Traders in Financial Futures - Futures Only Positions as of July 23, 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   187,397
Positions
    10,366    101,489      1,546     61,004      8,300      3,312     43,692     36,837     10,394     18,188      2,513          0     38,895     23,006
 
Changes from:       July 16, 2019                                    Total Change is:     4,451
    -1,600      6,474       -256      3,340     -1,106         87      4,600      1,337      1,610        596     -5,140          0     -3,926      1,445
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       54.2        0.8       32.6        4.4        1.8       23.3       19.7        5.5        9.7        1.3        0.0       20.8       12.3
 
Number of Traders in Each Category                                    Total Traders:       110 
         6          7          .         24          9         10         22         26         13         13          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    53,369
Positions
    22,401      3,991        332      1,537     13,941        888     16,480     13,336        340        931        818          0     10,460     19,723
 
Changes from:       July 16, 2019                                    Total Change is:     1,166
      -872       -875       -414        553        861         27        894      1,983         30          0          0          0        948       -446
 
Percent of Open Interest Represented by Each Category of Trader
      42.0        7.5        0.6        2.9       26.1        1.7       30.9       25.0        0.6        1.7        1.5        0.0       19.6       37.0
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          6          .          .         13          4          9         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   248,063
Positions
   129,059      4,185      1,164     52,167    118,883      6,350     27,843     55,974      7,385        450      7,249          0     23,645     46,873
 
Changes from:       July 16, 2019                                    Total Change is:    -5,401
       354        -23        691     -1,921     -4,567        863        369     -3,362     -1,484     -3,615       -102          0       -658      2,583
 
Percent of Open Interest Represented by Each Category of Trader
      52.0        1.7        0.5       21.0       47.9        2.6       11.2       22.6        3.0        0.2        2.9        0.0        9.5       18.9
 
Number of Traders in Each Category                                    Total Traders:       131 
        12          5          6         12         34         10         20         44         18          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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   136,245
Positions
     4,293     35,938        578     43,346     35,934      9,805     38,732     20,904      4,883      6,569      3,503          0     28,039     24,700
 
Changes from:       July 16, 2019                                    Total Change is:     5,941
    -2,074      2,977         37      2,429      1,517        401      3,182      1,585        645       -161     -1,104          0      1,482       -117
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       26.4        0.4       31.8       26.4        7.2       28.4       15.3        3.6        4.8        2.6        0.0       20.6       18.1
 
Number of Traders in Each Category                                    Total Traders:       117 
         .         10          4         28         18         14         27         24         14          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   541,102
Positions
    39,821    126,163      3,734    314,173    166,611     29,567     37,526    133,778      7,043     20,888      9,963        240     88,110     64,003
 
Changes from:       July 16, 2019                                    Total Change is:     5,254
     3,041    -12,488      1,575      3,425      5,300     -1,382         71      7,221        443     -4,086       -673         96      2,071      5,162
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       23.3        0.7       58.1       30.8        5.5        6.9       24.7        1.3        3.9        1.8        0.0       16.3       11.8
 
Number of Traders in Each Category                                    Total Traders:       273 
        20         11         12         85         39         43         34         49         15         21         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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    27,705
Positions
       524     10,110          0     11,022      5,717      2,391        521      2,666          0          0        589          2     13,245      6,230
 
Changes from:       July 16, 2019                                    Total Change is:       788
        58         10          0      1,314        269        -23          3        582          0          0          0          0       -564        -50
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       36.5        0.0       39.8       20.6        8.6        1.9        9.6        0.0        0.0        2.1        0.0       47.8       22.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0         13          4          9          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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    28,062
Positions
     3,936      4,509        527      6,805     11,087      2,346      8,040        940          2          0      2,837         33      6,373      5,781
 
Changes from:       July 16, 2019                                    Total Change is:       409
         0         37        -37        -77         19         50        812          0          0          0        140          0       -339        200
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       16.1        1.9       24.2       39.5        8.4       28.7        3.3        0.0        0.0       10.1        0.1       22.7       20.6
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          5          8          8          4          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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   150,525
Positions
    66,275     18,561        986     14,578     36,744      4,285     32,521     50,368      3,734          0      2,392          0     28,146     33,455
 
Changes from:       July 16, 2019                                    Total Change is:    -7,209
       136      2,214        -98     -2,153     -4,458        663     -3,852     -2,263        -82     -2,938     -2,666          0      1,115       -519
 
Percent of Open Interest Represented by Each Category of Trader
      44.0       12.3        0.7        9.7       24.4        2.8       21.6       33.5        2.5        0.0        1.6        0.0       18.7       22.2
 
Number of Traders in Each Category                                    Total Traders:        91 
        10          6          .         12         18         14         16         27         12          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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    76,146
Positions
         0     49,263          0     66,473          0          0      6,839     25,161          0        676        810          0      2,158        912
 
Changes from:       July 16, 2019                                    Total Change is:       927
         0         -1          0      1,288          0          0        162        870          0       -121        -10          0       -402         68
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       64.7        0.0       87.3        0.0        0.0        9.0       33.0        0.0        0.9        1.1        0.0        2.8        1.2
 
Number of Traders in Each Category                                    Total Traders:        44 
         0          6          0         11          0          0         14          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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   221,368
Positions
     1,717    154,916        800    118,448     11,984      1,628     87,150     30,905        887      3,679     17,118          0      7,059      3,130
 
Changes from:       July 16, 2019                                    Total Change is:    -4,357
       542      2,580          0     -5,121     -6,338      1,616      1,182     -2,583        189     -2,051       -102          0       -714        281
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       70.0        0.4       53.5        5.4        0.7       39.4       14.0        0.4        1.7        7.7        0.0        3.2        1.4
 
Number of Traders in Each Category                                    Total Traders:       168 
         .          9          .         34          8          .         54         32          6         14         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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    29,826
Positions
     5,000      4,110      3,222      6,347      1,650          9     11,691     18,349        390        618        822         12      2,537      1,262
 
Changes from:       July 16, 2019                                    Total Change is:     1,351
         0        226          0      1,313        377         -4        297        402        125          0          5          0       -380        220
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       13.8       10.8       21.3        5.5        0.0       39.2       61.5        1.3        2.1        2.8        0.0        8.5        4.2
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          .          .          7          .          .         13         15          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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    54,066
Positions
    32,611     10,604          0      9,407     13,417        268      6,296     20,126      1,979        469      1,230          0      3,036      6,442
 
Changes from:       July 16, 2019                                    Total Change is:     4,041
    -1,756      6,079          0      6,156     -3,649       -323        764      1,783         23       -775       -657         -3        -45        788
 
Percent of Open Interest Represented by Each Category of Trader
      60.3       19.6        0.0       17.4       24.8        0.5       11.6       37.2        3.7        0.9        2.3        0.0        5.6       11.9
 
Number of Traders in Each Category                                    Total Traders:        83 
         6          5          0         12         11          .         18         22          5          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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    20,792
Positions
     4,901      3,070          0     14,319      2,361          0        429     13,460          0          0        120          0      1,143      1,781
 
Changes from:       July 16, 2019                                    Total Change is:       435
      -528          0          0      1,005       -459          0          0        773          0          0          0          0        -42        121
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       14.8        0.0       68.9       11.4        0.0        2.1       64.7        0.0        0.0        0.6        0.0        5.5        8.6
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          0          5          4          0          .         11          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    46,842
Positions
     5,245     27,449      1,282     17,885      1,403        414     11,315      4,035      1,160      1,543      1,735          0      7,999      9,366
 
Changes from:       July 16, 2019                                    Total Change is:    -2,050
       -90       -874          1     -2,422        212         49        407     -1,133          3          0        -51          0          3       -257
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       58.6        2.7       38.2        3.0        0.9       24.2        8.6        2.5        3.3        3.7        0.0       17.1       20.0
 
Number of Traders in Each Category                                    Total Traders:        95 
        10         22          .         15          .          .         25         11          5          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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    93,683
Positions
    10,490     54,897      2,564     35,769      2,805        827     22,630      8,069      2,319      3,086      3,470          0     15,998     18,732
 
Changes from:       July 16, 2019                                    Total Change is:    -4,099
      -179     -1,747          1     -4,844        423         98        814     -2,265          6          0       -101          0          5       -514
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       58.6        2.7       38.2        3.0        0.9       24.2        8.6        2.5        3.3        3.7        0.0       17.1       20.0
 
Number of Traders in Each Category                                    Total Traders:        95 
        10         22          .         15          .          .         25         11          5          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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    25,968
Positions
     1,226     22,087        265     20,866        200        431        744      1,554          0          0      1,224          0      2,436        207
 
Changes from:       July 16, 2019                                    Total Change is:      -709
         0       -327          0       -431         49        -58       -226        -90          0          0          0          0          6       -283
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       85.1        1.0       80.4        0.8        1.7        2.9        6.0        0.0        0.0        4.7        0.0        9.4        0.8
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          7          .         12          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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   557,604
Positions
    38,520    136,581     16,583    307,791    125,880     50,207     36,889     78,492     11,488     20,099     67,201      1,331     74,697     69,843
 
Changes from:       July 16, 2019                                    Total Change is:       701
      -210       -488      3,114     -9,290      3,280      3,551      1,597    -10,265      1,062        634        233       -112        355        327
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       24.5        3.0       55.2       22.6        9.0        6.6       14.1        2.1        3.6       12.1        0.2       13.4       12.5
 
Number of Traders in Each Category                                    Total Traders:       553 
        27         43         30        165         87        103         67         95         54         32         37         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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    29,641
Positions
        38     16,756          0      4,014      1,096          0      3,667      2,513          0          0          0          0     21,922      9,276
 
Changes from:       July 16, 2019                                    Total Change is:       995
        38        651          0        -17          0          0        495         71          0          0          0          0        479        273
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       56.5        0.0       13.5        3.7        0.0       12.4        8.5        0.0        0.0        0.0        0.0       74.0       31.3
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          9          0          .          .          0          6          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 2,639,816
Positions
   207,442    614,157     67,880  1,522,933    627,966    246,988    188,862    402,643     34,690    100,493    336,005      6,654    263,874    302,833
 
Changes from:       July 16, 2019                                    Total Change is:    -1,469
     7,859      3,403      6,471    -46,386     16,382     17,775     13,409    -43,782     -2,588      3,172      1,164       -562       -619        268
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       23.3        2.6       57.7       23.8        9.4        7.2       15.3        1.3        3.8       12.7        0.3       10.0       11.5
 
Number of Traders in Each Category                                    Total Traders:       551 
        30         39         25        166         86        103         67         94         50         32         37         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    14,801
Positions
     3,530     11,670          0      7,924        205        742          0        528          0          0        302          0      2,605      1,354
 
Changes from:       July 16, 2019                                    Total Change is:      -310
       332        169          0         -1       -527          0       -224       -448          0          0         35          0       -417        461
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       78.8        0.0       53.5        1.4        5.0        0.0        3.6        0.0        0.0        2.0        0.0       17.6        9.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          8          0          5          .          .          0          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is     8,467
Positions
     3,984      4,622          0      2,688      1,119          0          0      1,830          0          0          0          0      1,795        896
 
Changes from:       July 16, 2019                                    Total Change is:       -59
       -64         65          0         -5          0          0          0       -244          0          0          0          0         10        120
 
Percent of Open Interest Represented by Each Category of Trader
      47.1       54.6        0.0       31.7       13.2        0.0        0.0       21.6        0.0        0.0        0.0        0.0       21.2       10.6
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          7          0          .          .          0          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    64,742
Positions
     5,818     10,180         98     42,754     36,958      2,662      1,560      3,794        443          0      7,442          2     11,405      3,163
 
Changes from:       July 16, 2019                                    Total Change is:        82
      -226        135       -208       -705       -278         30        789        118         -7          0          0          0        409        292
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       15.7        0.2       66.0       57.1        4.1        2.4        5.9        0.7        0.0       11.5        0.0       17.6        4.9
 
Number of Traders in Each Category                                    Total Traders:        77 
         5          6          .         37         17         14          5          5          4          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    44,925
Positions
     7,403     11,896        263     17,254      7,535        887     10,664     13,094        737        728      2,723          7      6,982      7,782
 
Changes from:       July 16, 2019                                    Total Change is:     1,706
     1,936        -52        -27       -276        500        180          2        896        -22       -255        163          1        166         67
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       26.5        0.6       38.4       16.8        2.0       23.7       29.1        1.6        1.6        6.1        0.0       15.5       17.3
 
Number of Traders in Each Category                                    Total Traders:       234 
        22         20          .         50         35         25         31         49         12         11         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   224,625
Positions
    37,014     59,482      1,314     86,268     37,677      4,436     53,319     65,471      3,686      3,641     13,614         35     34,912     38,910
 
Changes from:       July 16, 2019                                    Total Change is:     8,528
     9,680       -259       -134     -1,382      2,500        900         12      4,478       -111     -1,273        814          6        830        334
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       26.5        0.6       38.4       16.8        2.0       23.7       29.1        1.6        1.6        6.1        0.0       15.5       17.3
 
Number of Traders in Each Category                                    Total Traders:       234 
        22         20          .         50         35         25         31         49         12         11         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   436,118
Positions
    86,595     36,170      7,637    221,611    204,481     35,324     49,706     95,657      7,957      6,414     29,464         15     20,859     19,413
 
Changes from:       July 16, 2019                                    Total Change is:     9,819
     3,077      1,706       -443      4,597        646        806      2,303      6,526       -314         56       -127          5       -268      1,014
 
Percent of Open Interest Represented by Each Category of Trader
      19.9        8.3        1.8       50.8       46.9        8.1       11.4       21.9        1.8        1.5        6.8        0.0        4.8        4.5
 
Number of Traders in Each Category                                    Total Traders:       294 
        24         19          5         74         53         39         36         63         21          9         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    26,215
Positions
       364      3,799          0     11,088        708         19      6,133     17,855      1,146      1,673          0          0      5,792      2,688
 
Changes from:       July 16, 2019                                    Total Change is:    -1,350
      -259          0          0       -275        125         -6     -1,352     -1,476         17       -307          0          0        832        -10
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       14.5        0.0       42.3        2.7        0.1       23.4       68.1        4.4        6.4        0.0        0.0       22.1       10.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          0         12          .          .          8          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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    56,776
Positions
     5,734     12,754        209     16,636     16,414      1,462     23,790     11,393      1,567          0      1,340          0      7,378     11,637
 
Changes from:       July 16, 2019                                    Total Change is:     1,028
       681      1,388         15        477     -2,364        541     -1,379       -958        443          0       -368          0        250      2,331
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       22.5        0.4       29.3       28.9        2.6       41.9       20.1        2.8        0.0        2.4        0.0       13.0       20.5
 
Number of Traders in Each Category                                    Total Traders:        73 
         7         13          .         14          9          9         12         15          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   313,726
Positions
    27,014    171,214      3,220    233,058    101,414     18,825     14,485      9,531        115      7,564      1,323          0      9,445      8,084
 
Changes from:       July 16, 2019                                    Total Change is:     2,596
    -1,276     -2,743          2        539      2,654        -15      2,264        306          6        976          0          0        100      2,386
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       54.6        1.0       74.3       32.3        6.0        4.6        3.0        0.0        2.4        0.4        0.0        3.0        2.6
 
Number of Traders in Each Category                                    Total Traders:       164 
        13         13          5         63         38         29         18         12          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,269,825
Positions
    82,324    786,514      3,551    917,781    226,687    105,991     96,533     48,921      1,745     21,226     15,002      3,687     36,987     77,727
 
Changes from:       July 16, 2019                                    Total Change is:    25,452
       860    -52,067        784     29,338     13,260    -11,624      4,972      6,667       -531       -315      5,103       -339      2,307     64,199
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       61.9        0.3       72.3       17.9        8.3        7.6        3.9        0.1        1.7        1.2        0.3        2.9        6.1
 
Number of Traders in Each Category                                    Total Traders:       411 
        26         20          8        173         63         89         57         30         12         31         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   120,350
Positions
    45,734     67,694     50,265      5,850        420        560     16,810      1,000        306        800          0          0         25        105
 
Changes from:       July 16, 2019                                    Total Change is:        80
       480        943       -863          0          0          0        463          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       56.2       41.8        4.9        0.3        0.5       14.0        0.8        0.3        0.7        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        37 
         4         19         11          5          .          .          6          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is   932,493
Positions
     4,548    103,947      5,695    457,792    319,810    160,627     74,115    172,150     17,044     43,522     21,869         26    169,124    131,325
 
Changes from:       July 16, 2019                                    Total Change is:     4,451
       781    -10,077       -363       -845     -2,721      2,241     -9,223      8,076      9,952      3,353       -962     -1,045       -400       -650
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       11.1        0.6       49.1       34.3       17.2        7.9       18.5        1.8        4.7        2.3        0.0       18.1       14.1
 
Number of Traders in Each Category                                    Total Traders:       180 
         5         20          6         62         29         47         22         28         18          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 1,156,025
Positions
     4,701    203,157        179    711,120     30,312    179,120     29,510    633,790     10,856     41,719      5,751          0    178,820     92,860
 
Changes from:       July 16, 2019                                    Total Change is:    -1,886
    -3,450     -5,331        103    -14,669      4,888      8,512        421     -8,961      1,141      2,461       -467       -990      4,585       -781
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       17.6        0.0       61.5        2.6       15.5        2.6       54.8        0.9        3.6        0.5        0.0       15.5        8.0
 
Number of Traders in Each Category                                    Total Traders:       131 
         .         11          .         67         14         52         11         21         11          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 3,696,612
Positions
   119,937    315,366     26,832  1,877,479    613,710    222,674    648,080  2,084,631    142,450    433,877    181,158      5,217    220,066    104,574
 
Changes from:       July 16, 2019                                    Total Change is:   108,710
    14,380     29,190     -7,656     31,675     27,423     -2,933     53,030     25,345     44,890    -36,226      1,283     -1,038     12,588     -7,794
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        8.5        0.7       50.8       16.6        6.0       17.5       56.4        3.9       11.7        4.9        0.1        6.0        2.8
 
Number of Traders in Each Category                                    Total Traders:       376 
        28         29         11        123         28         72         67         57         38         29         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,860,962
Positions
   184,412    250,453     38,951  1,695,446    613,880    779,488    350,218  1,401,104    144,265    203,573    236,599     12,810    451,799    383,412
 
Changes from:       July 16, 2019                                    Total Change is:    81,689
    -9,615      7,222      9,420     70,602    -93,139     39,581    -13,367    119,127     32,049    -24,260        639     -3,108    -19,613    -30,102
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        6.5        1.0       43.9       15.9       20.2        9.1       36.3        3.7        5.3        6.1        0.3       11.7        9.9
 
Number of Traders in Each Category                                    Total Traders:       412 
        31         31         16        108         67         99         68         64         41         27         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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   768,641
Positions
    24,772     71,846      1,556    307,439    318,565    106,377    158,107     87,991     12,658     50,560     23,352          0    107,172    146,296
 
Changes from:       July 16, 2019                                    Total Change is:      -102
      -614     -4,849        798      5,692      7,102     -1,436     10,035      3,983       -776        201        636          0    -14,002     -5,560
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        9.3        0.2       40.0       41.4       13.8       20.6       11.4        1.6        6.6        3.0        0.0       13.9       19.0
 
Number of Traders in Each Category                                    Total Traders:       105 
         4          9          .         27         34         41         19          6          9          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 4,542,598
Positions
   103,417    448,531     41,771  2,233,580    713,279    812,793    410,266  1,733,404    177,353    423,090    298,082        842    339,486    316,543
 
Changes from:       July 16, 2019                                    Total Change is:    82,352
     8,696     17,275      8,486     67,025     -7,176      1,041    -18,764     -4,148     62,492    -21,688     -4,924     -1,411    -23,525     10,717
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        9.9        0.9       49.2       15.7       17.9        9.0       38.2        3.9        9.3        6.6        0.0        7.5        7.0
 
Number of Traders in Each Category                                    Total Traders:       344 
        16         37         12         95         53         88         42         66         40         17         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,238,764
Positions
   584,035    362,689    661,626      4,402     49,844     43,263    311,742    561,300    442,266    145,893     54,026      6,801     38,736     56,949
 
Changes from:       July 16, 2019                                    Total Change is:    36,236
    43,695    -24,246     32,865     -4,230    -21,721     -5,360    -22,563     48,979      6,192    -18,061         49     -3,576      7,274      3,054
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       16.2       29.6        0.2        2.2        1.9       13.9       25.1       19.8        6.5        2.4        0.3        1.7        2.5
 
Number of Traders in Each Category                                    Total Traders:       179 
        28         40         53          .         11          5         35         43         56          6         12          4
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Traders in Financial Futures - Futures Only Positions as of July 23, 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 is13,104,791
Positions
 2,347,420  2,004,723  2,868,157    411,740  2,193,849    529,584  2,468,970    860,687  3,557,142    114,407    113,947     70,445    736,926    906,257
 
Changes from:       July 16, 2019                                    Total Change is:   305,361
   213,768        467    -10,439    -28,631     82,299      4,168    -14,173    131,569     85,157      8,035     -1,813      4,140     43,336      9,813
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       15.3       21.9        3.1       16.7        4.0       18.8        6.6       27.1        0.9        0.9        0.5        5.6        6.9
 
Number of Traders in Each Category                                    Total Traders:       261 
        39         35         70         13         27         27         59         52         91         10         12         11
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Traders in Financial Futures - Futures Only Positions as of July 23, 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    68,456
Positions
    10,028     12,705      9,435      6,398      1,324        677     15,024     17,368     24,450          0        569        183      2,261      1,745
 
Changes from:       July 16, 2019                                    Total Change is:     6,617
    -2,239      2,936      2,567      3,641          0       -821      2,452        -43      1,317       -324        569       -473        497        565
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       18.6       13.8        9.3        1.9        1.0       21.9       25.4       35.7        0.0        0.8        0.3        3.3        2.5
 
Number of Traders in Each Category                                    Total Traders:        46 
         5         11          9          .          .          .         14          9         17          0          .          .
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Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   115,389
Positions
    28,123     11,357     19,759        920      2,244     12,096     33,259     49,807     19,617      1,166          0         58        391        451
 
Changes from:       July 16, 2019                                    Total Change is:    17,843
    -3,217      2,988      4,584        379     -2,208      6,214     13,835     10,500     -3,966        178          0       -219         55        -50
 
Percent of Open Interest Represented by Each Category of Trader
      24.4        9.8       17.1        0.8        1.9       10.5       28.8       43.2       17.0        1.0        0.0        0.1        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        65 
         9          9         11          .          .          .         18         21         24          .          0          .
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Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    20,113
Positions
        49      7,755          0      1,141      4,202          0     13,013      4,579         69      5,815      1,187          0         26      2,321
 
Changes from:       July 16, 2019                                    Total Change is:       508
        -3        105          0          5        234          0        528        188          0         -5         55          0        -17        -74
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       38.6        0.0        5.7       20.9        0.0       64.7       22.8        0.3       28.9        5.9        0.0        0.1       11.5
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          5          0          .          9          0          .          5          .          .          5          0
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Traders in Financial Futures - Futures Only Positions as of July 23, 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    11,843
Positions
     4,097      2,025          0      1,149      1,630          0      6,546      6,594          0          0        207          0         51      1,387
 
Changes from:       July 16, 2019                                    Total Change is:       737
        -1         10          0          0         86          0        738        666          0          0          0          0          0        -25
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       17.1        0.0        9.7       13.8        0.0       55.3       55.7        0.0        0.0        1.7        0.0        0.4       11.7
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          .          9          0          .          6          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    52,129
Positions
    18,387        150     16,597          0         40          0      5,320     16,366     11,549         30      7,150        246          0         31
 
Changes from:       July 16, 2019                                    Total Change is:     2,327
     1,440         50          0          0          0          0        887      2,272          0          0          0          0          0          5
 
Percent of Open Interest Represented by Each Category of Trader
      35.3        0.3       31.8        0.0        0.1        0.0       10.2       31.4       22.2        0.1       13.7        0.5        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .          0          .          0          .          8          .          .          7          .
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Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     4,928
Positions
        40          0          0        102        111         53      2,208      2,799         59        682      1,370         72      1,712        464
 
Changes from:       July 16, 2019                                    Total Change is:      -394
         1          0          0       -109        -40         53       -358       -595        -61        176        213        -19        -77         55
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        0.0        0.0        2.1        2.3        1.1       44.8       56.8        1.2       13.8       27.8        1.5       34.7        9.4
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          0          0          .          .          .         13         13          4         12          .          .
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Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    48,047
Positions
       673     26,297          0     20,288      3,396        525     20,773     13,088      1,418      1,318        577        208      2,844      2,538
 
Changes from:       July 16, 2019                                    Total Change is:     5,567
         0        236          0      1,493       -297         43      4,379      5,355        -42        -94        111        -35       -177        196
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       54.7        0.0       42.2        7.1        1.1       43.2       27.2        3.0        2.7        1.2        0.4        5.9        5.3
 
Number of Traders in Each Category                                    Total Traders:        94 
         .          .          0         13         10          .         27         20         10         14          6          .
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Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   440,189
Positions
   104,925     10,154     16,393    130,085    122,740     25,786     50,276    149,113     73,199     14,282      2,694      9,826     15,417     30,284
 
Changes from:       July 16, 2019                                    Total Change is:   -12,012
     4,735    -11,050     -3,934      9,128     -2,584      2,076    -11,556     12,069     -5,440       -767     -2,275        405     -6,659     -1,279
 
Percent of Open Interest Represented by Each Category of Trader
      23.8        2.3        3.7       29.6       27.9        5.9       11.4       33.9       16.6        3.2        0.6        2.2        3.5        6.9
 
Number of Traders in Each Category                                    Total Traders:       218 
        17         11         20         18         39         20         42         58         52         16          9         13
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Traders in Financial Futures - Futures Only Positions as of July 23, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    26,080
Positions
     4,028        672      1,196     12,380     11,427      1,652      5,408     10,788        100      1,148        196          0        168         49
 
Changes from:       July 16, 2019                                    Total Change is:     3,893
       819        -50         50       -735      9,573          2      3,860     -5,691          0          0          1          0       -103          8
 
Percent of Open Interest Represented by Each Category of Trader
      15.4        2.6        4.6       47.5       43.8        6.3       20.7       41.4        0.4        4.4        0.8        0.0        0.6        0.2
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          .          .         10          5          .          .          9          .          9          .          0
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Updated July 26, 2019