Traders in Financial Futures - Futures Only Positions as of January 22, 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   151,010
Positions
    56,864      2,338        516     30,408     38,045      6,295     10,125     57,981      6,494     11,220      3,605        389     28,699     35,347
 
Changes from:       January 15, 2019                                 Total Change is:    -4,681
    -3,004       -167        108     -1,014     -1,357        102     -1,947     -1,877       -221      1,598     -2,075        374       -677        432
 
Percent of Open Interest Represented by Each Category of Trader
      37.7        1.5        0.3       20.1       25.2        4.2        6.7       38.4        4.3        7.4        2.4        0.3       19.0       23.4
 
Number of Traders in Each Category                                    Total Traders:        99 
        12          .          5         13         17          8         14         28         10         11          .          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    63,095
Positions
    39,318     10,670        162      1,258     15,391        545     12,569     13,576        980          0      1,498          0      8,263     20,273
 
Changes from:       January 15, 2019                                 Total Change is:       572
      -348     -2,589        162         -9      2,929       -167        338     -1,749         57          0         21          0        539      1,908
 
Percent of Open Interest Represented by Each Category of Trader
      62.3       16.9        0.3        2.0       24.4        0.9       19.9       21.5        1.6        0.0        2.4        0.0       13.1       32.1
 
Number of Traders in Each Category                                    Total Traders:        52 
         5          6          .          .         13          .         10         14          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   210,645
Positions
    85,639     22,456      2,649     47,669     80,604      3,098     31,223     49,869      6,189     10,125      9,225        255     23,798     36,300
 
Changes from:       January 15, 2019                                 Total Change is:    -8,681
   -14,452      2,944      1,102      1,167     -9,276       -775     -1,616     -3,339      1,228      1,358       -530        -56      3,363         21
 
Percent of Open Interest Represented by Each Category of Trader
      40.7       10.7        1.3       22.6       38.3        1.5       14.8       23.7        2.9        4.8        4.4        0.1       11.3       17.2
 
Number of Traders in Each Category                                    Total Traders:       117 
         9          6          5         10         27         11         22         34         19          4          5          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 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   212,563
Positions
    73,839     95,627      3,090     41,915     16,338     10,912     28,994     49,940      5,684     13,965      2,532         28     34,136     28,412
 
Changes from:       January 15, 2019                                 Total Change is:   -16,732
    -2,030      4,596        -79     -2,900       -425       -560     -8,236    -19,284       -154       -664          5        -72     -2,037       -759
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       45.0        1.5       19.7        7.7        5.1       13.6       23.5        2.7        6.6        1.2        0.0       16.1       13.4
 
Number of Traders in Each Category                                    Total Traders:       105 
         .         12          .         22         12         11         22         26         18          .          6          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   527,176
Positions
    39,231    137,923      5,028    310,543    162,743     22,846     27,903    112,808     12,782     18,463     17,537        165     90,215     55,344
 
Changes from:       January 15, 2019                                 Total Change is:     2,124
       456     -1,895         58      3,024      1,239        901     -4,187        832       -851     -1,473        374         41      4,155      1,425
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       26.2        1.0       58.9       30.9        4.3        5.3       21.4        2.4        3.5        3.3        0.0       17.1       10.5
 
Number of Traders in Each Category                                    Total Traders:       273 
        17         10         13         92         39         43         27         55         23         20         13          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    28,953
Positions
       423     13,617          0     12,161      4,707      2,583      1,131      1,879          0          0        727          5     12,650      5,435
 
Changes from:       January 15, 2019                                 Total Change is:    -1,765
       -63       -140          0     -2,227       -549        877          0     -2,949          0          0          0          0       -352        996
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       47.0        0.0       42.0       16.3        8.9        3.9        6.5        0.0        0.0        2.5        0.0       43.7       18.8
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0         13          4          7          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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    27,674
Positions
     5,982      6,316        646     10,551      9,385      2,084      1,457      2,794          0          0          0          0      6,954      6,449
 
Changes from:       January 15, 2019                                 Total Change is:       758
       328         -4          4       -319       -379          3        -99         17          0          0          0          0        841      1,117
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       22.8        2.3       38.1       33.9        7.5        5.3       10.1        0.0        0.0        0.0        0.0       25.1       23.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          8          7          7          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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   120,516
Positions
    51,308      7,638      2,107     16,869     31,127      2,364     19,784     34,425      3,517      2,927      3,988         38     21,602     35,312
 
Changes from:       January 15, 2019                                 Total Change is:    -4,828
    -1,991        982       -133     -1,063       -217       -168     -2,559     -6,247        -50          0      1,108        -30      1,166        -73
 
Percent of Open Interest Represented by Each Category of Trader
      42.6        6.3        1.7       14.0       25.8        2.0       16.4       28.6        2.9        2.4        3.3        0.0       17.9       29.3
 
Number of Traders in Each Category                                    Total Traders:        80 
        10          5          .          8         13          5         15         24         11          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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    27,078
Positions
         0     18,067        959     19,426      1,704          3      4,993      4,002          0        520      1,106          0      1,177      1,237
 
Changes from:       January 15, 2019                                 Total Change is:    -4,756
      -648      1,629        -41        223     -8,725          3     -4,350      2,883          0          0       -250          0         57       -255
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       66.7        3.5       71.7        6.3        0.0       18.4       14.8        0.0        1.9        4.1        0.0        4.3        4.6
 
Number of Traders in Each Category                                    Total Traders:        32 
         0          6          .          4          .          .         11          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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   206,199
Positions
       294    109,359        800    107,691      6,698      1,388     81,967     68,542        724      5,739     14,989        178      7,418      3,521
 
Changes from:       January 15, 2019                                 Total Change is:    16,012
        37      8,424     -3,597     10,012      1,025       -237      8,545     10,009       -157        709         95        -45        745        495
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       53.0        0.4       52.2        3.2        0.7       39.8       33.2        0.4        2.8        7.3        0.1        3.6        1.7
 
Number of Traders in Each Category                                    Total Traders:       156 
         .         10          .         25         14          .         54         26          6         13         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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    16,067
Positions
     2,354      1,574      2,323        518      2,652          0      7,680      7,433        579        250        480          0      2,363      1,026
 
Changes from:       January 15, 2019                                 Total Change is:    -1,386
       100         34          0       -146     -3,432          0     -1,583      1,668        142          0         50          0        101        152
 
Percent of Open Interest Represented by Each Category of Trader
      14.7        9.8       14.5        3.2       16.5        0.0       47.8       46.3        3.6        1.6        3.0        0.0       14.7        6.4
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          .          .          4          0          8         11          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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    33,089
Positions
     9,421        642        100      6,441      7,106          0     12,064     14,299      1,760          0      3,577        316      2,987      5,289
 
Changes from:       January 15, 2019                                 Total Change is:     2,739
     1,842        -13         -6         -7      1,137       -237      1,599        318        230       -102      1,363       -292       -288        239
 
Percent of Open Interest Represented by Each Category of Trader
      28.5        1.9        0.3       19.5       21.5        0.0       36.5       43.2        5.3        0.0       10.8        1.0        9.0       16.0
 
Number of Traders in Each Category                                    Total Traders:        74 
         6          .          .          6         10          0         21         23          9          0          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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    21,668
Positions
     2,242     10,860      5,995     11,509      1,791          1        946      1,822          0          0          0          0        975      1,199
 
Changes from:       January 15, 2019                                 Total Change is:     3,653
         0          0      3,000      1,436          0          0       -654        682          0       -180          0          0         51        -29
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       50.1       27.7       53.1        8.3        0.0        4.4        8.4        0.0        0.0        0.0        0.0        4.5        5.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          5          .          .          6          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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    38,510
Positions
    11,937     18,227        751      7,374      2,740        170     10,704      6,071        616      1,258      1,610          0      5,701      8,327
 
Changes from:       January 15, 2019                                 Total Change is:       900
       892        189        -25        536        218        -18       -593        219       -150         20        418          0        238         50
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       47.3        2.0       19.1        7.1        0.4       27.8       15.8        1.6        3.3        4.2        0.0       14.8       21.6
 
Number of Traders in Each Category                                    Total Traders:        89 
        13         15          5         10          .          .         18         19          5          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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    77,019
Positions
    23,873     36,453      1,502     14,748      5,479        340     21,408     12,141      1,231      2,516      3,220          0     11,401     16,653
 
Changes from:       January 15, 2019                                 Total Change is:     1,800
     1,783        377        -50      1,071        436        -35     -1,185        437       -300         40        836          0        476         99
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       47.3        2.0       19.1        7.1        0.4       27.8       15.8        1.6        3.3        4.2        0.0       14.8       21.6
 
Number of Traders in Each Category                                    Total Traders:        89 
        13         15          5         10          .          .         18         19          5          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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    29,466
Positions
     9,880     24,683          0     17,330      1,152        656        405      2,319          0          0        446          0      1,195        210
 
Changes from:       January 15, 2019                                 Total Change is:       -77
     1,952          0          0     -1,851        211       -266       -213        -33          0          0          0          0        301         11
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       83.8        0.0       58.8        3.9        2.2        1.4        7.9        0.0        0.0        1.5        0.0        4.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          5          0         10          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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   595,185
Positions
    40,018    132,356     49,637    257,347    131,300     65,813     51,212     67,577     25,676     20,262     38,314      1,467     83,751     83,043
 
Changes from:       January 15, 2019                                 Total Change is:     9,198
     2,194     -6,524      1,919     -4,409     -4,010         87      5,768      4,320      7,168     -4,857      1,875        484        844      3,879
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       22.2        8.3       43.2       22.1       11.1        8.6       11.4        4.3        3.4        6.4        0.2       14.1       14.0
 
Number of Traders in Each Category                                    Total Traders:       577 
        26         43         22        163        101        120         63        109         63         39         32         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    59,788
Positions
    20,864     10,058      6,800      3,034      8,648          0     14,150      2,021      1,932          0          3          9     12,999     30,317
 
Changes from:       January 15, 2019                                 Total Change is:     4,843
      -522        546        700         79       -155         -3      4,418     -2,639      1,432          0          0          0     -1,261      4,962
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       16.8       11.4        5.1       14.5        0.0       23.7        3.4        3.2        0.0        0.0        0.0       21.7       50.7
 
Number of Traders in Each Category                                    Total Traders:        32 
         6          7          .          .          .          0          6          7          4          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 2,676,983
Positions
   208,806    724,527    101,152  1,284,827    626,521    315,806    248,348    390,817     55,682    101,310    191,557      7,290    353,762    263,631
 
Changes from:       January 15, 2019                                 Total Change is:    21,773
    14,755    -34,174      4,920    -25,137    -21,970      3,143     28,798     56,840      6,636    -24,287      9,375      2,418     10,527     -5,415
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       27.1        3.8       48.0       23.4       11.8        9.3       14.6        2.1        3.8        7.2        0.3       13.2        9.8
 
Number of Traders in Each Category                                    Total Traders:       573 
        28         41         19        163        100        120         62        108         59         39         31          9
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    19,468
Positions
     4,538     13,468          0     11,526      2,728        989        750        857         14          0          0          0      1,651      1,412
 
Changes from:       January 15, 2019                                 Total Change is:     2,224
       111      1,784          0      1,571        282        -13        750       -110          0          0          0          0       -195        281
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       69.2        0.0       59.2       14.0        5.1        3.9        4.4        0.1        0.0        0.0        0.0        8.5        7.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          8          0          4          .          .          .          .          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    17,126
Positions
     6,242     15,603          1      6,886        376          0      2,127          0          0        836          0          0      1,034      1,146
 
Changes from:       January 15, 2019                                 Total Change is:       -93
         0       -560          0         75          0          0         27          0          0          0          0          0       -195        467
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       91.1        0.0       40.2        2.2        0.0       12.4        0.0        0.0        4.9        0.0        0.0        6.0        6.7
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          7          .          7          .          0          5          0          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of January 22, 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    18,844
Positions
     9,109      7,779          0      5,383      7,491        135      2,147      1,374          0          0        890          0      2,070      1,175
 
Changes from:       January 15, 2019                                 Total Change is:       740
     1,090          0          0       -410         11        -27        245        573          0          0          0          0       -158        183
 
Percent of Open Interest Represented by Each Category of Trader
      48.3       41.3        0.0       28.6       39.8        0.7       11.4        7.3        0.0        0.0        4.7        0.0       11.0        6.2
 
Number of Traders in Each Category                                    Total Traders:        29 
         6          5          0          7          .          .          4          .          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    67,491
Positions
    12,600      8,688      3,837     37,076     40,164      3,613      1,303      3,306        450        209      2,484          0      8,403      4,949
 
Changes from:       January 15, 2019                                 Total Change is:    -1,402
    -2,664       -783        134      1,560     -1,233       -123       -171        646        -89          0          0          0        -49         46
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       12.9        5.7       54.9       59.5        5.4        1.9        4.9        0.7        0.3        3.7        0.0       12.5        7.3
 
Number of Traders in Each Category                                    Total Traders:        74 
         6          6          .         30         19         16          .          6          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of January 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    41,357
Positions
    18,372      9,881        599      9,876     11,695        731      5,668      9,565        629      1,021      1,750         10      4,451      6,497
 
Changes from:       January 15, 2019                                 Total Change is:      -424
    -1,277      2,020        131        532       -436       -134        633        236        -15        -76       -132        -38       -179     -2,056
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       23.9        1.4       23.9       28.3        1.8       13.7       23.1        1.5        2.5        4.2        0.0       10.8       15.7
 
Number of Traders in Each Category                                    Total Traders:       251 
        21         22          5         47         42         25         32         55         17          5         24          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   206,783
Positions
    91,858     49,405      2,997     49,378     58,475      3,655     28,338     47,824      3,144      5,107      8,749         49     22,257     32,485
 
Changes from:       January 15, 2019                                 Total Change is:    -2,120
    -6,384     10,102        656      2,660     -2,182       -671      3,164      1,182        -76       -380       -658       -192       -897    -10,281
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       23.9        1.4       23.9       28.3        1.8       13.7       23.1        1.5        2.5        4.2        0.0       10.8       15.7
 
Number of Traders in Each Category                                    Total Traders:       251 
        21         22          5         47         42         25         32         55         17          5         24          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   470,052
Positions
    91,472     55,192     13,547    215,207    182,016     38,021     70,465    134,615      7,182     16,579     19,217        238     17,341     20,024
 
Changes from:       January 15, 2019                                 Total Change is:     1,677
     8,257       -407       -847       -853     -3,655        414     -3,131      2,483      1,253     -2,777      1,561         62       -701        813
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       11.7        2.9       45.8       38.7        8.1       15.0       28.6        1.5        3.5        4.1        0.1        3.7        4.3
 
Number of Traders in Each Category                                    Total Traders:       291 
        26         16          8         71         59         47         40         57         23         10         12          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    26,293
Positions
     5,015      3,157        171     11,528        541        329      2,363     18,643        200      1,386        276          0      5,301      2,976
 
Changes from:       January 15, 2019                                 Total Change is:       698
         7         17          0        261       -861        -17        157      1,544        -29         -7         49          0        326         -5
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       12.0        0.7       43.8        2.1        1.3        9.0       70.9        0.8        5.3        1.0        0.0       20.2       11.3
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .         12          .          .          .          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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    68,890
Positions
    13,961     11,244      1,525     15,141      4,078      1,450     27,284      8,375        903        642        607          0      7,984     40,708
 
Changes from:       January 15, 2019                                 Total Change is:     2,206
       887        874       -538        250        238        -92      2,794      1,013       -329         55       -912          0       -821      1,952
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       16.3        2.2       22.0        5.9        2.1       39.6       12.2        1.3        0.9        0.9        0.0       11.6       59.1
 
Number of Traders in Each Category                                    Total Traders:        69 
        15          5          .         15          4          5         16         10          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   307,346
Positions
    36,447    175,160      2,344    222,650     84,682     18,039     13,098     17,009        332      6,003      2,401          0      8,433      7,379
 
Changes from:       January 15, 2019                                 Total Change is:     2,121
    -2,447       -235       -141      4,498     -2,453        407       -484      4,272         13          0        358          0        275       -100
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       57.0        0.8       72.4       27.6        5.9        4.3        5.5        0.1        2.0        0.8        0.0        2.7        2.4
 
Number of Traders in Each Category                                    Total Traders:       154 
        11         11          4         59         33         24         14         15          4          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,332,382
Positions
    95,133    895,094      4,181    985,312    222,678    109,147     77,263     70,245      2,208     30,462     13,221        762     27,914     14,846
 
Changes from:       January 15, 2019                                 Total Change is:    17,334
    -3,594     36,454        -57     22,750    -31,987      2,942     -1,621     11,677       -733       -446         54        313     -2,220     -1,329
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       67.2        0.3       74.0       16.7        8.2        5.8        5.3        0.2        2.3        1.0        0.1        2.1        1.1
 
Number of Traders in Each Category                                    Total Traders:       418 
        25         18          6        179         64         79         54         32         16         35         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is    63,110
Positions
    25,480     39,016     23,251      5,343          0        305      7,676          0        478        552          0          0         25         60
 
Changes from:       January 15, 2019                                 Total Change is:       110
       -54         10        100          0          0          0        100          0          0          0          0          0        -36          0
 
Percent of Open Interest Represented by Each Category of Trader
      40.4       61.8       36.8        8.5        0.0        0.5       12.2        0.0        0.8        0.9        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        31 
         4         14          8          7          0          .          4          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is   972,020
Positions
    10,630    126,061        237    479,461    340,413    179,609     89,796    103,289     16,733     25,879     47,622      3,530    166,145    154,526
 
Changes from:       January 15, 2019                                 Total Change is:    28,276
     1,825     14,259          0      7,678      7,114        896      8,325       -482      6,571     -1,343      3,264        -64      4,388     -3,282
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       13.0        0.0       49.3       35.0       18.5        9.2       10.6        1.7        2.7        4.9        0.4       17.1       15.9
 
Number of Traders in Each Category                                    Total Traders:       185 
         5         22          .         58         29         46         29         25         23          7         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 1,154,494
Positions
    13,072    237,006      1,384    710,457     39,939    180,425     24,638    583,438     12,954     50,686      7,175        614    160,264     91,559
 
Changes from:       January 15, 2019                                 Total Change is:    17,618
     1,731    -21,101     -1,863     17,689        490      7,209       -274     36,212        170     -3,868      1,009          1     -3,177     -4,509
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       20.5        0.1       61.5        3.5       15.6        2.1       50.5        1.1        4.4        0.6        0.1       13.9        7.9
 
Number of Traders in Each Category                                    Total Traders:       134 
         5         14          .         63         10         48          7         28         13          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 2,624,291
Positions
    99,648    246,335     19,100  1,033,715    313,997    269,385    491,665  1,302,752    110,533    416,669    209,058     22,910    160,666    130,221
 
Changes from:       January 15, 2019                                 Total Change is:   -51,171
     4,642     -5,781      4,032    -35,361    -54,999    -16,428    -15,136      9,706     23,143     -9,637     -1,816        -19     -6,407     -9,009
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        9.4        0.7       39.4       12.0       10.3       18.7       49.6        4.2       15.9        8.0        0.9        6.1        5.0
 
Number of Traders in Each Category                                    Total Traders:       341 
        16         35         11         96         32         65         58         55         30         22         27          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,029,245
Positions
   156,205    355,485     52,425  1,852,474    810,736    651,626    433,899  1,274,742    123,600    296,575    311,088     31,792    430,649    417,751
 
Changes from:       January 15, 2019                                 Total Change is:   -47,670
     2,282    -24,870     -6,840    -80,982     58,247     -9,788     33,889    -71,125     -8,026     28,132     -9,619       -240     -6,097     24,591
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        8.8        1.3       46.0       20.1       16.2       10.8       31.6        3.1        7.4        7.7        0.8       10.7       10.4
 
Number of Traders in Each Category                                    Total Traders:       428 
        28         43         16        112         62         97         72         68         54         21         22          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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   702,826
Positions
    17,640    130,675      1,200    278,672    185,611     85,500    150,852     97,897      3,739     65,826     39,220        500     98,897    158,484
 
Changes from:       January 15, 2019                                 Total Change is:    -8,325
     1,328    -14,261       -106     -6,717        901      2,562     -7,337     -2,075       -333      3,729          0          0     -1,451      4,987
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       18.6        0.2       39.7       26.4       12.2       21.5       13.9        0.5        9.4        5.6        0.1       14.1       22.5
 
Number of Traders in Each Category                                    Total Traders:       113 
         .          9          .         29         31         37         16         12          8          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 4,505,973
Positions
   113,325    436,429     38,541  2,438,144    459,868    724,048    520,579  1,900,485    104,252    231,673    483,262      4,420    330,991    354,668
 
Changes from:       January 15, 2019                                 Total Change is:   -28,869
    21,390    -15,194      8,532   -100,663    -27,121     12,872     20,351     -5,725     30,007    -19,261    -24,546     -2,108         11     -5,586
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        9.7        0.9       54.1       10.2       16.1       11.6       42.2        2.3        5.1       10.7        0.1        7.3        7.9
 
Number of Traders in Each Category                                    Total Traders:       349 
        17         37         14         96         51         84         44         63         41         14         27          8
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Traders in Financial Futures - Futures Only Positions as of January 22, 2019                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,034,075
Positions
   481,478    304,242    598,583     20,836     10,075    107,808    236,051    372,273    409,211     59,332     93,310     78,749     42,027     59,824
 
Changes from:       January 15, 2019                                 Total Change is:    -4,837
   -28,233     17,536        245     -4,091    -35,327     14,897     -2,058     13,030     16,576        236    -34,917      1,125     -3,534      1,998
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       15.0       29.4        1.0        0.5        5.3       11.6       18.3       20.1        2.9        4.6        3.9        2.1        2.9
 
Number of Traders in Each Category                                    Total Traders:       170 
        25         35         55          5          4          6         35         39         50          9          9         11
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Traders in Financial Futures - Futures Only Positions as of January 22, 2019                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is12,271,360
Positions
 3,327,512  1,349,462  2,416,872    386,746  1,201,641  1,118,533  1,123,609  1,581,497  2,514,402    135,472    350,712    576,250    671,964  1,161,991
 
Changes from:       January 15, 2019                                 Total Change is:   -47,963
    28,002     19,545     14,081    -17,748      1,613    -84,873    -31,438    -45,439     18,411     16,903     -1,189      3,860      4,839     26,028
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       11.0       19.7        3.2        9.8        9.1        9.2       12.9       20.5        1.1        2.9        4.7        5.5        9.5
 
Number of Traders in Each Category                                    Total Traders:       279 
        27         45         64         11         28         39         34         76         88         11         30         25
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Traders in Financial Futures - Futures Only Positions as of January 22, 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    32,573
Positions
       822     10,069      4,998          0          0          0     16,053      6,763     10,083         25          0          0        592        660
 
Changes from:       January 15, 2019                                 Total Change is:     2,498
    -1,164      1,887      1,129          0          0          0      2,607       -432        -88          0          0          0         14          2
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       30.9       15.3        0.0        0.0        0.0       49.3       20.8       31.0        0.1        0.0        0.0        1.8        2.0
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          7          7          0          0          0         11          9         15          .          0          0
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    29,072
Positions
    11,433      1,644      6,405        500      1,200          0      4,511     13,567      5,021        850          0          0        352      1,235
 
Changes from:       January 15, 2019                                 Total Change is:     5,155
     2,052         63        483          0      1,200          0      1,506      2,549      1,146         50          0          0        -82       -286
 
Percent of Open Interest Represented by Each Category of Trader
      39.3        5.7       22.0        1.7        4.1        0.0       15.5       46.7       17.3        2.9        0.0        0.0        1.2        4.2
 
Number of Traders in Each Category                                    Total Traders:        40 
         7          8          5          .          .          0         10         12         16          .          0          0
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    29,325
Positions
       596      5,007          0      1,374      8,160          0     12,997     11,403        140     14,180      1,235          0         38      3,380
 
Changes from:       January 15, 2019                                 Total Change is:       542
       -31        610          0          0        124          0        565       -219          0          0          0          0          8         27
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       17.1        0.0        4.7       27.8        0.0       44.3       38.9        0.5       48.4        4.2        0.0        0.1       11.5
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          4          0          .         10          0          .          8          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    13,333
Positions
     3,741      2,176          0        799      2,254         28      8,744      6,414          0          0        407          0         21      2,054
 
Changes from:       January 15, 2019                                 Total Change is:    -2,116
    -1,358        -47          0        -15        -82          0       -740     -1,941          0          0          0          0         -3        -46
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       16.3        0.0        6.0       16.9        0.2       65.6       48.1        0.0        0.0        3.1        0.0        0.2       15.4
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          .          8          .          .          7          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     3,589
Positions
        55          0          0          0          0          0        554      2,629        117      1,263        382         20      1,580        441
 
Changes from:       January 15, 2019                                 Total Change is:      -799
         0          0          0          0          0          0       -176        409       -268       -115       -894         20       -260        -66
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        0.0        0.0        0.0        0.0        0.0       15.4       73.3        3.3       35.2       10.6        0.6       44.0       12.3
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          0          0          0          0          0          8          9          .         17          5          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     4,976
Positions
         0          1        100         27        344          0      3,341      2,863        706        111        610          8        683        344
 
Changes from:       January 15, 2019                                 Total Change is:       503
         0          0         20          0          7          0        -76        -60        581          1          2          0        -23        -47
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        2.0        0.5        6.9        0.0       67.1       57.5       14.2        2.2       12.3        0.2       13.7        6.9
 
Number of Traders in Each Category                                    Total Traders:        45 
         0          .          .          .          4          0         17         14          6          .          5          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    59,999
Positions
       416     38,164          0     13,694      2,654        414     36,805     13,245      1,677      3,360        951         27      3,606      2,867
 
Changes from:       January 15, 2019                                 Total Change is:    -1,791
      -118       -486          0        341          0          3     -2,231       -772       -278        208        -69          0        284       -189
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       63.6        0.0       22.8        4.4        0.7       61.3       22.1        2.8        5.6        1.6        0.0        6.0        4.8
 
Number of Traders in Each Category                                    Total Traders:       107 
         .          .          0         13          8          .         30         18          9         24          9          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   345,967
Positions
    29,052     46,636     16,867     79,417     21,047     18,160     53,398     91,836     97,983      8,809      6,474     15,901     26,380     31,063
 
Changes from:       January 15, 2019                                 Total Change is:   -42,062
    -1,053    -17,981     -5,508     14,591     -1,190       -376    -27,492     -1,613    -25,184     -1,721      2,208      2,743      1,938      4,839
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       13.5        4.9       23.0        6.1        5.2       15.4       26.5       28.3        2.5        1.9        4.6        7.6        9.0
 
Number of Traders in Each Category                                    Total Traders:       170 
         8         12         14         19         18         19         37         38         47         14          8         14
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    30,014
Positions
       370        793      1,168     14,830     15,301        184     11,514     12,093         97      1,250        168          0        601        210
 
Changes from:       January 15, 2019                                 Total Change is:    -3,033
       -77         43          0       -140     -2,413          0     -2,719       -818          0        -81         -3          0        -16        158
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        2.6        3.9       49.4       51.0        0.6       38.4       40.3        0.3        4.2        0.6        0.0        2.0        0.7
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          .         11          .          .          7          8          .          9          .          0
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Updated February 15, 2019