Traders in Financial Futures - Futures Only Positions as of July 30, 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   182,478
Positions
    10,468     95,685      1,546     56,273     10,445      3,588     45,699     36,065      9,276     17,778      4,624          0     37,850     21,249
 
Changes from:       July 23, 2019                                    Total Change is:    -4,919
       102     -5,804          0     -4,731      2,145        276      2,007       -772     -1,118       -410      2,111          0     -1,045     -1,757
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       52.4        0.8       30.8        5.7        2.0       25.0       19.8        5.1        9.7        2.5        0.0       20.7       11.6
 
Number of Traders in Each Category                                    Total Traders:       110 
         7          8          .         21         11          9         20         26         12         13          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    57,805
Positions
    24,323      2,138        964      1,457     18,529        912     20,382     15,535        354      1,011        818          0      8,402     18,555
 
Changes from:       July 23, 2019                                    Total Change is:     4,436
     1,922     -1,853        632        -80      4,588         24      3,902      2,199         14         80          0          0     -2,058     -1,168
 
Percent of Open Interest Represented by Each Category of Trader
      42.1        3.7        1.7        2.5       32.1        1.6       35.3       26.9        0.6        1.7        1.4        0.0       14.5       32.1
 
Number of Traders in Each Category                                    Total Traders:        57 
         5          5          .          .         16          4         12         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   275,984
Positions
   144,415      4,602      1,039     51,919    134,134      6,370     35,092     67,804      9,388      1,983      7,957          0     25,778     44,690
 
Changes from:       July 23, 2019                                    Total Change is:    27,921
    15,356        417       -125       -248     15,251         20      7,249     11,830      2,003      1,533        708          0      2,133     -2,183
 
Percent of Open Interest Represented by Each Category of Trader
      52.3        1.7        0.4       18.8       48.6        2.3       12.7       24.6        3.4        0.7        2.9        0.0        9.3       16.2
 
Number of Traders in Each Category                                    Total Traders:       138 
        12          5          6         12         36         10         23         43         21          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   138,842
Positions
     4,465     34,796        613     42,074     45,274      9,829     39,797     14,770      5,007      8,544      1,900          0     28,513     26,653
 
Changes from:       July 23, 2019                                    Total Change is:     2,597
       172     -1,142         35     -1,272      9,340         24      1,065     -6,134        124      1,975     -1,603          0        474      1,953
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       25.1        0.4       30.3       32.6        7.1       28.7       10.6        3.6        6.2        1.4        0.0       20.5       19.2
 
Number of Traders in Each Category                                    Total Traders:       119 
         .         11          5         24         21         12         34         19         13          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   563,024
Positions
    43,359    121,181      5,667    329,299    181,779     29,707     38,230    141,494      8,531     20,796     10,243        251     87,184     64,171
 
Changes from:       July 23, 2019                                    Total Change is:    21,922
     3,538     -4,982      1,933     15,126     15,168        140        704      7,716      1,488        -92        280         11       -926        168
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       21.5        1.0       58.5       32.3        5.3        6.8       25.1        1.5        3.7        1.8        0.0       15.5       11.4
 
Number of Traders in Each Category                                    Total Traders:       277 
        21         10         13         82         41         42         34         54         18         23         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    28,357
Positions
       600     10,112          0     10,870      5,660      2,449        517      3,368          3          0        589          2     13,916      6,174
 
Changes from:       July 23, 2019                                    Total Change is:       652
        76          2          0       -152        -57         58         -4        702          3          0          0          0        671        -56
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       35.7        0.0       38.3       20.0        8.6        1.8       11.9        0.0        0.0        2.1        0.0       49.1       21.8
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0         13          4          9          .          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    26,937
Positions
     3,936      4,509        527      6,372      9,947      2,903      6,686        937          2          0      2,562         33      6,478      5,517
 
Changes from:       July 23, 2019                                    Total Change is:    -1,125
         0          0          0       -433     -1,140        557     -1,354         -3          0          0       -275          0        105       -264
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       16.7        2.0       23.7       36.9       10.8       24.8        3.5        0.0        0.0        9.5        0.1       24.0       20.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          6          8          8          .          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   162,988
Positions
    71,191     13,211      1,471     13,982     53,351      3,706     37,310     47,547      4,598        200      1,800          0     30,530     37,304
 
Changes from:       July 23, 2019                                    Total Change is:    12,463
     4,916     -5,350        485       -596     16,607       -579      4,789     -2,821        864        200       -592          0      2,384      3,849
 
Percent of Open Interest Represented by Each Category of Trader
      43.7        8.1        0.9        8.6       32.7        2.3       22.9       29.2        2.8        0.1        1.1        0.0       18.7       22.9
 
Number of Traders in Each Category                                    Total Traders:        96 
        11          4          .         11         18         13         20         30         14          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    77,701
Positions
         0     49,238          0     68,433          0          0      6,497     26,690          0        727        705          0      2,044      1,068
 
Changes from:       July 23, 2019                                    Total Change is:     1,555
         0        -25          0      1,960          0          0       -342      1,529          0         51       -105          0       -114        156
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       63.4        0.0       88.1        0.0        0.0        8.4       34.3        0.0        0.9        0.9        0.0        2.6        1.4
 
Number of Traders in Each Category                                    Total Traders:        42 
         0          6          0         11          0          0         14          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   221,211
Positions
       965    158,646        800    121,795     12,592        714     85,815     28,051        869      3,475     16,741          0      6,778      2,798
 
Changes from:       July 23, 2019                                    Total Change is:      -157
      -752      3,730          0      3,347        608       -914     -1,335     -2,854        -18       -204       -377          0       -281       -332
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       71.7        0.4       55.1        5.7        0.3       38.8       12.7        0.4        1.6        7.6        0.0        3.1        1.3
 
Number of Traders in Each Category                                    Total Traders:       168 
         .         10          .         35          8          .         53         34          6         12         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    31,192
Positions
     5,000      4,070      4,476      6,848      1,195         92     11,311     18,985        424        618        812         12      2,411      1,126
 
Changes from:       July 23, 2019                                    Total Change is:     1,366
         0        -40      1,254        501       -455         83       -380        636         34          0        -10          0       -126       -136
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       13.0       14.3       22.0        3.8        0.3       36.3       60.9        1.4        2.0        2.6        0.0        7.7        3.6
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          .          .          8          .          .         14         13          4          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    53,172
Positions
    32,391     10,258          0      8,462     15,209        320      6,478     17,270      2,443        431      2,114          0      2,647      5,558
 
Changes from:       July 23, 2019                                    Total Change is:      -894
      -220       -346          0       -945      1,792         52        182     -2,856        464        -38        884          0       -389       -884
 
Percent of Open Interest Represented by Each Category of Trader
      60.9       19.3        0.0       15.9       28.6        0.6       12.2       32.5        4.6        0.8        4.0        0.0        5.0       10.5
 
Number of Traders in Each Category                                    Total Traders:        82 
         6          5          0         10         11          .         19         23          9          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    27,014
Positions
     4,564      4,153          0     21,201      2,349          0        129     18,754          0          0        120          0      1,120      1,638
 
Changes from:       July 23, 2019                                    Total Change is:     6,222
      -337      1,083          0      6,882        -12          0       -300      5,294          0          0          0          0        -23       -143
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       15.4        0.0       78.5        8.7        0.0        0.5       69.4        0.0        0.0        0.4        0.0        4.1        6.1
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          0          4          4          0          .         11          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    50,564
Positions
     6,287     31,792      1,276     19,090      1,259        426     13,008      3,715      1,129      1,484      1,693          0      7,866      9,275
 
Changes from:       July 23, 2019                                    Total Change is:     3,723
     1,042      4,344         -6      1,206       -144         12      1,693       -320        -31        -60        -42          0       -133        -91
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       62.9        2.5       37.8        2.5        0.8       25.7        7.3        2.2        2.9        3.3        0.0       15.6       18.3
 
Number of Traders in Each Category                                    Total Traders:       100 
        10         25          .         16          .          .         23         14          6          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   101,128
Positions
    12,573     63,584      2,552     38,180      2,518        851     26,016      7,430      2,257      2,967      3,386          0     15,732     18,550
 
Changes from:       July 23, 2019                                    Total Change is:     7,445
     2,083      8,687        -12      2,411       -287         24      3,386       -639        -62       -119        -84          0       -266       -182
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       62.9        2.5       37.8        2.5        0.8       25.7        7.3        2.2        2.9        3.3        0.0       15.6       18.3
 
Number of Traders in Each Category                                    Total Traders:       100 
        10         25          .         16          .          .         23         14          6          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    26,534
Positions
     1,226     22,613        265     21,534        163        428        510      1,483          0          0      1,224          0      2,571        358
 
Changes from:       July 23, 2019                                    Total Change is:       566
         0        526          0        668        -37         -3       -234        -71          0          0          0          0        135        151
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       85.2        1.0       81.2        0.6        1.6        1.9        5.6        0.0        0.0        4.6        0.0        9.7        1.3
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          7          .         10          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   558,588
Positions
    41,789    135,460     16,315    306,123    124,668     50,143     35,741     78,711     12,514     21,478     67,069      1,296     73,189     72,411
 
Changes from:       July 23, 2019                                    Total Change is:       984
     3,269     -1,121       -267     -1,668     -1,212        -64     -1,149        219      1,026      1,379       -132        -35     -1,508      2,569
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       24.3        2.9       54.8       22.3        9.0        6.4       14.1        2.2        3.8       12.0        0.2       13.1       13.0
 
Number of Traders in Each Category                                    Total Traders:       548 
        29         41         30        166         88        106         62         96         52         34         32         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    30,310
Positions
        24     16,691          0      3,996      1,096          0      3,892      2,925         77          0          0          0     22,321      9,521
 
Changes from:       July 23, 2019                                    Total Change is:       669
       -14        -65          0        -18          0          0        225        412         77          0          0          0        399        245
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       55.1        0.0       13.2        3.6        0.0       12.8        9.7        0.3        0.0        0.0        0.0       73.6       31.4
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          9          0          .          .          0          6          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    15,392
Positions
     6,656      8,947          0      4,322      3,493      1,607        994        478          0          0          0          0      1,813        867
 
Changes from:       July 23, 2019                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      43.2       58.1        0.0       28.1       22.7       10.4        6.5        3.1        0.0        0.0        0.0        0.0       11.8        5.6
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          6          0          6          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 2,641,389
Positions
   217,744    602,765     72,658  1,514,444    621,668    246,907    183,033    402,720     38,394    107,389    335,345      6,480    254,340    314,452
 
Changes from:       July 23, 2019                                    Total Change is:     1,573
    10,302    -11,392      4,778     -8,489     -6,298        -81     -5,829         77      3,704      6,896       -660       -174     -9,534     11,619
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       22.8        2.8       57.3       23.5        9.3        6.9       15.2        1.5        4.1       12.7        0.2        9.6       11.9
 
Number of Traders in Each Category                                    Total Traders:       546 
        30         38         27        167         87        106         62         96         49         34         32         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    19,576
Positions
     5,027     14,676          1     11,103        205        742        231        769          0          0        302          0      2,472      2,881
 
Changes from:       July 23, 2019                                    Total Change is:     4,775
     1,497      3,006          1      3,179          0          0        231        241          0          0          0          0       -133      1,527
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       75.0        0.0       56.7        1.0        3.8        1.2        3.9        0.0        0.0        1.5        0.0       12.6       14.7
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          8          .          8          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    14,473
Positions
     1,675      9,052          0     10,314          0          0        425        638          0          0          0          0      2,059      4,783
 
Changes from:       July 23, 2019                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       62.5        0.0       71.3        0.0        0.0        2.9        4.4        0.0        0.0        0.0        0.0       14.2       33.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          8          0          5          0          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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     8,593
Positions
     3,952      4,967          0      2,800      1,069          0          0      1,854          0          0          0          0      1,841        703
 
Changes from:       July 23, 2019                                    Total Change is:       126
       -32        345          0        112        -50          0          0         24          0          0          0          0         46       -193
 
Percent of Open Interest Represented by Each Category of Trader
      46.0       57.8        0.0       32.6       12.4        0.0        0.0       21.6        0.0        0.0        0.0        0.0       21.4        8.2
 
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 30, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    16,036
Positions
     8,637      5,236          0      2,855      8,794      1,031        941        207          0          0          0          0      2,572        768
 
Changes from:       July 23, 2019                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      53.9       32.7        0.0       17.8       54.8        6.4        5.9        1.3        0.0        0.0        0.0        0.0       16.0        4.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          5          0          .          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    68,337
Positions
     7,480     13,178        197     44,593     36,591      2,609      2,564      4,374        103          0      7,442          2     10,789      3,841
 
Changes from:       July 23, 2019                                    Total Change is:     3,595
     1,662      2,998         99      1,839       -367        -53      1,004        580       -340          0          0          0       -616        678
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       19.3        0.3       65.3       53.5        3.8        3.8        6.4        0.2        0.0       10.9        0.0       15.8        5.6
 
Number of Traders in Each Category                                    Total Traders:        83 
         6          8          .         38         16         13          7          6          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    45,643
Positions
     7,746     11,578        432     18,110      7,750      1,065     10,009     13,413        999        686      2,572          4      6,593      7,830
 
Changes from:       July 23, 2019                                    Total Change is:       718
       343       -318        170        856        214        178       -655        319        261        -42       -150         -3       -390         48
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       25.4        0.9       39.7       17.0        2.3       21.9       29.4        2.2        1.5        5.6        0.0       14.4       17.2
 
Number of Traders in Each Category                                    Total Traders:       234 
        20         20          5         52         36         26         28         49         19         10         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   228,217
Positions
    38,729     57,892      2,162     90,548     38,749      5,325     50,046     67,067      4,993      3,431     12,862         19     32,964     39,148
 
Changes from:       July 23, 2019                                    Total Change is:     3,592
     1,715     -1,590        848      4,280      1,072        889     -3,273      1,596      1,307       -210       -752        -16     -1,948        238
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       25.4        0.9       39.7       17.0        2.3       21.9       29.4        2.2        1.5        5.6        0.0       14.4       17.2
 
Number of Traders in Each Category                                    Total Traders:       234 
        20         20          5         52         36         26         28         49         19         10         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   440,072
Positions
    81,406     46,724      7,618    227,132    202,827     35,422     52,487     90,995      8,116      6,443     29,352         15     21,433     19,003
 
Changes from:       July 23, 2019                                    Total Change is:     3,954
    -5,189     10,554        -19      5,521     -1,654         98      2,781     -4,662        159         29       -112          0        574       -410
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       10.6        1.7       51.6       46.1        8.0       11.9       20.7        1.8        1.5        6.7        0.0        4.9        4.3
 
Number of Traders in Each Category                                    Total Traders:       292 
        24         24          5         77         54         38         34         54         16         10         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    26,849
Positions
       364      4,073          0     11,061        590         28      6,132     18,178      1,204      2,030          0          0      6,030      2,776
 
Changes from:       July 23, 2019                                    Total Change is:       634
         0        274          0        -27       -118          9         -1        323         58        357          0          0        238         88
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       15.2        0.0       41.2        2.2        0.1       22.8       67.7        4.5        7.6        0.0        0.0       22.5       10.3
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0         12          .          .          7          .          4          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    58,707
Positions
     6,944     13,739        207     17,126     14,040      1,840     23,612     11,681      1,391          0      2,489          0      7,587     13,320
 
Changes from:       July 23, 2019                                    Total Change is:     1,931
     1,210        985         -2        490     -2,374        378       -178        288       -176          0      1,149          0        209      1,683
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       23.4        0.4       29.2       23.9        3.1       40.2       19.9        2.4        0.0        4.2        0.0       12.9       22.7
 
Number of Traders in Each Category                                    Total Traders:        79 
         8         14          .         15          9         10         13         16          6          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   324,859
Positions
    32,677    173,738      3,141    240,352    107,309     19,824     16,692      8,460        126      2,794      1,275          0      9,253     10,986
 
Changes from:       July 23, 2019                                    Total Change is:    11,133
     5,663      2,524        -79      7,294      5,895        999      2,207     -1,071         11     -4,770        -48          0       -192      2,902
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       53.5        1.0       74.0       33.0        6.1        5.1        2.6        0.0        0.9        0.4        0.0        2.8        3.4
 
Number of Traders in Each Category                                    Total Traders:       167 
        13         14          5         62         38         31         19         14          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 1,254,226
Positions
    83,194    821,079      3,121    909,701    244,268    104,885     93,996     44,373      2,281     20,755     14,844      3,687     32,606     15,688
 
Changes from:       July 23, 2019                                    Total Change is:   -15,599
       870     34,565       -430     -8,080     17,581     -1,106     -2,537     -4,548        536       -471       -158          0     -4,381    -62,039
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       65.5        0.2       72.5       19.5        8.4        7.5        3.5        0.2        1.7        1.2        0.3        2.6        1.3
 
Number of Traders in Each Category                                    Total Traders:       416 
        27         21          9        170         65         89         59         33         15         30         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   120,938
Positions
    44,978     66,824     51,723      5,850        420        560     15,910      1,000        306      1,000          0          0        611        105
 
Changes from:       July 23, 2019                                    Total Change is:       588
      -756       -870      1,458          0          0          0       -900          0          0        200          0          0        586          0
 
Percent of Open Interest Represented by Each Category of Trader
      37.2       55.3       42.8        4.8        0.3        0.5       13.2        0.8        0.3        0.8        0.0        0.0        0.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        37 
         4         18         10          5          .          .          6          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   933,095
Positions
     5,557    106,203      7,276    450,781    312,378    163,332     83,226    173,938     13,093     44,197     21,642          0    165,633    135,233
 
Changes from:       July 23, 2019                                    Total Change is:       602
     1,009      2,256      1,581     -7,011     -7,432      2,705      9,111      1,788     -3,951        675       -227        -26     -3,491      3,908
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       11.4        0.8       48.3       33.5       17.5        8.9       18.6        1.4        4.7        2.3        0.0       17.8       14.5
 
Number of Traders in Each Category                                    Total Traders:       171 
         5         16          4         58         30         47         22         29         14          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 1,159,315
Positions
     4,912    204,442        783    712,427     32,525    177,560     25,928    632,551     15,723     42,719      5,251          0    179,263     90,480
 
Changes from:       July 23, 2019                                    Total Change is:     3,290
       211      1,285        604      1,307      2,213     -1,560     -3,582     -1,239      4,867      1,000       -500          0        443     -2,380
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       17.6        0.1       61.5        2.8       15.3        2.2       54.6        1.4        3.7        0.5        0.0       15.5        7.8
 
Number of Traders in Each Category                                    Total Traders:       134 
         .         12          .         69         14         53         10         22         13          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 3,836,364
Positions
   147,414    300,635     30,253  1,966,334    658,369    206,224    646,861  2,168,916    174,801    443,845    181,348      6,996    213,636    108,822
 
Changes from:       July 23, 2019                                    Total Change is:   139,752
    27,477    -14,731      3,421     88,855     44,659    -16,450     -1,219     84,285     32,351      9,968        190      1,779     -6,430      4,248
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        7.8        0.8       51.3       17.2        5.4       16.9       56.5        4.6       11.6        4.7        0.2        5.6        2.8
 
Number of Traders in Each Category                                    Total Traders:       378 
        27         29         14        122         28         75         67         58         41         29         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 3,924,022
Positions
   200,324    226,190     38,154  1,716,245    574,719    798,536    327,736  1,482,535    174,647    203,306    236,091     12,386    452,688    380,764
 
Changes from:       July 23, 2019                                    Total Change is:    63,060
    15,912    -24,263       -797     20,799    -39,161     19,048    -22,482     81,431     30,382       -267       -508       -424        889     -2,648
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        5.8        1.0       43.7       14.6       20.3        8.4       37.8        4.5        5.2        6.0        0.3       11.5        9.7
 
Number of Traders in Each Category                                    Total Traders:       394 
        27         31         15        105         66         96         66         59         50         25         15          7
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Traders in Financial Futures - Futures Only Positions as of July 30, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   772,455
Positions
    25,117     61,001      1,638    293,702    320,374    106,786    164,775     90,285     13,668     50,033     23,494          0    116,736    155,209
 
Changes from:       July 23, 2019                                    Total Change is:     3,814
       345    -10,845         82    -13,737      1,809        409      6,668      2,294      1,010       -527        142          0      9,564      8,913
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        7.9        0.2       38.0       41.5       13.8       21.3       11.7        1.8        6.5        3.0        0.0       15.1       20.1
 
Number of Traders in Each Category                                    Total Traders:       104 
         4          9          .         27         33         40         18          7          8          .          4          0
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Traders in Financial Futures - Futures Only Positions as of July 30, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,616,762
Positions
    78,201    446,063     51,645  2,233,220    791,911    807,001    410,778  1,676,566    252,411    430,662    293,160        789    352,055    297,216
 
Changes from:       July 23, 2019                                    Total Change is:    74,164
   -25,216     -2,468      9,874       -360     78,632     -5,792        512    -56,838     75,058      7,572     -4,922        -53     12,569    -19,327
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        9.7        1.1       48.4       17.2       17.5        8.9       36.3        5.5        9.3        6.3        0.0        7.6        6.4
 
Number of Traders in Each Category                                    Total Traders:       342 
        17         35         14         95         56         85         39         67         50         18         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 2,339,759
Positions
   617,425    385,893    671,554      9,521     53,581     45,549    360,007    623,703    433,661    147,385     53,992      8,029     46,628     63,797
 
Changes from:       July 23, 2019                                    Total Change is:   100,995
    33,390     23,204      9,928      5,119      3,737      2,286     48,265     62,403     -8,605      1,492        -34      1,228      7,892      6,848
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       16.5       28.7        0.4        2.3        1.9       15.4       26.7       18.5        6.3        2.3        0.3        2.0        2.7
 
Number of Traders in Each Category                                    Total Traders:       184 
        28         37         54          5          9          9         38         42         55          8         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is13,236,153
Positions
 2,471,867  1,739,802  2,973,300    408,408  2,286,884    541,872  2,405,660  1,107,850  3,495,030    101,592    126,036     64,455    773,969    900,924
 
Changes from:       July 23, 2019                                    Total Change is:   131,362
   124,447   -264,921    105,143     -3,332     93,035     12,288    -63,310    247,163    -62,112    -12,815     12,089     -5,990     37,043     -5,333
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       13.1       22.5        3.1       17.3        4.1       18.2        8.4       26.4        0.8        1.0        0.5        5.8        6.8
 
Number of Traders in Each Category                                    Total Traders:       269 
        38         34         67         13         28         27         58         57         97          9         14         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    80,469
Positions
     8,128     24,540     11,427      8,807      1,574        681     26,571     18,376     22,852        831          0        431        741        588
 
Changes from:       July 23, 2019                                    Total Change is:    12,013
    -1,900     11,835      1,992      2,409        250          4     11,547      1,008     -1,598        831       -569        248     -1,520     -1,157
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       30.5       14.2       10.9        2.0        0.8       33.0       22.8       28.4        1.0        0.0        0.5        0.9        0.7
 
Number of Traders in Each Category                                    Total Traders:        46 
         5         11          9          .          .          .         12          9         17          .          0          .
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Traders in Financial Futures - Futures Only Positions as of July 30, 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   139,947
Positions
    26,348     22,180     17,574      2,214      9,772     13,307     55,597     52,471     23,711        909        330         58        229        544
 
Changes from:       July 23, 2019                                    Total Change is:    24,558
    -1,775     10,823     -2,185      1,294      7,528      1,211     22,338      2,664      4,094       -257        330          0       -162         93
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       15.8       12.6        1.6        7.0        9.5       39.7       37.5       16.9        0.6        0.2        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        67 
         8         10          9          .          .          .         19         22         29          .          .          .
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Traders in Financial Futures - Futures Only Positions as of July 30, 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    21,985
Positions
        52      9,743          0      1,142      4,162          0     18,081      4,443         69      2,615      1,187          0         26      2,381
 
Changes from:       July 23, 2019                                    Total Change is:     1,872
         3      1,988          0          1        -40          0      5,068       -136          0     -3,200          0          0          0         60
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       44.3        0.0        5.2       18.9        0.0       82.2       20.2        0.3       11.9        5.4        0.0        0.1       10.8
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          5          0          .          9          0          .          5          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    11,224
Positions
     4,103      2,108          0      1,149      1,604          0      5,920      5,846          0          0        207          0         52      1,459
 
Changes from:       July 23, 2019                                    Total Change is:      -619
         6         83          0          0        -26          0       -626       -748          0          0          0          0          1         72
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       18.8        0.0       10.2       14.3        0.0       52.7       52.1        0.0        0.0        1.8        0.0        0.5       13.0
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          0          .          9          0          .          7          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    53,294
Positions
    19,226        110     16,597          0         40          0      2,040     17,028     13,640         30      4,110      1,746         15         23
 
Changes from:       July 23, 2019                                    Total Change is:     1,165
       839        -40          0          0          0          0     -3,280        662      2,091          0     -3,040      1,500         15         -8
 
Percent of Open Interest Represented by Each Category of Trader
      36.1        0.2       31.1        0.0        0.1        0.0        3.8       32.0       25.6        0.1        7.7        3.3        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          0          .          0          .          9          .          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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     4,302
Positions
        60          0          0        251        147          0      1,843      2,288          6        533      1,280         86      1,523        495
 
Changes from:       July 23, 2019                                    Total Change is:      -626
        20          0          0        149         36        -53       -365       -511        -53       -149        -90         14       -189         31
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        0.0        0.0        5.8        3.4        0.0       42.8       53.2        0.1       12.4       29.8        2.0       35.4       11.5
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          0          0          4          .          0         10         15          .         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    55,829
Positions
       673     27,522          0     24,505      3,137        523     23,740     19,594      1,494      1,242        873        216      3,436      2,470
 
Changes from:       July 23, 2019                                    Total Change is:     7,782
         0      1,225          0      4,217       -259         -2      2,967      6,506         76        -76        296          8        592        -68
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       49.3        0.0       43.9        5.6        0.9       42.5       35.1        2.7        2.2        1.6        0.4        6.2        4.4
 
Number of Traders in Each Category                                    Total Traders:        89 
         .          .          0         13          8          .         27         19         10         12          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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   456,757
Positions
   109,051     12,652     16,203    129,463    121,466     27,655     49,290    159,336     76,868     15,279      2,373      9,670     23,278     30,534
 
Changes from:       July 23, 2019                                    Total Change is:    16,568
     4,126      2,498       -190       -622     -1,274      1,869       -986     10,223      3,669        997       -321       -156      7,861        250
 
Percent of Open Interest Represented by Each Category of Trader
      23.9        2.8        3.5       28.3       26.6        6.1       10.8       34.9       16.8        3.3        0.5        2.1        5.1        6.7
 
Number of Traders in Each Category                                    Total Traders:       215 
        16         10         18         18         40         22         39         58         50         16          8         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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    26,067
Positions
     3,829        612      1,256     12,082     11,836      1,950      5,495     10,079        100      1,186        197          0        169         37
 
Changes from:       July 23, 2019                                    Total Change is:       -13
      -199        -60         60       -298        409        298         87       -709          0         38          1          0          1        -12
 
Percent of Open Interest Represented by Each Category of Trader
      14.7        2.3        4.8       46.3       45.4        7.5       21.1       38.7        0.4        4.5        0.8        0.0        0.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          .          .          9          6          .          .          9          .         10          .          0
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Updated August 02, 2019