Traders in Financial Futures - Futures Only Positions as of October 15, 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   149,079
Positions
     6,478     48,380        823     43,536     24,599      5,477     41,189     39,508      3,131     14,047      2,527         18     34,380     24,616
 
Changes from:       October 8, 2019                                  Total Change is:    12,974
        96     15,936         40      4,913     -1,839         94      4,264      4,290        280        -82         -1         -1      3,370     -5,825
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       32.5        0.6       29.2       16.5        3.7       27.6       26.5        2.1        9.4        1.7        0.0       23.1       16.5
 
Number of Traders in Each Category                                    Total Traders:       103 
         5          6          4         17         13          8         22         26         10         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    64,763
Positions
    32,972      1,693          0      1,242     23,025        958     19,097     13,943        340      1,448      1,532          0      8,706     23,272
 
Changes from:       October 8, 2019                                  Total Change is:       -74
     2,428        -15          0         80      1,107       -106     -1,436       -851       -464       -410         40          0       -166        215
 
Percent of Open Interest Represented by Each Category of Trader
      50.9        2.6        0.0        1.9       35.6        1.5       29.5       21.5        0.5        2.2        2.4        0.0       13.4       35.9
 
Number of Traders in Each Category                                    Total Traders:        59 
         8          .          0          .         15          .         11         16          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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   243,309
Positions
   129,273     25,830        768     44,551    102,267      5,506     29,860     57,537      6,035      3,486     10,112          0     23,830     35,254
 
Changes from:       October 8, 2019                                  Total Change is:    -3,587
    -7,120     11,214       -575      1,262    -16,755        279     -2,849      7,279      1,847      1,315        931          0      2,254     -7,807
 
Percent of Open Interest Represented by Each Category of Trader
      53.1       10.6        0.3       18.3       42.0        2.3       12.3       23.6        2.5        1.4        4.2        0.0        9.8       14.5
 
Number of Traders in Each Category                                    Total Traders:       121 
         9          6          5         12         32          9         23         31         15          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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   157,707
Positions
    43,559     33,760        475     27,999     38,056      9,515     44,319     41,871      2,863      1,749        808          0     27,228     30,359
 
Changes from:       October 8, 2019                                  Total Change is:     7,688
    20,900     -5,185     -1,560     -2,791      2,423        157     -4,513      6,706       -603     -2,143          0          0     -1,759      5,750
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       21.4        0.3       17.8       24.1        6.0       28.1       26.5        1.8        1.1        0.5        0.0       17.3       19.3
 
Number of Traders in Each Category                                    Total Traders:       103 
        10          6          .         18         19         13         22         24         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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   517,182
Positions
    43,522    103,975      1,591    299,254    168,198     29,627     33,138    134,965      5,198     17,527     12,682      5,288     82,037     55,658
 
Changes from:       October 8, 2019                                  Total Change is:     2,544
     2,279     13,573     -1,849      4,781     -4,508        939     -5,853     -7,016      1,064     -4,967       -252      3,600      2,550     -3,007
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       20.1        0.3       57.9       32.5        5.7        6.4       26.1        1.0        3.4        2.5        1.0       15.9       10.8
 
Number of Traders in Each Category                                    Total Traders:       278 
        20          9         10         84         45         46         35         46         20         23         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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    26,992
Positions
       557      8,408          0      9,884      6,911      2,816      1,511      2,746          0          0        410          2     12,222      5,699
 
Changes from:       October 8, 2019                                  Total Change is:     1,337
       557         -6          0        258      1,720        -74        572       -299          0          0          0          0         24         -4
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       31.1        0.0       36.6       25.6       10.4        5.6       10.2        0.0        0.0        1.5        0.0       45.3       21.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          0         14          6          9          .          4          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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    21,703
Positions
     6,169      1,805        536      5,894     10,199      1,993          0      1,839          0          0          0          0      7,111      5,331
 
Changes from:       October 8, 2019                                  Total Change is:    -1,131
        55        -30          8        -57     -1,200        -18     -1,124        949          0          0          0          0          5       -840
 
Percent of Open Interest Represented by Each Category of Trader
      28.4        8.3        2.5       27.2       47.0        9.2        0.0        8.5        0.0        0.0        0.0        0.0       32.8       24.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          5          8          7          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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   163,884
Positions
    77,631      3,439        249     13,872     67,929      3,574     38,828     48,952        844          0      2,778          0     28,886     36,119
 
Changes from:       October 8, 2019                                  Total Change is:    -4,955
    -2,332        235        -31       -354      3,668       -382       -417     -5,737       -326       -400         -2          0       -713     -2,380
 
Percent of Open Interest Represented by Each Category of Trader
      47.4        2.1        0.2        8.5       41.4        2.2       23.7       29.9        0.5        0.0        1.7        0.0       17.6       22.0
 
Number of Traders in Each Category                                    Total Traders:        90 
         7          .          6         13         21         10         16         28          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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    55,386
Positions
       900     42,293          0     44,267          0          0      7,909      8,450          0        440      3,389          0      1,870      1,254
 
Changes from:       October 8, 2019                                  Total Change is:    -8,561
       900     -1,809          0    -11,777          0          0      2,407     -6,591          0       -322        -45          0        231       -116
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       76.4        0.0       79.9        0.0        0.0       14.3       15.3        0.0        0.8        6.1        0.0        3.4        2.3
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          4          0         10          0          0         15          .          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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   233,100
Positions
       902    146,736        801    130,602      7,696        908     83,930     48,614      1,340      8,273     23,888          0      6,344      3,117
 
Changes from:       October 8, 2019                                  Total Change is:    14,834
       685      1,798          1      6,046     -1,309        238      5,449      6,959        747        936      6,713          0        732       -313
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       62.9        0.3       56.0        3.3        0.4       36.0       20.9        0.6        3.5       10.2        0.0        2.7        1.3
 
Number of Traders in Each Category                                    Total Traders:       165 
         5         11          .         25         11          4         57         32          6          9         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    54,844
Positions
    36,863        262          0      2,722     41,179          0     10,849      9,250      1,088        778        970          0      2,544      2,095
 
Changes from:       October 8, 2019                                  Total Change is:    -3,711
        50       -145          0        -70     -3,575          0     -3,772       -188         32        -83         18          0        132        147
 
Percent of Open Interest Represented by Each Category of Trader
      67.2        0.5        0.0        5.0       75.1        0.0       19.8       16.9        2.0        1.4        1.8        0.0        4.6        3.8
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          .          0          .          7          0          8         17          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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    74,796
Positions
    49,556          0        232      3,819     34,039        508     16,398     30,877        541        674      2,734          6      3,062      5,859
 
Changes from:       October 8, 2019                                  Total Change is:     1,003
     1,313        -33        -21        239      2,043       -694        331       -152         55       -554       -121          0        334        -74
 
Percent of Open Interest Represented by Each Category of Trader
      66.3        0.0        0.3        5.1       45.5        0.7       21.9       41.3        0.7        0.9        3.7        0.0        4.1        7.8
 
Number of Traders in Each Category                                    Total Traders:       110 
        10          0          .          5         29          .         22         32          4          5          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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    10,388
Positions
       972      1,500          0      6,080      3,003          0      2,650      3,764         56          0        100          0        630      1,965
 
Changes from:       October 8, 2019                                  Total Change is:      -483
       -21          0          0     -1,099         72          0        665       -482        -26          0          0          0         -2        -47
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       14.4        0.0       58.5       28.9        0.0       25.5       36.2        0.5        0.0        1.0        0.0        6.1       18.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          .          4          0          6          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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    52,347
Positions
    13,450     35,424        827     17,533      1,145        911     10,103      3,875        917        707      1,265          0      7,901      7,985
 
Changes from:       October 8, 2019                                  Total Change is:     3,269
       -52      1,055        132        828       -201        561      1,817      1,387       -131          0        120          0        114        347
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       67.7        1.6       33.5        2.2        1.7       19.3        7.4        1.8        1.3        2.4        0.0       15.1       15.3
 
Number of Traders in Each Category                                    Total Traders:        97 
        10         23          5         17          4          6         24         11          4          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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   104,694
Positions
    26,900     70,847      1,654     35,065      2,290      1,822     20,206      7,750      1,833      1,413      2,529          0     15,801     15,969
 
Changes from:       October 8, 2019                                  Total Change is:     6,538
      -103      2,109        264      1,656       -402      1,122      3,633      2,773       -261          0        240          0        227        693
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       67.7        1.6       33.5        2.2        1.7       19.3        7.4        1.8        1.3        2.4        0.0       15.1       15.3
 
Number of Traders in Each Category                                    Total Traders:        97 
        10         23          5         17          4          6         24         11          4          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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    41,395
Positions
         0     33,657          0     36,578        960        182        560      4,219          0      1,500        448          0      2,575      1,929
 
Changes from:       October 8, 2019                                  Total Change is:    -1,352
         0     -1,178          0     -1,781          0         23          0         36          0          0          0          0        406       -233
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       81.3        0.0       88.4        2.3        0.4        1.4       10.2        0.0        3.6        1.1        0.0        6.2        4.7
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          8          0         13          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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   526,647
Positions
    50,289    116,925     14,728    279,379    127,005     53,242     29,818     74,171     12,766     18,362     66,231      1,438     66,627     60,142
 
Changes from:       October 8, 2019                                  Total Change is:     8,756
     2,180     -1,346      4,902      5,449     -4,826     -2,545       -977     12,651        974     -1,470     -1,358        290        -47         15
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       22.2        2.8       53.0       24.1       10.1        5.7       14.1        2.4        3.5       12.6        0.3       12.7       11.4
 
Number of Traders in Each Category                                    Total Traders:       565 
        36         30         26        168         93        114         69         89         53         34         46         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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    21,082
Positions
     5,326      5,259          0      2,018      1,051          0        755      5,525        400          0          0          0     12,583      8,847
 
Changes from:       October 8, 2019                                  Total Change is:     1,423
        -3        984          0          0          0          0        688        637       -292          0          0          0      1,030         94
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       24.9        0.0        9.6        5.0        0.0        3.6       26.2        1.9        0.0        0.0        0.0       59.7       42.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          4          0          .          .          0          .          9          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 2,527,826
Positions
   242,272    575,789     56,181  1,389,226    632,189    263,787    165,985    363,899     41,160     91,809    331,156      7,188    270,218    256,477
 
Changes from:       October 8, 2019                                  Total Change is:    36,666
    13,499     -9,068     21,926     27,376    -24,001    -12,854     -2,083     66,312         89     -7,349     -6,790      1,448     -5,386       -396
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       22.8        2.2       55.0       25.0       10.4        6.6       14.4        1.6        3.6       13.1        0.3       10.7       10.1
 
Number of Traders in Each Category                                    Total Traders:       563 
        35         30         24        169         92        114         70         87         51         34         46         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    11,474
Positions
     4,066      6,297          0      3,357      2,105        851        389        858         16          0          0          0      2,795      1,347
 
Changes from:       October 8, 2019                                  Total Change is:       297
       479       -767          0        286         22        -22       -343        597         16          0          0          0       -119        451
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       54.9        0.0       29.3       18.3        7.4        3.4        7.5        0.1        0.0        0.0        0.0       24.4       11.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          5          0          4          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    63,741
Positions
     6,643     10,832        239     41,345     36,682      3,105      2,608      1,692        118          0      7,035          0      9,683      4,038
 
Changes from:       October 8, 2019                                  Total Change is:    -1,767
      -452        515         48       -883     -2,348        -54         50         45        114          0          0          0       -590        -87
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       17.0        0.4       64.9       57.5        4.9        4.1        2.7        0.2        0.0       11.0        0.0       15.2        6.3
 
Number of Traders in Each Category                                    Total Traders:        73 
         6          5          .         34         16         11          6          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    42,866
Positions
     6,998      8,620        415     16,794      9,280      1,075     10,459     11,226        577        575      3,179         15      5,959      8,479
 
Changes from:       October 8, 2019                                  Total Change is:     2,304
      -714        645         33      1,504       -314         26      1,747        927         24        -56        170          0       -260        793
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       20.1        1.0       39.2       21.6        2.5       24.4       26.2        1.3        1.3        7.4        0.0       13.9       19.8
 
Number of Traders in Each Category                                    Total Traders:       246 
        22         24          .         52         38         30         34         47         18          8         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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   214,331
Positions
    34,989     43,102      2,073     83,968     46,401      5,374     52,295     56,128      2,886      2,877     15,896         76     29,793     42,395
 
Changes from:       October 8, 2019                                  Total Change is:    11,519
    -3,568      3,224        163      7,519     -1,572        132      8,734      4,636        120       -280        852          0     -1,301      3,964
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       20.1        1.0       39.2       21.6        2.5       24.4       26.2        1.3        1.3        7.4        0.0       13.9       19.8
 
Number of Traders in Each Category                                    Total Traders:       246 
        22         24          .         52         38         30         34         47         18          8         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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   444,796
Positions
    66,080     63,228      7,943    231,089    218,826     39,047     58,626     62,717      6,204     14,744     27,812         23     21,040     18,996
 
Changes from:       October 8, 2019                                  Total Change is:     5,539
    -6,241      7,622       -893      8,525     -3,941      1,003      1,087       -913      1,855        776      2,237          6       -579     -1,437
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       14.2        1.8       52.0       49.2        8.8       13.2       14.1        1.4        3.3        6.3        0.0        4.7        4.3
 
Number of Traders in Each Category                                    Total Traders:       298 
        22         22          4         76         58         43         43         49         23         13         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    26,929
Positions
     3,825      3,808          0     11,913        430         19      4,634     18,665         55      1,143        555          0      5,340      3,397
 
Changes from:       October 8, 2019                                  Total Change is:     3,706
       324          0          0      1,521          0         -8      2,267      3,066         10        357          0          0       -765        638
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       14.1        0.0       44.2        1.6        0.1       17.2       69.3        0.2        4.2        2.1        0.0       19.8       12.6
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          .          0         16          .          .          7          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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    54,510
Positions
     3,697     18,711        332     11,421     13,586        671     24,066     13,304        696        601        300          0     13,026      6,910
 
Changes from:       October 8, 2019                                  Total Change is:     6,236
       656      5,332         64        -98     -1,322        214      3,831       -626        629       -588          0          0      1,528      1,945
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       34.3        0.6       21.0       24.9        1.2       44.1       24.4        1.3        1.1        0.6        0.0       23.9       12.7
 
Number of Traders in Each Category                                    Total Traders:        72 
         6         13          .         14          9          6          7         21          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   348,633
Positions
    43,463    178,357        833    248,492    107,436     29,215     14,565     17,233        643      2,948      9,440          0      8,474      5,476
 
Changes from:       October 8, 2019                                  Total Change is:    -1,743
    -3,554     -2,262         68        726     -6,144       -120      1,210      6,799       -199        432        900          0       -306       -785
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       51.2        0.2       71.3       30.8        8.4        4.2        4.9        0.2        0.8        2.7        0.0        2.4        1.6
 
Number of Traders in Each Category                                    Total Traders:       174 
        15         13          5         68         36         30         18         14          6          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,272,411
Positions
    74,141    736,940      3,932    906,345    308,653    118,413     84,461     64,700      2,417     45,857     16,096      4,492     32,353     16,768
 
Changes from:       October 8, 2019                                  Total Change is:    25,137
       605     26,521     -1,318     28,009    -23,926        705     -2,725     25,507       -144      3,204      1,908       -289     -2,910     -3,827
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       57.9        0.3       71.2       24.3        9.3        6.6        5.1        0.2        3.6        1.3        0.4        2.5        1.3
 
Number of Traders in Each Category                                    Total Traders:       415 
        24         20          9        164         75         83         53         33         13         34         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   114,426
Positions
    49,749     82,477     30,223     11,946          0        980     19,537        500        166      1,794          0          0         31         80
 
Changes from:       October 8, 2019                                  Total Change is:    -1,273
     3,584      4,865     -5,908        500          0          0        550       -250          0          0          0          0          1         20
 
Percent of Open Interest Represented by Each Category of Trader
      43.5       72.1       26.4       10.4        0.0        0.9       17.1        0.4        0.1        1.6        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        39 
         4         18         13          8          0          .          5          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is   974,337
Positions
     8,547    150,678        747    464,481    251,020    170,445     58,242    213,707     11,736     91,893     45,892          0    168,246    130,112
 
Changes from:       October 8, 2019                                  Total Change is:     6,240
    -2,239     29,581        190     -7,987    -11,667        871     14,384    -12,248        607      4,013     -3,121          0     -3,599      2,027
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       15.5        0.1       47.7       25.8       17.5        6.0       21.9        1.2        9.4        4.7        0.0       17.3       13.4
 
Number of Traders in Each Category                                    Total Traders:       183 
         5         19          .         59         25         50         23         33         13         14          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 1,149,704
Positions
    46,359    146,698      1,854    648,763     63,377    178,704     34,134    645,407     15,303     41,011      8,562          0    183,576     89,799
 
Changes from:       October 8, 2019                                  Total Change is:    12,481
     4,952     -4,931         63      4,085      7,431     -2,326     -1,616      5,006      1,689       -395     -1,100          0      6,029      6,649
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       12.8        0.2       56.4        5.5       15.5        3.0       56.1        1.3        3.6        0.7        0.0       16.0        7.8
 
Number of Traders in Each Category                                    Total Traders:       132 
         6         11          .         65         11         49         10         23         10          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 3,894,832
Positions
    70,150    248,539     16,375  1,693,433    742,986    282,049  1,012,466  2,199,813    146,443    463,336    143,685     11,940    198,640    103,002
 
Changes from:       October 8, 2019                                  Total Change is:    96,714
    -3,665    -39,006       -664     81,162     27,405     20,927    -17,785      3,746     74,562    -50,883       -142        228     -7,168      9,658
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        6.4        0.4       43.5       19.1        7.2       26.0       56.5        3.8       11.9        3.7        0.3        5.1        2.6
 
Number of Traders in Each Category                                    Total Traders:       367 
        22         27          7        129         32         78         64         49         32         32         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,610,864
Positions
   208,365    314,974     61,176  1,522,749    672,372    712,343    278,570  1,172,680    125,522    255,401    164,762      7,225    439,513    379,810
 
Changes from:       October 8, 2019                                  Total Change is:   -29,988
    -6,436     36,293    -10,977    -19,913    -15,272    -62,413      6,739     52,489      8,468     61,478    -26,138        530     -7,464    -12,968
 
Percent of Open Interest Represented by Each Category of Trader
       5.8        8.7        1.7       42.2       18.6       19.7        7.7       32.5        3.5        7.1        4.6        0.2       12.2       10.5
 
Number of Traders in Each Category                                    Total Traders:       388 
        29         29         11         97         66         95         54         71         42         27         15          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   827,185
Positions
    88,165     64,335      1,587    279,874    273,035    139,894    127,275    149,662     19,946     55,490     17,219          0    114,954    161,507
 
Changes from:       October 8, 2019                                  Total Change is:       180
     1,181     -6,370     -1,038     -5,513      9,570       -611      2,753      2,476        376      4,501        250          0     -1,469     -4,473
 
Percent of Open Interest Represented by Each Category of Trader
      10.7        7.8        0.2       33.8       33.0       16.9       15.4       18.1        2.4        6.7        2.1        0.0       13.9       19.5
 
Number of Traders in Each Category                                    Total Traders:       106 
         5          8          .         27         36         42         13         11          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 4,338,519
Positions
    81,702    452,980     17,518  1,915,777    773,103    897,021    624,933  1,626,944     84,590    371,878    205,825        421    344,679    280,117
 
Changes from:       October 8, 2019                                  Total Change is:    56,117
     1,229      9,003      2,147      2,590     23,375      1,879     60,526     26,625     34,490    -60,536    -16,432        127     13,665    -25,097
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       10.4        0.4       44.2       17.8       20.7       14.4       37.5        1.9        8.6        4.7        0.0        7.9        6.5
 
Number of Traders in Each Category                                    Total Traders:       330 
        16         34          8         93         48         84         33         67         38         22         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 2,180,547
Positions
   290,895    351,350    637,866      4,486    173,555     30,404    515,727    340,651    574,174     70,248     11,350     15,163     41,584     46,034
 
Changes from:       October 8, 2019                                  Total Change is:   201,856
    -3,213     21,564     30,650     -2,774     -3,310      6,181     73,724     52,566     93,297      4,466       -775       -398        -77      2,081
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       16.1       29.3        0.2        8.0        1.4       23.7       15.6       26.3        3.2        0.5        0.7        1.9        2.1
 
Number of Traders in Each Category                                    Total Traders:       167 
        19         39         47          4          8          7         35         45         57         10          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 is11,927,249
Positions
 2,298,943  2,056,043  2,376,846    657,915  2,435,753    386,142  2,289,034    599,028  2,882,466    126,919    128,484    226,228    682,756    836,259
 
Changes from:       October 8, 2019                                  Total Change is:  -287,439
  -107,758   -129,465   -150,456      5,943    -47,541    -15,214    -76,480    -36,340     11,627     -8,845     -1,047     92,318    -38,574    -11,321
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       17.2       19.9        5.5       20.4        3.2       19.2        5.0       24.2        1.1        1.1        1.9        5.7        7.0
 
Number of Traders in Each Category                                    Total Traders:       249 
        36         36         64         18         16         20         61         42         82         15         15         20
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Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   162,124
Positions
    15,982     76,485     22,729     13,984      2,600      9,313     71,476     22,430     26,280        296      1,145        554      1,510        588
 
Changes from:       October 8, 2019                                  Total Change is:     5,857
       205      6,170       -205      8,222          0        954       -400      2,177     -2,956          0       -327        -24         61         68
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       47.2       14.0        8.6        1.6        5.7       44.1       13.8       16.2        0.2        0.7        0.3        0.9        0.4
 
Number of Traders in Each Category                                    Total Traders:        50 
         .         13          5          .          .          .          8         21         18          .          .          .
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Traders in Financial Futures - Futures Only Positions as of October 15, 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   275,111
Positions
    32,408     41,160     30,208      1,980     11,927     15,553    170,321    150,754     16,691      4,137      7,336        411      3,402      1,071
 
Changes from:       October 8, 2019                                  Total Change is:    18,020
    -3,635      5,261      4,754        669       -916      5,185      2,441     -2,664      5,894       -244        100        -12      2,968        418
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       15.0       11.0        0.7        4.3        5.7       61.9       54.8        6.1        1.5        2.7        0.1        1.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        81 
         4         18         14          .          6          .         14         27         29          .          4          .
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Traders in Financial Futures - Futures Only Positions as of October 15, 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    67,420
Positions
         0     33,274          0      1,478      4,432         18     37,530      5,672     20,099      8,190      1,114          0        105      2,811
 
Changes from:       October 8, 2019                                  Total Change is:     3,525
         0      2,576          0          0       -135          0      6,103       -100      1,364     -3,960       -140          0         18        -40
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       49.4        0.0        2.2        6.6        0.0       55.7        8.4       29.8       12.1        1.7        0.0        0.2        4.2
 
Number of Traders in Each Category                                    Total Traders:        31 
         0          5          0          .          9          .          .          6          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    34,966
Positions
     1,024     16,388          0      1,110        713          0     20,365      3,433     12,449          0          0          0         18      1,983
 
Changes from:       October 8, 2019                                  Total Change is:    10,665
        39      8,042          0          0         30          0      7,880        -39      2,757          0          0          0        -11       -125
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       46.9        0.0        3.2        2.0        0.0       58.2        9.8       35.6        0.0        0.0        0.0        0.1        5.7
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0          .          6          0          5          6          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    50,822
Positions
    12,282         90     16,981          0        180          0      6,454     19,230     11,329      3,530      2,710        246          0         56
 
Changes from:       October 8, 2019                                  Total Change is:       -95
      -560        -88        384          0          0          0          0       -507         81          0          0          0          0         35
 
Percent of Open Interest Represented by Each Category of Trader
      24.2        0.2       33.4        0.0        0.4        0.0       12.7       37.8       22.3        6.9        5.3        0.5        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          0          .          0          .          8          .          .          4          .
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Traders in Financial Futures - Futures Only Positions as of October 15, 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     3,444
Positions
        59          0          0        210        149          1      1,186      2,031        154        370        511         46      1,418        552
 
Changes from:       October 8, 2019                                  Total Change is:       109
         0          0          0         70         11          1        -25        -17         75        -25        -15        -10         23         64
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        0.0        0.0        6.1        4.3        0.0       34.4       59.0        4.5       10.7       14.8        1.3       41.2       16.0
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          0          0          .          .          .         10         15          .          9          .          .
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Traders in Financial Futures - Futures Only Positions as of October 15, 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    54,820
Positions
     1,058     42,029          0     25,706      2,309        653     19,190      5,361      2,049      2,119        773        111      3,934      1,535
 
Changes from:       October 8, 2019                                  Total Change is:    -3,196
       210         30          0     -3,438        364        174     -1,008     -4,507      1,237       -388       -222        -20         37       -252
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       76.7        0.0       46.9        4.2        1.2       35.0        9.8        3.7        3.9        1.4        0.2        7.2        2.8
 
Number of Traders in Each Category                                    Total Traders:        91 
         .          .          0         14          6          4         35         15          8         11          7          .
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Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   445,199
Positions
    91,005     21,580     27,976    127,612    113,854     23,407     51,205    130,367     81,164      9,251      4,762     11,236     22,343     30,853
 
Changes from:       October 8, 2019                                  Total Change is:    44,122
     2,161     -6,062      8,980     -9,075     23,475        -88     21,770     -5,703     14,472      1,317      2,512      3,553      1,032      2,983
 
Percent of Open Interest Represented by Each Category of Trader
      20.4        4.8        6.3       28.7       25.6        5.3       11.5       29.3       18.2        2.1        1.1        2.5        5.0        6.9
 
Number of Traders in Each Category                                    Total Traders:       206 
        16         12         19         21         31         23         38         62         58          9          9         11
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Traders in Financial Futures - Futures Only Positions as of October 15, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    19,699
Positions
     3,958        703        931      5,727     11,670        796      7,419      5,389        100        547         70          0        221         40
 
Changes from:       October 8, 2019                                  Total Change is:      -275
         6         40        -40        836        760       -806       -282       -279          0        -17         20          0         28         30
 
Percent of Open Interest Represented by Each Category of Trader
      20.1        3.6        4.7       29.1       59.2        4.0       37.7       27.4        0.5        2.8        0.4        0.0        1.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        37 
         4          .          .          8          5          .          .          6          .          9          .          0
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Updated October 18, 2019