Total Change is:    -1,156
       -58     -1,202         -5     -1,093          0          0       -358          0          0          0          0          0        358         51
 
Percent of Open Interest Represented by Each Category of Trader
      37.3       72.8        0.0       43.5        0.0        4.2        1.3        4.7        0.0        0.0        1.7        0.0       13.7       16.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          7          0          6          0          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    18,666
Positions
     4,638     13,473          0     11,734          0          0        425        631          0          0          0          0      1,869      4,562
 
Changes from:       August 6, 2019                                   Total Change is:     1,905
       480      2,181          0      2,163          0          0       -370         60          0          0          0          0       -368       -336
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       72.2        0.0       62.9        0.0        0.0        2.3        3.4        0.0        0.0        0.0        0.0       10.0       24.4
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          7          0          6          0          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    15,263
Positions
     7,975      5,576          0      2,780      7,905      1,074      1,213          0          1          0          0          0      2,220        707
 
Changes from:       August 6, 2019                                   Total Change is:    -1,054
    -1,000     -1,143          0       -111        247         -2        278       -207          1          0          0          0       -220         50
 
Percent of Open Interest Represented by Each Category of Trader
      52.3       36.5        0.0       18.2       51.8        7.0        7.9        0.0        0.0        0.0        0.0        0.0       14.5        4.6
 
Number of Traders in Each Category                                    Total Traders:        25 
         6          7          0          .          5          .          4          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    69,578
Positions
     8,954     11,430        725     45,471     38,799      2,450      1,649      4,001        337          0      7,816          0      9,992      4,020
 
Changes from:       August 6, 2019                                   Total Change is:      -630
        36        339        266      1,455     -2,038        -81     -1,270        787       -315          0        -60          0       -721        472
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       16.4        1.0       65.4       55.8        3.5        2.4        5.8        0.5        0.0       11.2        0.0       14.4        5.8
 
Number of Traders in Each Category                                    Total Traders:        80 
         6          8          .         35         17         10          5          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    43,722
Positions
     7,629      8,572        596     17,294      7,056      1,088      4,633      9,517      4,802        663      3,058        242      6,774      8,790
 
Changes from:       August 6, 2019                                   Total Change is:    -2,140
       681       -984        -58     -1,659       -238       -214       -886       -404         69         -5          1         89       -158       -401
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       19.6        1.4       39.6       16.1        2.5       10.6       21.8       11.0        1.5        7.0        0.6       15.5       20.1
 
Number of Traders in Each Category                                    Total Traders:       243 
        21         25          7         54         32         28         24         52         28         11         24         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   218,610
Positions
    38,145     42,861      2,981     86,472     35,282      5,440     23,163     47,584     24,012      3,317     15,291      1,210     33,870     43,949
 
Changes from:       August 6, 2019                                   Total Change is:   -10,699
     3,407     -4,921       -290     -8,297     -1,189     -1,070     -4,428     -2,020        347        -24          3        446       -789     -2,005
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       19.6        1.4       39.6       16.1        2.5       10.6       21.8       11.0        1.5        7.0        0.6       15.5       20.1
 
Number of Traders in Each Category                                    Total Traders:       243 
        21         25          7         54         32         28         24         52         28         11         24         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   455,258
Positions
    96,948     40,426      9,387    216,072    230,109     33,685     53,115     73,482     16,034     10,017     31,651          8     19,992     20,477
 
Changes from:       August 6, 2019                                   Total Change is:    -5,098
     4,070      2,064      1,113     -1,793      4,568         18     -7,956    -10,451       -250        156       -336        -92       -365     -1,732
 
Percent of Open Interest Represented by Each Category of Trader
      21.3        8.9        2.1       47.5       50.5        7.4       11.7       16.1        3.5        2.2        7.0        0.0        4.4        4.5
 
Number of Traders in Each Category                                    Total Traders:       294 
        26         20          9         71         58         45         35         58         25         10         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    28,836
Positions
     2,174      3,799        329     11,439        590         29      6,990     19,380      1,073      1,822          0          0      4,980      3,636
 
Changes from:       August 6, 2019                                   Total Change is:       463
       677       -244        217          2          0         -1       -209          5        494        -45          0          0       -672         -8
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       13.2        1.1       39.7        2.0        0.1       24.2       67.2        3.7        6.3        0.0        0.0       17.3       12.6
 
Number of Traders in Each Category                                    Total Traders:        36 
         5          .          .         13          .          .          6          5          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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    57,203
Positions
     6,410     14,286        167     13,397     16,624        824     25,708      9,490      2,098      1,145      1,279          0      7,454     12,435
 
Changes from:       August 6, 2019                                   Total Change is:    -1,768
     1,477      2,145        -71     -2,383     -1,196       -495      1,111    -10,106        469          0        -48          0     -1,876      7,534
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       25.0        0.3       23.4       29.1        1.4       44.9       16.6        3.7        2.0        2.2        0.0       13.0       21.7
 
Number of Traders in Each Category                                    Total Traders:        72 
        10         10          .         13          9         10         16         10          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   347,640
Positions
    37,623    186,849      1,459    251,972    108,996     26,550     20,323      7,707        376      1,065      8,310          0      8,272      7,393
 
Changes from:       August 6, 2019                                   Total Change is:     2,957
     2,457        192     -1,606     -4,938      3,752      4,198      5,570    -12,112        -29     -1,726      6,570          0       -969      1,992
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       53.7        0.4       72.5       31.4        7.6        5.8        2.2        0.1        0.3        2.4        0.0        2.4        2.1
 
Number of Traders in Each Category                                    Total Traders:       171 
        13         13          5         64         43         32         17         12          4          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 1,243,156
Positions
    96,930    702,798      3,362    858,067    355,248    106,988    110,138     29,591      4,020     26,162     13,752      5,428     32,061     21,969
 
Changes from:       August 6, 2019                                   Total Change is:   -14,509
     5,187    -54,230     -3,254    -22,889     38,040     -2,385      7,781      4,467       -494       -727       -799      1,361        911      2,785
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       56.5        0.3       69.0       28.6        8.6        8.9        2.4        0.3        2.1        1.1        0.4        2.6        1.8
 
Number of Traders in Each Category                                    Total Traders:       414 
        29         18          8        158         83         87         50         33         18         28         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   118,797
Positions
    46,012     68,288     49,118      5,904        420        560     15,322          0        306      1,550          0          0         25        105
 
Changes from:       August 6, 2019                                   Total Change is:       -30
      -368        552        -82          0          0          0        708       -500          0        300          0          0       -588          0
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       57.5       41.3        5.0        0.4        0.5       12.9        0.0        0.3        1.3        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        35 
         4         18         10          5          .          .          5          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 1,313,485
Positions
     5,194    125,302     44,712    435,277    288,557    261,115     76,400    171,437    225,718     59,881     32,415     13,720    191,467    150,507
 
Changes from:       August 6, 2019                                   Total Change is:    89,389
     1,915     23,855      5,246     -9,965    -17,691     22,836     11,352       -722     48,074      1,311      8,020      4,244      4,377     -4,473
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        9.5        3.4       33.1       22.0       19.9        5.8       13.1       17.2        4.6        2.5        1.0       14.6       11.5
 
Number of Traders in Each Category                                    Total Traders:       198 
         8         20         23         61         31         55         26         33         42         11          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 1,225,775
Positions
    13,449    207,262      7,129    744,951     25,054    171,099     28,490    682,399     38,565     41,196      5,381          0    180,896     88,886
 
Changes from:       August 6, 2019                                   Total Change is:    34,392
     9,046       -941      6,646      2,452     -8,526       -869      1,691     24,681     12,716        527        460          0      2,183        225
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       16.9        0.6       60.8        2.0       14.0        2.3       55.7        3.1        3.4        0.4        0.0       14.8        7.3
 
Number of Traders in Each Category                                    Total Traders:       142 
         .         14          6         67         13         56         10         30         22          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 4,052,895
Positions
   160,084    252,862     64,338  1,924,050    645,673    203,508    642,696  2,177,363    388,294    441,958    180,180      7,624    220,342    133,052
 
Changes from:       August 6, 2019                                   Total Change is:    39,431
    22,554    -48,979     20,767    -34,909    -28,726       -819    -16,790    -30,775    105,514    -52,960      4,083       -996     -2,929     19,362
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        6.2        1.6       47.5       15.9        5.0       15.9       53.7        9.6       10.9        4.4        0.2        5.4        3.3
 
Number of Traders in Each Category                                    Total Traders:       369 
        29         27         20        118         28         76         58         63         56         27         18          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 5,110,951
Positions
   194,796    259,756    301,764  1,713,657    724,026    990,494    306,977  1,275,062    798,814    239,614    268,520     62,446    502,389    430,068
 
Changes from:       August 6, 2019                                   Total Change is:   124,428
    15,285     18,029     67,108    -16,297      3,848      9,385      5,991     -2,098     42,533    -14,270    -18,014      8,713      5,979     -5,075
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        5.1        5.9       33.5       14.2       19.4        6.0       24.9       15.6        4.7        5.3        1.2        9.8        8.4
 
Number of Traders in Each Category                                    Total Traders:       424 
        32         34         49        100         70        110         66         70         85         32         20         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   797,138
Positions
    48,036     52,637      1,357    332,826    280,467    120,710    108,800    148,839     10,652     54,947     19,266          0    119,810    163,210
 
Changes from:       August 6, 2019                                   Total Change is:     9,946
    31,848     -9,939        559        448      4,766     -1,104    -25,925     16,931       -326          0     -1,736          0      4,446        795
 
Percent of Open Interest Represented by Each Category of Trader
       6.0        6.6        0.2       41.8       35.2       15.1       13.6       18.7        1.3        6.9        2.4        0.0       15.0       20.5
 
Number of Traders in Each Category                                    Total Traders:       106 
         5          9          .         32         27         40         13         15          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 5,116,832
Positions
    95,600    399,277    213,498  2,010,757    747,680    995,108    385,530  1,544,800    618,539    406,693    251,947     24,891    366,217    321,094
 
Changes from:       August 6, 2019                                   Total Change is:    10,997
   -11,864    -31,948     26,354   -142,070    -17,659     52,666     -7,513    -83,751     79,263       -206    -21,205      3,690     10,678      3,588
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        7.8        4.2       39.3       14.6       19.4        7.5       30.2       12.1        7.9        4.9        0.5        7.2        6.3
 
Number of Traders in Each Category                                    Total Traders:       343 
        20         32         30         92         48         83         42         71         71         19         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,859,320
Positions
   443,359    289,249    627,920     10,352     36,975     43,548    231,203    423,967    354,228     97,795     23,129      9,357     41,558     50,946
 
Changes from:       August 6, 2019                                   Total Change is:   -75,665
   -86,788    -20,842      1,606       -468         99      5,188        637    -67,416      7,489     -2,702      1,371     -1,215        588     -1,945
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       15.6       33.8        0.6        2.0        2.3       12.4       22.8       19.1        5.3        1.2        0.5        2.2        2.7
 
Number of Traders in Each Category                                    Total Traders:       155 
        27         34         50          .          7          4         32         37         54          7          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is30,147,410
Positions
 2,635,075  1,675,085  6,055,865    476,657  2,571,685  1,650,869  1,838,750    478,950 16,318,582    124,855    144,495    242,054    804,703  1,009,825
 
Changes from:       August 6, 2019                                   Total Change is:  -535,207
  -208,006     -4,378      7,362    -46,454     74,024    -38,090    295,985    -28,859   -529,711     -4,149      3,363     21,156    -33,300    -40,074
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        5.6       20.1        1.6        8.5        5.5        6.1        1.6       54.1        0.4        0.5        0.8        2.7        3.3
 
Number of Traders in Each Category                                    Total Traders:       307 
        39         38         72         16         29         29         62         76        120         20         22         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    98,108
Positions
     3,953     38,947     13,717      8,841      1,824        105     39,108     11,178     30,105        321        665        935      1,023        632
 
Changes from:       August 6, 2019                                   Total Change is:    14,611
    -2,451      8,397      1,970        -45        250        105     11,986        168      2,489       -151        665        374        334        193
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       39.7       14.0        9.0        1.9        0.1       39.9       11.4       30.7        0.3        0.7        1.0        1.0        0.6
 
Number of Traders in Each Category                                    Total Traders:        47 
         .         12          9          .          .          .          8         16         19          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   124,554
Positions
    24,421     17,007     13,696      2,265     17,635      7,222     47,570     39,879     28,342        602        313        235        201        225
 
Changes from:       August 6, 2019                                   Total Change is:     7,346
     3,021      3,471        480          0      1,442     -1,816      3,808      1,491      2,303        477        -91        160     -1,087        -94
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       13.7       11.0        1.8       14.2        5.8       38.2       32.0       22.8        0.5        0.3        0.2        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        69 
        10          9         10          .          .          .         18         22         27          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    26,600
Positions
        80     15,326          0      1,254      4,076          0     20,102      4,226         67      5,073      1,202          0         24      1,703
 
Changes from:       August 6, 2019                                   Total Change is:     1,574
         6      2,076          0          5         -4          0     -1,658         95         -2      3,215          0          0          8       -591
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       57.6        0.0        4.7       15.3        0.0       75.6       15.9        0.3       19.1        4.5        0.0        0.1        6.4
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          4          0          .          9          0          4          4          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is     9,741
Positions
     4,157      2,858          0      1,182      1,510          0      4,368      3,098          0          0        207          0         34      2,068
 
Changes from:       August 6, 2019                                   Total Change is:    -1,154
        29       -280          0          0         23          0     -1,177     -1,206          0          0          0          0         -6        309
 
Percent of Open Interest Represented by Each Category of Trader
      42.7       29.3        0.0       12.1       15.5        0.0       44.8       31.8        0.0        0.0        2.1        0.0        0.3       21.2
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          .          0          .          9          0          5          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    48,944
Positions
    17,836        312     16,597          0        120          0          0     13,342     12,729         30      4,085      1,746          6         13
 
Changes from:       August 6, 2019                                   Total Change is:    -3,616
       400         42          0          0         80          0     -3,106     -2,792       -911          0        -25          0          1        -10
 
Percent of Open Interest Represented by Each Category of Trader
      36.4        0.6       33.9        0.0        0.2        0.0        0.0       27.3       26.0        0.1        8.3        3.6        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          .          0          .          0          0         12          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     4,729
Positions
         0         50          0        222        224          0      2,002      2,480         20        647      1,346         90      1,748        519
 
Changes from:       August 6, 2019                                   Total Change is:        37
         0         50          0        -38          0          0        155        216        -15        -66       -240         53        -52        -27
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        1.1        0.0        4.7        4.7        0.0       42.3       52.4        0.4       13.7       28.5        1.9       37.0       11.0
 
Number of Traders in Each Category                                    Total Traders:        45 
         0          .          0          .          .          0         13         13          .         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    55,026
Positions
       603     29,257          0     25,007      2,318        475     21,907     18,176      2,203      1,193        748        174      3,463      1,673
 
Changes from:       August 6, 2019                                   Total Change is:      -696
       -90          0          0     -1,513       -959        -28         33        332        533         25       -186        -58        402       -330
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       53.2        0.0       45.4        4.2        0.9       39.8       33.0        4.0        2.2        1.4        0.3        6.3        3.0
 
Number of Traders in Each Category                                    Total Traders:        97 
         .          .          0         16          6          .         31         21         14         14          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   404,190
Positions
    80,825     24,180     22,102    138,071     67,096     21,222     32,570    157,992     65,501      8,160      5,269     13,210     22,529     27,618
 
Changes from:       August 6, 2019                                   Total Change is:   -26,110
   -15,978     -5,291      3,913      5,587     -9,425       -633    -11,744     -7,306     -4,003     -1,646     -1,576        876     -2,482     -2,665
 
Percent of Open Interest Represented by Each Category of Trader
      20.0        6.0        5.5       34.2       16.6        5.3        8.1       39.1       16.2        2.0        1.3        3.3        5.6        6.8
 
Number of Traders in Each Category                                    Total Traders:       212 
        16         16         19         32         22         21         29         68         56          7         11         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    27,734
Positions
     3,416        544      1,340      8,372     14,661      2,721     10,700      8,058        101        918        262          0        166         47
 
Changes from:       August 6, 2019                                   Total Change is:    -2,289
      -503        -59         59       -661       -746     -1,905        936        302          0       -201         45          0        -14         15
 
Percent of Open Interest Represented by Each Category of Trader
      12.3        2.0        4.8       30.2       52.9        9.8       38.6       29.1        0.4        3.3        0.9        0.0        0.6        0.2
 
Number of Traders in Each Category                                    Total Traders:        48 
         4          .          .         10          6          .          4          8          .         12          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated August 16, 2019