Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   204,380
Positions
     6,804    106,798      2,792     66,551     10,327      7,379     52,914     41,412      9,363     15,344      2,659        860     42,373     22,790
 
Changes from:       October 22, 2019                                 Total Change is:    19,749
      -929     21,287       -123     10,993     -3,710        824      9,655      5,196     -1,949     -2,543       -588        204      3,618     -1,391
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       52.3        1.4       32.6        5.1        3.6       25.9       20.3        4.6        7.5        1.3        0.4       20.7       11.2
 
Number of Traders in Each Category                                    Total Traders:       118 
         4         10          7         23         10         14         28         25         16         13          4          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    67,257
Positions
    33,577      1,587        526        846     22,501        601     19,501     15,935        944      1,448      1,565          0      9,813     23,598
 
Changes from:       October 22, 2019                                 Total Change is:     4,311
     3,570         36         61          0      1,115       -340      1,157        977         68          0         33          0       -204      2,361
 
Percent of Open Interest Represented by Each Category of Trader
      49.9        2.4        0.8        1.3       33.5        0.9       29.0       23.7        1.4        2.2        2.3        0.0       14.6       35.1
 
Number of Traders in Each Category                                    Total Traders:        58 
         9          .          .          .         14          .         10         18          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   252,781
Positions
    74,120     32,285      8,864     55,987     75,372      8,149     38,279     55,412     29,819      8,651      9,126        171     28,739     33,582
 
Changes from:       October 22, 2019                                 Total Change is:   -21,768
   -25,006        120       -214      4,177     -5,153        315      2,321    -11,921     -2,795     -1,006     -1,071       -308        749       -740
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       12.8        3.5       22.1       29.8        3.2       15.1       21.9       11.8        3.4        3.6        0.1       11.4       13.3
 
Number of Traders in Each Category                                    Total Traders:       130 
         6          8          8         18         27         13         23         37         21          6          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   190,143
Positions
    56,224     32,043      7,343     25,301     43,547     11,142     37,697     37,659     20,600      2,092      2,955        525     29,219     34,329
 
Changes from:       October 22, 2019                                 Total Change is:     6,212
     4,205     -1,527      1,459       -409        510        632     -1,906       -618      1,836         37        327        -63        420      3,656
 
Percent of Open Interest Represented by Each Category of Trader
      29.6       16.9        3.9       13.3       22.9        5.9       19.8       19.8       10.8        1.1        1.6        0.3       15.4       18.1
 
Number of Traders in Each Category                                    Total Traders:       115 
         9          7          8         16         23         14         25         25         17          4          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   599,252
Positions
    36,894    143,692     15,665    328,896    159,637     32,672     37,390    136,234     36,454     21,068     12,303      2,643     87,570     59,952
 
Changes from:       October 22, 2019                                 Total Change is:     5,277
    -1,353      8,596     -1,749     11,180        786     -1,192      2,705         59     -2,936     -1,507        145        508       -380      1,059
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       24.0        2.6       54.9       26.6        5.5        6.2       22.7        6.1        3.5        2.1        0.4       14.6       10.0
 
Number of Traders in Each Category                                    Total Traders:       295 
        17         11         15         90         46         54         34         49         23         25         23         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    26,841
Positions
       704      7,826          0      8,958      7,164      2,665      3,204      1,805          0          0        410          2     11,308      6,969
 
Changes from:       October 22, 2019                                 Total Change is:      -507
         0       -535          0       -458          2          0       -396       -408          0          0          0          0        347        434
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       29.2        0.0       33.4       26.7        9.9       11.9        6.7        0.0        0.0        1.5        0.0       42.1       26.0
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          0         12          6          9          4          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    22,047
Positions
     6,159      1,782        559      5,859     10,067      2,143          0      1,555          0          0        401         49      7,278      5,491
 
Changes from:       October 22, 2019                                 Total Change is:      -669
         0        -17         17         -6        227        145       -528     -1,769          0          0        401         49       -346        278
 
Percent of Open Interest Represented by Each Category of Trader
      27.9        8.1        2.5       26.6       45.7        9.7        0.0        7.1        0.0        0.0        1.8        0.2       33.0       24.9
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          5          8          8          0          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   173,157
Positions
    70,562      8,188      2,347     13,707     56,379      5,582     30,545     46,658     12,390      5,204      3,685        588     32,234     37,341
 
Changes from:       October 22, 2019                                 Total Change is:    -3,218
    -5,313      2,247       -332         15     -1,815        148     -2,604     -3,737       -250      3,197        292         42      1,879        186
 
Percent of Open Interest Represented by Each Category of Trader
      40.8        4.7        1.4        7.9       32.6        3.2       17.6       26.9        7.2        3.0        2.1        0.3       18.6       21.6
 
Number of Traders in Each Category                                    Total Traders:        89 
         6          5          6         10         19         11          8         33         14          .          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    54,882
Positions
     1,151     42,293          0     43,685          0          9      7,100      8,049          0        682      3,197          0      2,255      1,334
 
Changes from:       October 22, 2019                                 Total Change is:      -379
       251          0          0         79          0          9       -754       -371          0         74       -142          0        -38        125
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       77.1        0.0       79.6        0.0        0.0       12.9       14.7        0.0        1.2        5.8        0.0        4.1        2.4
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          4          0         10          0          .         14          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   282,279
Positions
       546    161,758        886    153,235      5,979      1,585    108,421     87,991      1,419      9,269     19,010          0      6,917      3,650
 
Changes from:       October 22, 2019                                 Total Change is:    26,296
      -628     16,665          3     17,519       -667        786      8,115     23,648         22        202    -13,921         -1        279       -238
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       57.3        0.3       54.3        2.1        0.6       38.4       31.2        0.5        3.3        6.7        0.0        2.5        1.3
 
Number of Traders in Each Category                                    Total Traders:       178 
         .         12          .         31          8          .         63         30         12         13         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    66,116
Positions
    34,603        208     11,353      3,267     44,866          0      9,514      4,555      1,806      2,550      1,164        175      2,848      1,989
 
Changes from:       October 22, 2019                                 Total Change is:     5,750
    -2,310       -194     11,100        499     -1,867          0     -4,143     -3,274        -40        429        -81        175         40        -69
 
Percent of Open Interest Represented by Each Category of Trader
      52.3        0.3       17.2        4.9       67.9        0.0       14.4        6.9        2.7        3.9        1.8        0.3        4.3        3.0
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          .          .          .          9          0         11         12          5          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    72,915
Positions
    49,992          0        307      3,741     32,612        589     13,789     30,047        491        655      2,869        143      3,208      5,857
 
Changes from:       October 22, 2019                                 Total Change is:    -1,010
      -689          0        165          0        458       -561       -551       -967         60         88        -51         53        425       -167
 
Percent of Open Interest Represented by Each Category of Trader
      68.6        0.0        0.4        5.1       44.7        0.8       18.9       41.2        0.7        0.9        3.9        0.2        4.4        8.0
 
Number of Traders in Each Category                                    Total Traders:       108 
        10          0          .          5         27          .         22         30          6          5          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    10,483
Positions
       951      1,500          0      7,730      2,381          0        940      4,495         19        100        253          0        743      1,835
 
Changes from:       October 22, 2019                                 Total Change is:     1,174
         0          0          0      3,655        345          0     -2,454        934        -86          0          3          0         59        -22
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       14.3        0.0       73.7       22.7        0.0        9.0       42.9        0.2        1.0        2.4        0.0        7.1       17.5
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          .          4          0          .          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    57,631
Positions
    14,024     38,397      1,068     18,065        398      1,051     12,740      4,866      1,832        732      2,103          0      8,119      7,917
 
Changes from:       October 22, 2019                                 Total Change is:     4,110
       501      2,181        -39        815       -203         23      2,041        587        457         26        577          0        288        528
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       66.6        1.9       31.3        0.7        1.8       22.1        8.4        3.2        1.3        3.6        0.0       14.1       13.7
 
Number of Traders in Each Category                                    Total Traders:       103 
        11         21          8         19          .          6         27         12          7          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   115,261
Positions
    28,048     76,794      2,136     36,130        796      2,101     25,480      9,731      3,664      1,464      4,205          0     16,237     15,833
 
Changes from:       October 22, 2019                                 Total Change is:     8,220
     1,002      4,363        -78      1,629       -405         45      4,081      1,174        913         51      1,153          0        577      1,056
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       66.6        1.9       31.3        0.7        1.8       22.1        8.4        3.2        1.3        3.6        0.0       14.1       13.7
 
Number of Traders in Each Category                                    Total Traders:       103 
        11         21          8         19          .          6         27         12          7          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    40,409
Positions
     2,716     32,471          0     34,359        960        231        244      4,270          0          0        448        398      2,461      1,631
 
Changes from:       October 22, 2019                                 Total Change is:       128
     1,910        115          0     -1,033          0         23       -367       -311          0       -936          0        253        278         48
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       80.4        0.0       85.0        2.4        0.6        0.6       10.6        0.0        0.0        1.1        1.0        6.1        4.0
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          7          0         12          .          .          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   746,693
Positions
    55,006    126,123     42,443    284,913    117,821     60,420     33,266     83,588    164,985     17,015     68,134      4,702     83,943     78,476
 
Changes from:       October 22, 2019                                 Total Change is:    25,521
     3,574     13,235      5,264      2,857     -6,957      2,023      2,789      6,131      4,691         -9       -752     -1,278      5,610      3,164
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       16.9        5.7       38.2       15.8        8.1        4.5       11.2       22.1        2.3        9.1        0.6       11.2       10.5
 
Number of Traders in Each Category                                    Total Traders:       614 
        34         36         47        171        100        131         77        101        100         42         53         48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    52,103
Positions
     2,955      8,524      1,373      2,017      1,092      3,049        597      4,697     17,024         38          7        289     24,762     16,049
 
Changes from:       October 22, 2019                                 Total Change is:     6,424
        -2      1,310        394         -1       -143         53       -785        643      3,018         29        -28       -146      3,864      1,322
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       16.4        2.6        3.9        2.1        5.9        1.1        9.0       32.7        0.1        0.0        0.6       47.5       30.8
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          6          5          .          .          .          9         11         18          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 3,472,952
Positions
   271,342    599,082    194,264  1,416,957    586,126    284,381    177,545    408,656    725,606     84,885    340,632     22,066    295,906    312,137
 
Changes from:       October 22, 2019                                 Total Change is:    95,487
    18,336     60,081     23,898     14,189    -34,174      9,946     13,126     22,693     13,113       -190     -3,622     -5,659      8,728      9,211
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       17.2        5.6       40.8       16.9        8.2        5.1       11.8       20.9        2.4        9.8        0.6        8.5        9.0
 
Number of Traders in Each Category                                    Total Traders:       602 
        35         35         47        172         98        130         75         98         94         38         51         45
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Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    20,922
Positions
    11,180     13,048          1      5,739      2,718        979          0      1,503          0          0        357          0      3,023      2,316
 
Changes from:       October 22, 2019                                 Total Change is:       604
     1,009       -326          0          0        436          0          0      1,192          0          0          0          0       -405       -698
 
Percent of Open Interest Represented by Each Category of Trader
      53.4       62.4        0.0       27.4       13.0        4.7        0.0        7.2        0.0        0.0        1.7        0.0       14.4       11.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          9          .          4          .          .          0          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    21,901
Positions
     5,003     10,317         57     13,430          0          0        539      2,103          2          0          0          0      2,870      9,422
 
Changes from:       October 22, 2019                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       47.1        0.3       61.3        0.0        0.0        2.5        9.6        0.0        0.0        0.0        0.0       13.1       43.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          6          .          6          0          0          .          .          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    10,309
Positions
     3,574      8,483          0      5,160        783          0        468        229          0          0          0          0      1,107        814
 
Changes from:       October 22, 2019                                 Total Change is:       514
        76        242          0        465          0          0        217         -1          0          0          0          0       -244        273
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       82.3        0.0       50.1        7.6        0.0        4.5        2.2        0.0        0.0        0.0        0.0       10.7        7.9
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          9          0          5          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is    10,146
Positions
     4,394      6,134          0      3,869      1,339          0          0      2,136          0          0          0          0      1,883        537
 
Changes from:       October 22, 2019                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      43.3       60.5        0.0       38.1       13.2        0.0        0.0       21.1        0.0        0.0        0.0        0.0       18.6        5.3
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          5          0          4          4          0          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    12,200
Positions
     4,129      5,871          0      3,443      1,805      1,151        389      1,066         17          0          0          0      3,071      2,290
 
Changes from:       October 22, 2019                                 Total Change is:      -208
         0     -1,198          0       -144        530       -582          0         48         -1          0          0          0        519        995
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       48.1        0.0       28.2       14.8        9.4        3.2        8.7        0.1        0.0        0.0        0.0       25.2       18.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          4          0          4          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    68,382
Positions
     5,410     18,259        202     47,104     34,237      2,194      2,717      2,518        126          0      7,012          0     10,629      3,834
 
Changes from:       October 22, 2019                                 Total Change is:       607
      -412      3,317         13        408     -2,810         32       -325        402         12          0          0          0        879       -359
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       26.7        0.3       68.9       50.1        3.2        4.0        3.7        0.2        0.0       10.3        0.0       15.5        5.6
 
Number of Traders in Each Category                                    Total Traders:        76 
         4          8          .         34         18         11          7          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    49,470
Positions
     6,634     11,661        769     18,218      9,097      1,095     11,794     11,760      3,195        719      2,836         73      6,973      8,984
 
Changes from:       October 22, 2019                                 Total Change is:     2,636
      -684      1,605        136        786        235         71      2,111         37         53         63       -283         20         79        761
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       23.6        1.6       36.8       18.4        2.2       23.8       23.8        6.5        1.5        5.7        0.1       14.1       18.2
 
Number of Traders in Each Category                                    Total Traders:       255 
        18         27          8         55         34         35         40         49         22          9         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   247,352
Positions
    33,170     58,305      3,846     91,089     45,485      5,476     58,970     58,801     15,975      3,597     14,178        364     34,864     44,921
 
Changes from:       October 22, 2019                                 Total Change is:    13,178
    -3,422      8,026        680      3,930      1,177        354     10,556        187        265        317     -1,416        102        397      3,803
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       23.6        1.6       36.8       18.4        2.2       23.8       23.8        6.5        1.5        5.7        0.1       14.1       18.2
 
Number of Traders in Each Category                                    Total Traders:       255 
        18         27          8         55         34         35         40         49         22          9         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   455,076
Positions
    58,126     76,026      7,945    238,346    212,662     37,119     66,568     60,166     12,942     10,666     30,548        237     23,126     17,431
 
Changes from:       October 22, 2019                                 Total Change is:     2,494
    -3,534      6,694        345     -2,720     -6,362        206      4,757     -1,138        536       -210      2,793         82      3,033       -660
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       16.7        1.7       52.4       46.7        8.2       14.6       13.2        2.8        2.3        6.7        0.1        5.1        3.8
 
Number of Traders in Each Category                                    Total Traders:       316 
        18         26          6         80         65         47         50         47         31         14         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    28,402
Positions
     3,588      3,808          0     12,190        426         33      4,065     19,511        553      1,609        555         45      6,319      3,471
 
Changes from:       October 22, 2019                                 Total Change is:     1,251
      -202          0          0        590          0         14       -446        775        496        466          0         45        288        -79
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       13.4        0.0       42.9        1.5        0.1       14.3       68.7        1.9        5.7        2.0        0.2       22.2       12.2
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0         16          .          .          4          .          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    62,163
Positions
     4,915     24,663        374     11,785     14,794        603     28,234     12,916      1,288        604      2,689          4     14,356      4,832
 
Changes from:       October 22, 2019                                 Total Change is:     4,449
       672      3,749         -7        -24        710        -92        535     -1,029        529          3        444          4      2,829        141
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       39.7        0.6       19.0       23.8        1.0       45.4       20.8        2.1        1.0        4.3        0.0       23.1        7.8
 
Number of Traders in Each Category                                    Total Traders:        79 
         6         17          .         15          9          6         13         15          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   356,959
Positions
    37,561    194,909      2,088    264,590     92,367     26,001     15,532     24,215        202      1,123     11,190          0      9,862      5,987
 
Changes from:       October 22, 2019                                 Total Change is:       937
    -3,110      8,609      1,169      2,057    -15,148       -173        387      5,979        -15        108        -50          0        514        566
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       54.6        0.6       74.1       25.9        7.3        4.4        6.8        0.1        0.3        3.1        0.0        2.8        1.7
 
Number of Traders in Each Category                                    Total Traders:       179 
        14         15          5         72         36         33         17         17          4          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,341,184
Positions
    67,365    817,854      4,899    954,786    300,612     99,463    121,434     75,367      2,996     52,849     15,569      3,754     33,638     20,670
 
Changes from:       October 22, 2019                                 Total Change is:    25,248
    -3,827     32,610        934     31,641     -9,160     -6,215      9,527      2,440        -14      1,580        230       -770     -7,608      5,193
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       61.0        0.4       71.2       22.4        7.4        9.1        5.6        0.2        3.9        1.2        0.3        2.5        1.5
 
Number of Traders in Each Category                                    Total Traders:       425 
        25         19          8        164         78         86         61         32         13         36         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   116,780
Positions
    45,851     84,577     31,412     16,788          0        440     20,098        124        167      1,994          0          0         30         60
 
Changes from:       October 22, 2019                                 Total Change is:     3,390
    -1,448      1,000      2,365      1,842          0          0        451         25          0        200          0          0        -20          0
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       72.4       26.9       14.4        0.0        0.4       17.2        0.1        0.1        1.7        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        41 
         5         17         15          8          0          .          7          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,195,038
Positions
     9,392    164,691     41,990    517,326    288,812    183,111     53,995    211,405    121,816     78,076     32,196     10,849    178,484    140,168
 
Changes from:       October 22, 2019                                 Total Change is:   -35,105
     1,162     14,633    -18,526     20,464     15,169     -6,667      8,280      5,565    -32,803     -7,319    -10,735      3,649     -3,344     -5,389
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       13.8        3.5       43.3       24.2       15.3        4.5       17.7       10.2        6.5        2.7        0.9       14.9       11.7
 
Number of Traders in Each Category                                    Total Traders:       187 
         5         20         14         61         25         52         26         33         40         12          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 1,148,258
Positions
    49,051    140,358      2,528    643,445     55,482    183,318     43,761    652,842     16,702     40,549      7,307          0    168,903     89,720
 
Changes from:       October 22, 2019                                 Total Change is:    -7,454
     3,268    -14,040        672     -6,552     -9,815      1,467      6,768      6,242      3,068       -875       -805          0    -15,270      5,757
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       12.2        0.2       56.0        4.8       16.0        3.8       56.9        1.5        3.5        0.6        0.0       14.7        7.8
 
Number of Traders in Each Category                                    Total Traders:       132 
         7         11          4         65         12         48         10         21         17          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 3,993,644
Positions
    84,782    232,059     45,505  1,767,212    804,091    308,670    927,943  2,082,922    252,794    397,635    142,853     11,361    197,741    113,388
 
Changes from:       October 22, 2019                                 Total Change is:   -30,066
    -1,092    -17,138     26,866     -3,526     30,917     24,544    -48,660   -132,430     32,358    -55,292       -509     -1,201     -4,063      6,527
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        5.8        1.1       44.3       20.1        7.7       23.2       52.2        6.3       10.0        3.6        0.3        5.0        2.8
 
Number of Traders in Each Category                                    Total Traders:       374 
        22         28         11        131         31         74         68         52         53         30         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,474,869
Positions
   187,847    295,186    224,046  1,800,591    766,609    769,787    283,142  1,282,755    494,858    251,095    160,398     34,069    429,434    447,161
 
Changes from:       October 22, 2019                                 Total Change is:   -41,896
    -4,662     23,423    -73,096    181,520      7,200    -73,911     23,603    117,526    -67,134     -7,961     14,602     -8,573    -11,682     18,067
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        6.6        5.0       40.2       17.1       17.2        6.3       28.7       11.1        5.6        3.6        0.8        9.6       10.0
 
Number of Traders in Each Category                                    Total Traders:       401 
        23         37         42        104         66        104         59         62         75         34         16         18
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Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   836,246
Positions
    85,375     60,855      1,721    278,959    293,341    148,879    149,228    136,018     16,980     46,845     20,686          0    108,259    157,766
 
Changes from:       October 22, 2019                                 Total Change is:     3,414
       843     -3,845     -1,886        952      8,062      5,651     11,007        709     -1,256     -7,830      1,329          0     -4,067     -5,350
 
Percent of Open Interest Represented by Each Category of Trader
      10.2        7.3        0.2       33.4       35.1       17.8       17.8       16.3        2.0        5.6        2.5        0.0       12.9       18.9
 
Number of Traders in Each Category                                    Total Traders:       109 
         5          7          .         27         38         39         16         11          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,818,506
Positions
    94,624    432,321    184,171  1,981,858    813,057    932,554    652,174  1,629,212    301,797    334,160    202,408     12,414    324,754    310,573
 
Changes from:       October 22, 2019                                 Total Change is:    39,382
    14,405     37,240     15,501     74,282    -50,188    -18,787     36,382     43,745    -10,398    -30,846      8,195     -5,494    -35,663     19,568
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        9.0        3.8       41.1       16.9       19.4       13.5       33.8        6.3        6.9        4.2        0.3        6.7        6.4
 
Number of Traders in Each Category                                    Total Traders:       331 
        14         30         22         93         49         79         44         61         62         25         15          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 2,284,235
Positions
   358,529    379,356    650,044      4,869    181,775     24,522    560,703    398,850    573,569     58,658     15,750     12,699     40,642     47,671
 
Changes from:       October 22, 2019                                 Total Change is:     5,411
    38,879    -15,376      1,424        383      4,661     -1,084       -533     33,092    -24,788    -10,961      3,011     -2,710      4,801      7,181
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       16.6       28.5        0.2        8.0        1.1       24.5       17.5       25.1        2.6        0.7        0.6        1.8        2.1
 
Number of Traders in Each Category                                    Total Traders:       171 
        22         39         50          4          9          8         46         34         60         10          6          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 is23,606,423
Positions
 2,898,263  1,884,238  4,882,082    734,618  2,430,686  1,422,378  1,146,346    356,187 11,367,260    193,475    146,270    230,249    731,754    887,074
 
Changes from:       October 22, 2019                                 Total Change is:  -325,709
    54,372     24,188     81,619     35,430    -19,250     12,678     19,928     33,313   -444,922    -41,083      7,965    -29,752    -13,979      8,451
 
Percent of Open Interest Represented by Each Category of Trader
      12.3        8.0       20.7        3.1       10.3        6.0        4.9        1.5       48.2        0.8        0.6        1.0        3.1        3.8
 
Number of Traders in Each Category                                    Total Traders:       294 
        37         38         69         22         18         29         69         58        103         28         18         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   162,484
Positions
    17,384     79,406     22,454     13,317      3,600      9,680     71,674     19,810     25,639        394        927        332      1,610        636
 
Changes from:       October 22, 2019                                 Total Change is:     1,961
     1,402        916          0       -586      1,000        357        724       -225        178        100         14       -217          3        -62
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       48.9       13.8        8.2        2.2        6.0       44.1       12.2       15.8        0.2        0.6        0.2        1.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        52 
         .         14          4          .          .          .          8         20         16          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   338,329
Positions
    48,644     59,841     36,515      6,205     16,826     26,651    185,220    162,141     25,780      8,303      7,721        683        328      2,171
 
Changes from:       October 22, 2019                                 Total Change is:    43,939
    19,149     10,854      1,536      3,164      1,748      8,800        791     13,663      6,978      3,419        363        129        -27       -132
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       17.7       10.8        1.8        5.0        7.9       54.7       47.9        7.6        2.5        2.3        0.2        0.1        0.6
 
Number of Traders in Each Category                                    Total Traders:        86 
         7         17         13          .          6          .         16         29         27          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    75,274
Positions
        26     36,145          0      1,478      3,828         46     36,450      5,721     26,411     10,800      1,121          0         63      2,002
 
Changes from:       October 22, 2019                                 Total Change is:     2,257
        26        786          0          0        -62          0       -553       -256      1,869        945          0          0        -30        -80
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       48.0        0.0        2.0        5.1        0.1       48.4        7.6       35.1       14.3        1.5        0.0        0.1        2.7
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          5          0          .          9          .          .          6          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    44,196
Positions
     1,005     21,600          0      1,110        415         12     25,395      3,623     16,652          0          0          0         22      1,894
 
Changes from:       October 22, 2019                                 Total Change is:     3,877
         2      1,640          0          0        -23          0      1,655        184      2,223          0          0          0         -3       -147
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       48.9        0.0        2.5        0.9        0.0       57.5        8.2       37.7        0.0        0.0        0.0        0.0        4.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          .          5          .          5          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    50,928
Positions
    12,119          0     17,032          0        160          0      6,479     19,262     11,452      3,600      2,710        246          0         66
 
Changes from:       October 22, 2019                                 Total Change is:      -147
         0          0          0          0          0          0         -5         94       -212         70          0          0          0        -29
 
Percent of Open Interest Represented by Each Category of Trader
      23.8        0.0       33.4        0.0        0.3        0.0       12.7       37.8       22.5        7.1        5.3        0.5        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          0          .          0          .          0          .          8          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     3,155
Positions
        33          0          0        260         86          0        956      2,016        103        569        445         49      1,185        456
 
Changes from:       October 22, 2019                                 Total Change is:        62
       -26          0          0         97         55          0          6        302        -45        248        -73        -19       -199       -158
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        0.0        0.0        8.2        2.7        0.0       30.3       63.9        3.3       18.0       14.1        1.6       37.6       14.5
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          0          0          4          .          0         10         15          .         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    49,719
Positions
     1,083     37,375          0     14,474      2,930        488     26,149      4,257      2,098      1,568        825        154      3,704      1,592
 
Changes from:       October 22, 2019                                 Total Change is:    -4,162
       -65     -2,037          0     -2,159        158         10     -1,363     -2,478       -339       -275        369        125        -97         31
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       75.2        0.0       29.1        5.9        1.0       52.6        8.6        4.2        3.2        1.7        0.3        7.5        3.2
 
Number of Traders in Each Category                                    Total Traders:        87 
         .          .          0         13          7          .         34          9          8         10         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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   453,332
Positions
   107,829     18,564     18,110    138,853    134,849     21,758     53,838    141,618     72,484     10,553      4,247      8,014     21,893     33,688
 
Changes from:       October 22, 2019                                 Total Change is:    16,016
     5,499      2,428      2,632      1,336      8,454     -1,680      5,502     -1,793      1,983         80      1,958       -320        984      2,354
 
Percent of Open Interest Represented by Each Category of Trader
      23.8        4.1        4.0       30.6       29.7        4.8       11.9       31.2       16.0        2.3        0.9        1.8        4.8        7.4
 
Number of Traders in Each Category                                    Total Traders:       199 
        18          7         15         19         36         21         39         57         47          9          8         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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    18,572
Positions
     3,946        665        827      6,344      5,678        912      5,626     10,308        100        571         50          0        246         32
 
Changes from:       October 22, 2019                                 Total Change is:    -2,056
       149        -38       -104       -115     -6,906        115     -2,135      4,897          0          8        -20          0         26          0
 
Percent of Open Interest Represented by Each Category of Trader
      21.2        3.6        4.5       34.2       30.6        4.9       30.3       55.5        0.5        3.1        0.3        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        37 
         4          .          .          7          6          .          .          7          .          9          .          0
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Updated November 01, 2019