Traders in Financial Futures - Futures Only Positions as of August 13, 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   160,861
Positions
    14,899     77,598      2,332     45,576     13,641      3,590     38,280     26,006     10,299     11,493      3,976          0     34,392     23,419
 
Changes from:       August 6, 2019                                   Total Change is:   -11,796
     2,683     -6,372        592     -7,092         36       -305     -8,680     -3,490        325       -181          0          0        862     -2,582
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       48.2        1.4       28.3        8.5        2.2       23.8       16.2        6.4        7.1        2.5        0.0       21.4       14.6
 
Number of Traders in Each Category                                    Total Traders:        97 
        10          5          5         17         13          9         20         19         13         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    54,267
Positions
    22,327      7,757         82      2,756     12,111        627     15,867     13,276        389        971        818          0     11,248     19,207
 
Changes from:       August 6, 2019                                   Total Change is:    -2,449
    -1,699      4,427         45        310     -2,582       -392       -859     -2,959         34         40        -20          0         72     -1,002
 
Percent of Open Interest Represented by Each Category of Trader
      41.1       14.3        0.2        5.1       22.3        1.2       29.2       24.5        0.7        1.8        1.5        0.0       20.7       35.4
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          6          .          4          9          .          9         13          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   273,931
Positions
   159,601      5,530        883     43,746    130,519      6,529     24,160     66,197      9,387      1,795     10,630          0     27,830     44,256
 
Changes from:       August 6, 2019                                   Total Change is:   -22,973
    -9,397      1,466       -989        326    -12,059     -1,131    -11,290    -12,004     -1,363        667      2,675          0        204        432
 
Percent of Open Interest Represented by Each Category of Trader
      58.3        2.0        0.3       16.0       47.6        2.4        8.8       24.2        3.4        0.7        3.9        0.0       10.2       16.2
 
Number of Traders in Each Category                                    Total Traders:       131 
        10          5          4         11         33         10         21         43         15          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   160,271
Positions
     5,259     58,656        552     45,795     30,627     11,290     48,601     22,550      8,884      8,183        805          2     31,705     26,905
 
Changes from:       August 6, 2019                                   Total Change is:     6,933
     1,316     10,186       -507       -466     -5,729        669      3,707        -43      3,022      1,743     -1,400          0     -2,551        735
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       36.6        0.3       28.6       19.1        7.0       30.3       14.1        5.5        5.1        0.5        0.0       19.8       16.8
 
Number of Traders in Each Category                                    Total Traders:       120 
         5         10          4         27         19         13         32         23         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   550,607
Positions
    38,480    131,449      4,157    337,807    165,411     29,489     28,720    137,251      9,710     19,174      9,613        228     82,842     63,299
 
Changes from:       August 6, 2019                                   Total Change is:     5,154
    -9,464     17,897        263     26,582    -23,806        279    -13,570      9,617        641        350     -1,012        -78        151      1,353
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       23.9        0.8       61.4       30.0        5.4        5.2       24.9        1.8        3.5        1.7        0.0       15.0       11.5
 
Number of Traders in Each Category                                    Total Traders:       269 
        18         14         12         81         44         44         28         50         21         21         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    28,192
Positions
       595      9,979          0     10,228      4,756      1,741        517      5,067          4          0        589          2     15,105      6,054
 
Changes from:       August 6, 2019                                   Total Change is:      -472
        10       -223          0       -530        767       -713          0       -784          4          0          0          0        757        477
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       35.4        0.0       36.3       16.9        6.2        1.8       18.0        0.0        0.0        2.1        0.0       53.6       21.5
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0         13          4          9          .          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    25,450
Positions
     3,987      3,243        501      4,352     11,268      3,575      6,226        407          2          0          0          0      6,807      6,454
 
Changes from:       August 6, 2019                                   Total Change is:      -929
        10     -1,156          0     -1,121      1,337        177        343       -573          0          0     -1,462        -33       -305        781
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       12.7        2.0       17.1       44.3       14.0       24.5        1.6        0.0        0.0        0.0        0.0       26.7       25.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          5          9          8          4          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   175,597
Positions
    88,556      7,457      1,699     13,458     56,714      2,823     34,400     59,802      4,332          0      1,800          0     30,329     40,970
 
Changes from:       August 6, 2019                                   Total Change is:    -2,426
     6,786     -4,693      1,115       -155     -1,984       -731     -6,694      3,392          9       -700          0          0     -2,056        466
 
Percent of Open Interest Represented by Each Category of Trader
      50.4        4.2        1.0        7.7       32.3        1.6       19.6       34.1        2.5        0.0        1.0        0.0       17.3       23.3
 
Number of Traders in Each Category                                    Total Traders:        92 
         9          5          5         11         20          8         18         28         12          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    66,054
Positions
       483     49,178          0     54,003          0        408      8,485     13,873        305        379      1,202          0      1,991      1,088
 
Changes from:       August 6, 2019                                   Total Change is:    -7,981
       483       -194          0    -13,121          0        408      3,825     -8,831        305          0        371          0        119        -40
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       74.5        0.0       81.8        0.0        0.6       12.8       21.0        0.5        0.6        1.8        0.0        3.0        1.6
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          6          0          9          0          .         11          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   212,499
Positions
     2,331    156,092        800    118,960      9,057        820     79,307     25,662      1,299      2,995     15,413          0      5,987      3,356
 
Changes from:       August 6, 2019                                   Total Change is:    -9,895
       962     -3,184       -101     -5,831       -329     -1,490     -3,290     -3,739       -120         29       -946          0        -54         14
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       73.5        0.4       56.0        4.3        0.4       37.3       12.1        0.6        1.4        7.3        0.0        2.8        1.6
 
Number of Traders in Each Category                                    Total Traders:       150 
         4         10          .         29          9          6         44         33          7         10         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    30,347
Positions
     1,400      8,029          0      3,072     12,067          0     22,595      8,352         85        926        470          0      2,269      1,344
 
Changes from:       August 6, 2019                                   Total Change is:     9,425
     1,050          0          0     -1,204     11,157       -125      9,827     -1,892         61          8         -5          0       -192        229
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       26.5        0.0       10.1       39.8        0.0       74.5       27.5        0.3        3.1        1.5        0.0        7.5        4.4
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          0          .          5          0          9         13          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    59,895
Positions
    33,249      5,071          9      3,174     23,688        413     16,864     19,350      2,267      1,255      2,615          5      2,659      6,477
 
Changes from:       August 6, 2019                                   Total Change is:     2,764
       671     -3,757          9     -6,005      4,970       -185      8,464      1,273       -529        627        389          5       -293        589
 
Percent of Open Interest Represented by Each Category of Trader
      55.5        8.5        0.0        5.3       39.5        0.7       28.2       32.3        3.8        2.1        4.4        0.0        4.4       10.8
 
Number of Traders in Each Category                                    Total Traders:       106 
         9          .          .          7         21          .         22         31          9          5          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    16,002
Positions
     2,610      4,153          0     12,481      2,275          0        379      7,238          1          0        276          0        531      2,059
 
Changes from:       August 6, 2019                                   Total Change is:    -9,800
       122          0          0    -10,155        -92          0        249    -10,311          1          0        156          0        -17        446
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       26.0        0.0       78.0       14.2        0.0        2.4       45.2        0.0        0.0        1.7        0.0        3.3       12.9
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          .          4          0          .         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    45,609
Positions
     5,794     29,528      1,280     15,199      2,109        601     13,326      2,110        463      1,191      1,125          0      7,757      8,395
 
Changes from:       August 6, 2019                                   Total Change is:    -3,520
       -38     -4,175        174     -2,343        296        111     -1,135       -481        -58       -495         25          0        264        589
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       64.7        2.8       33.3        4.6        1.3       29.2        4.6        1.0        2.6        2.5        0.0       17.0       18.4
 
Number of Traders in Each Category                                    Total Traders:        89 
         9         21          5         16          6          4         21          8          5          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    91,218
Positions
    11,587     59,055      2,559     30,397      4,217      1,202     26,652      4,220        925      2,382      2,250          0     15,514     16,790
 
Changes from:       August 6, 2019                                   Total Change is:    -7,039
       -76     -8,349        348     -4,685        592        222     -2,270       -962       -116       -990         49          0        528      1,177
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       64.7        2.8       33.3        4.6        1.3       29.2        4.6        1.0        2.6        2.5        0.0       17.0       18.4
 
Number of Traders in Each Category                                    Total Traders:        89 
         9         21          5         16          6          4         21          8          5          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    36,111
Positions
         0     31,756        265     33,019          0        496        510      1,803          0          0      1,344          0      1,821        447
 
Changes from:       August 6, 2019                                   Total Change is:    10,666
    -1,226     10,584          0     12,136       -206        106          0        115          0          0        120          0       -350        -53
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       87.9        0.7       91.4        0.0        1.4        1.4        5.0        0.0        0.0        3.7        0.0        5.0        1.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          7          .         12          0          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   541,120
Positions
    47,105    105,194     20,172    286,968    135,107     55,994     25,064     73,819     17,232     18,202     65,863      1,227     69,157     66,514
 
Changes from:       August 6, 2019                                   Total Change is:    -7,911
     4,888     -9,166      3,750     -7,538     -1,746     -3,153     -8,405      6,556     -1,227       -826     -1,158         -7      4,607     -1,760
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       19.4        3.7       53.0       25.0       10.3        4.6       13.6        3.2        3.4       12.2        0.2       12.8       12.3
 
Number of Traders in Each Category                                    Total Traders:       564 
        30         40         33        158        100        115         59        103         56         28         46         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    30,078
Positions
     5,913     12,179          0      3,810      1,051          0      5,381      3,844         30          0          0          0     14,944     12,974
 
Changes from:       August 6, 2019                                   Total Change is:     1,536
     2,771       -774         -2        -81          0          0        370       -485       -292          0          0          0     -1,230      3,089
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       40.5        0.0       12.7        3.5        0.0       17.9       12.8        0.1        0.0        0.0        0.0       49.7       43.1
 
Number of Traders in Each Category                                    Total Traders:        26 
         5          7          0          .          .          0          5          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is     7,846
Positions
     2,521      6,561          1      3,241          0         45        581        431          0          0          0          0      1,457        808
 
Changes from:       August 6, 2019                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       83.6        0.0       41.3        0.0        0.6        7.4        5.5        0.0        0.0        0.0        0.0       18.6       10.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          7          .          6          0          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 2,555,212
Positions
   232,037    491,152     74,780  1,418,872    673,362    276,889    125,150    376,611     59,273     91,011    329,314      6,133    271,067    267,698
 
Changes from:       August 6, 2019                                   Total Change is:   -47,236
    14,078    -38,468     15,267    -37,380     -8,821    -15,672    -51,145     27,933      2,595     -4,131     -5,791        -33     29,185    -24,246
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       19.2        2.9       55.5       26.4       10.8        4.9       14.7        2.3        3.6       12.9        0.2       10.6       10.5
 
Number of Traders in Each Category                                    Total Traders:       561 
        31         38         31        159         99        115         58        102         54         28         46         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    17,866
Positions
     6,672     13,003          0      7,764          0        742        232        837          0          0        302          0      2,456      2,982
 
Changes from:       August 6, 2019                                   Total Change is:    -1,156
       -58     -1,202         -5     -1,093          0          0       -358          0          0          0          0          0        358         51
 
Percent of Open Interest Represented by Each Category of Trader
      37.3       72.8        0.0       43.5        0.0        4.2        1.3        4.7        0.0        0.0        1.7        0.0       13.7       16.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          7          0          6          0          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    18,666
Positions
     4,638     13,473          0     11,734          0          0        425        631          0          0          0          0      1,869      4,562
 
Changes from:       August 6, 2019                                   Total Change is:     1,905
       480      2,181          0      2,163          0          0       -370         60          0          0          0          0       -368       -336
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       72.2        0.0       62.9        0.0        0.0        2.3        3.4        0.0        0.0        0.0        0.0       10.0       24.4
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          7          0          6          0          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    15,263
Positions
     7,975      5,576          0      2,780      7,905      1,074      1,213          0          1          0          0          0      2,220        707
 
Changes from:       August 6, 2019                                   Total Change is:    -1,054
    -1,000     -1,143          0       -111        247         -2        278       -207          1          0          0          0       -220         50
 
Percent of Open Interest Represented by Each Category of Trader
      52.3       36.5        0.0       18.2       51.8        7.0        7.9        0.0        0.0        0.0        0.0        0.0       14.5        4.6
 
Number of Traders in Each Category                                    Total Traders:        25 
         6          7          0          .          5          .          4          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    69,578
Positions
     8,954     11,430        725     45,471     38,799      2,450      1,649      4,001        337          0      7,816          0      9,992      4,020
 
Changes from:       August 6, 2019                                   Total Change is:      -630
        36        339        266      1,455     -2,038        -81     -1,270        787       -315          0        -60          0       -721        472
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       16.4        1.0       65.4       55.8        3.5        2.4        5.8        0.5        0.0       11.2        0.0       14.4        5.8
 
Number of Traders in Each Category                                    Total Traders:        80 
         6          8          .         35         17         10          5          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    38,828
Positions
     7,629      8,546        365     17,298      7,056      1,085      4,569     10,000        858        685      2,785          5      6,335      8,129
 
Changes from:       August 6, 2019                                   Total Change is:    -2,155
       665       -990        -80     -1,660       -238       -214       -772       -176        -63         15         26          0        -47       -421
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       22.0        0.9       44.5       18.2        2.8       11.8       25.8        2.2        1.8        7.2        0.0       16.3       20.9
 
Number of Traders in Each Category                                    Total Traders:       237 
        21         25          4         54         32         28         24         51         18         11         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   194,142
Positions
    38,145     42,729      1,825     86,488     35,282      5,423     22,846     49,999      4,290      3,425     13,923         25     31,675     40,646
 
Changes from:       August 6, 2019                                   Total Change is:   -10,773
     3,325     -4,948       -399     -8,299     -1,189     -1,069     -3,859       -881       -314         77        132         -1       -234     -2,104
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       22.0        0.9       44.5       18.2        2.8       11.8       25.8        2.2        1.8        7.2        0.0       16.3       20.9
 
Number of Traders in Each Category                                    Total Traders:       237 
        21         25          4         54         32         28         24         51         18         11         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   449,075
Positions
    96,855     40,443      9,282    216,072    230,013     33,685     53,661     74,161     10,014     10,017     31,651          8     19,481     19,818
 
Changes from:       August 6, 2019                                   Total Change is:    -4,676
     4,065      2,052      1,164     -1,793      4,620         18     -7,926    -10,240       -220        156       -428          0       -140     -1,642
 
Percent of Open Interest Represented by Each Category of Trader
      21.6        9.0        2.1       48.1       51.2        7.5       11.9       16.5        2.2        2.2        7.0        0.0        4.3        4.4
 
Number of Traders in Each Category                                    Total Traders:       292 
        26         20          6         71         57         45         35         57         18         10         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    28,836
Positions
     2,174      3,799        329     11,439        590         29      6,990     19,380      1,073      1,822          0          0      4,980      3,636
 
Changes from:       August 6, 2019                                   Total Change is:       463
       677       -244        217          2          0         -1       -209          5        494        -45          0          0       -672         -8
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       13.2        1.1       39.7        2.0        0.1       24.2       67.2        3.7        6.3        0.0        0.0       17.3       12.6
 
Number of Traders in Each Category                                    Total Traders:        36 
         5          .          .         13          .          .          6          5          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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    57,203
Positions
     6,410     14,286        167     13,397     16,624        824     25,708      9,490      2,098      1,145      1,279          0      7,454     12,435
 
Changes from:       August 6, 2019                                   Total Change is:    -1,768
     1,477      2,145        -71     -2,383     -1,196       -495      1,111    -10,106        469          0        -48          0     -1,876      7,534
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       25.0        0.3       23.4       29.1        1.4       44.9       16.6        3.7        2.0        2.2        0.0       13.0       21.7
 
Number of Traders in Each Category                                    Total Traders:        72 
        10         10          .         13          9         10         16         10          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   347,640
Positions
    37,623    186,849      1,459    251,972    108,996     26,550     20,323      7,707        376      1,065      8,310          0      8,272      7,393
 
Changes from:       August 6, 2019                                   Total Change is:     2,957
     2,457        192     -1,606     -4,938      3,752      4,198      5,570    -12,112        -29     -1,726      6,570          0       -969      1,992
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       53.7        0.4       72.5       31.4        7.6        5.8        2.2        0.1        0.3        2.4        0.0        2.4        2.1
 
Number of Traders in Each Category                                    Total Traders:       171 
        13         13          5         64         43         32         17         12          4          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 1,243,156
Positions
    96,930    702,798      3,362    858,067    355,248    106,988    110,138     29,591      4,020     26,162     13,752      5,428     32,061     21,969
 
Changes from:       August 6, 2019                                   Total Change is:   -14,509
     5,187    -54,230     -3,254    -22,889     38,040     -2,385      7,781      4,467       -494       -727       -799      1,361        911      2,785
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       56.5        0.3       69.0       28.6        8.6        8.9        2.4        0.3        2.1        1.1        0.4        2.6        1.8
 
Number of Traders in Each Category                                    Total Traders:       414 
        29         18          8        158         83         87         50         33         18         28         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   118,797
Positions
    46,012     68,288     49,118      5,904        420        560     15,322          0        306      1,550          0          0         25        105
 
Changes from:       August 6, 2019                                   Total Change is:       -30
      -368        552        -82          0          0          0        708       -500          0        300          0          0       -588          0
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       57.5       41.3        5.0        0.4        0.5       12.9        0.0        0.3        1.3        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        35 
         4         18         10          5          .          .          5          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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   998,940
Positions
    17,026    117,792      5,124    468,771    302,599    181,771     74,885    203,853     22,027     57,234     33,856        373    171,729    131,545
 
Changes from:       August 6, 2019                                   Total Change is:    23,970
       839     18,721     -4,142      6,660    -20,563      9,669         84     14,067      3,203      8,542      9,845       -190       -695     -6,640
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       11.8        0.5       46.9       30.3       18.2        7.5       20.4        2.2        5.7        3.4        0.0       17.2       13.2
 
Number of Traders in Each Category                                    Total Traders:       192 
         7         21          8         61         29         53         20         38         23         10          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 1,224,607
Positions
    13,449    207,262      7,129    744,948     25,054    171,099     28,901    683,119     37,222     41,196      5,381          0    180,663     88,341
 
Changes from:       August 6, 2019                                   Total Change is:    34,005
     9,046       -941      6,646      2,450     -8,526       -869      1,825     25,055     12,359        527        460          0      2,021       -179
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       16.9        0.6       60.8        2.0       14.0        2.4       55.8        3.0        3.4        0.4        0.0       14.8        7.2
 
Number of Traders in Each Category                                    Total Traders:       140 
         .         14          6         67         13         56         12         26         19          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 3,985,486
Positions
   158,212    252,862     63,270  1,918,911    642,807    199,557    642,145  2,174,135    336,255    441,948    178,079      6,928    218,260    131,593
 
Changes from:       August 6, 2019                                   Total Change is:    27,969
    23,723    -48,591     20,491    -34,925    -26,542     -1,858    -17,005    -32,086     93,815    -53,302      3,656       -437     -2,533     19,521
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        6.3        1.6       48.1       16.1        5.0       16.1       54.6        8.4       11.1        4.5        0.2        5.5        3.3
 
Number of Traders in Each Category                                    Total Traders:       366 
        28         27         15        118         28         76         57         62         49         27         18          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 2019                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,038,857
Positions
   199,316    306,210     62,734  1,737,889    636,530    782,382    324,614  1,347,370    231,392    218,545    272,920     12,904    469,081    386,415
 
Changes from:       August 6, 2019                                   Total Change is:    28,546
    18,389     59,433      4,708     17,891     -4,441    -29,303      4,679      8,202     11,277     -2,786    -11,828          1      3,690     -9,503
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        7.6        1.6       43.0       15.8       19.4        8.0       33.4        5.7        5.4        6.8        0.3       11.6        9.6
 
Number of Traders in Each Category                                    Total Traders:       408 
        27         38         22        104         64        104         69         63         50         27         16          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 2019                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   797,138
Positions
    48,036     52,637      1,357    332,826    280,467    120,710    108,800    148,839     10,652     54,947     19,266          0    119,810    163,210
 
Changes from:       August 6, 2019                                   Total Change is:     9,946
    31,848     -9,939        559        448      4,766     -1,104    -25,925     16,931       -326          0     -1,736          0      4,446        795
 
Percent of Open Interest Represented by Each Category of Trader
       6.0        6.6        0.2       41.8       35.2       15.1       13.6       18.7        1.3        6.9        2.4        0.0       15.0       20.5
 
Number of Traders in Each Category                                    Total Traders:       106 
         5          9          .         32         27         40         13         15          9          .          .          0
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Traders in Financial Futures - Futures Only Positions as of August 13, 2019                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,643,743
Positions
    78,819    438,595     74,825  2,085,280    736,402    875,831    392,389  1,585,799    368,694    406,570    252,455      2,713    358,622    308,429
 
Changes from:       August 6, 2019                                   Total Change is:   -35,556
   -11,147    -43,409     25,478   -146,158    -14,772     48,152    -12,006    -83,347     49,995       -327    -19,635        525      9,932      1,457
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        9.4        1.6       44.9       15.9       18.9        8.4       34.1        7.9        8.8        5.4        0.1        7.7        6.6
 
Number of Traders in Each Category                                    Total Traders:       341 
        17         35         16         92         48         82         39         74         49         17         19          4
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Traders in Financial Futures - Futures Only Positions as of August 13, 2019                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,856,593
Positions
   444,436    289,249    626,843     10,352     36,975     43,548    228,666    422,542    354,091     97,795     23,129      9,357     41,505     50,859
 
Changes from:       August 6, 2019                                   Total Change is:   -74,971
   -87,053    -20,842      1,871       -468         99      5,188      1,302    -67,024      7,511     -2,702      1,371     -1,215        595     -1,930
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       15.6       33.8        0.6        2.0        2.3       12.3       22.8       19.1        5.3        1.2        0.5        2.2        2.7
 
Number of Traders in Each Category                                    Total Traders:       154 
        27         34         50          .          7          4         31         37         54          7          6          5
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Traders in Financial Futures - Futures Only Positions as of August 13, 2019                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is13,357,711
Positions
 1,849,269  1,852,847  3,168,465    338,480  2,430,703    478,282  3,012,398    698,576  3,572,013    145,626    132,625     70,926    722,252    953,274
 
Changes from:       August 6, 2019                                   Total Change is:   -57,369
  -162,867     52,684    -11,766    -38,187     98,478    -64,735    301,113    -46,682    -55,079     -3,324      2,482      9,371    -31,895    -42,122
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       13.9       23.7        2.5       18.2        3.6       22.6        5.2       26.7        1.1        1.0        0.5        5.4        7.1
 
Number of Traders in Each Category                                    Total Traders:       259 
        36         37         68         13         25         22         65         48         94         11         13         11
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Traders in Financial Futures - Futures Only Positions as of August 13, 2019                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    98,108
Positions
     3,953     38,947     13,717      8,841      1,824        105     39,108     11,178     30,105        321        665        935      1,023        632
 
Changes from:       August 6, 2019                                   Total Change is:    14,611
    -2,451      8,397      1,970        -45        250        105     11,986        168      2,489       -151        665        374        334        193
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       39.7       14.0        9.0        1.9        0.1       39.9       11.4       30.7        0.3        0.7        1.0        1.0        0.6
 
Number of Traders in Each Category                                    Total Traders:        47 
         .         12          9          .          .          .          8         16         19          .          .          .
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Traders in Financial Futures - Futures Only Positions as of August 13, 2019                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   124,554
Positions
    24,421     17,007     13,696      2,265     17,635      7,222     47,570     39,879     28,342        602        313        235        201        225
 
Changes from:       August 6, 2019                                   Total Change is:     7,346
     3,021      3,471        480          0      1,442     -1,816      3,808      1,491      2,303        477        -91        160     -1,087        -94
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       13.7       11.0        1.8       14.2        5.8       38.2       32.0       22.8        0.5        0.3        0.2        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        69 
        10          9         10          .          .          .         18         22         27          .          .          .
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Traders in Financial Futures - Futures Only Positions as of August 13, 2019                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    26,600
Positions
        80     15,326          0      1,254      4,076          0     20,102      4,226         67      5,073      1,202          0         24      1,703
 
Changes from:       August 6, 2019                                   Total Change is:     1,574
         6      2,076          0          5         -4          0     -1,658         95         -2      3,215          0          0          8       -591
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       57.6        0.0        4.7       15.3        0.0       75.6       15.9        0.3       19.1        4.5        0.0        0.1        6.4
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          4          0          .          9          0          4          4          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of August 13, 2019                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is     9,741
Positions
     4,157      2,858          0      1,182      1,510          0      4,368      3,098          0          0        207          0         34      2,068
 
Changes from:       August 6, 2019                                   Total Change is:    -1,154
        29       -280          0          0         23          0     -1,177     -1,206          0          0          0          0         -6        309
 
Percent of Open Interest Represented by Each Category of Trader
      42.7       29.3        0.0       12.1       15.5        0.0       44.8       31.8        0.0        0.0        2.1        0.0        0.3       21.2
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          .          0          .          9          0          5          6          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of August 13, 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    48,944
Positions
    17,836        312     16,597          0        120          0          0     13,342     12,729         30      4,085      1,746          6         13
 
Changes from:       August 6, 2019                                   Total Change is:    -3,616
       400         42          0          0         80          0     -3,106     -2,792       -911          0        -25          0          1        -10
 
Percent of Open Interest Represented by Each Category of Trader
      36.4        0.6       33.9        0.0        0.2        0.0        0.0       27.3       26.0        0.1        8.3        3.6        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          .          0          .          0          0         12          .          .          5          .
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Traders in Financial Futures - Futures Only Positions as of August 13, 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     4,729
Positions
         0         50          0        222        224          0      2,002      2,480         20        647      1,346         90      1,748        519
 
Changes from:       August 6, 2019                                   Total Change is:        37
         0         50          0        -38          0          0        155        216        -15        -66       -240         53        -52        -27
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        1.1        0.0        4.7        4.7        0.0       42.3       52.4        0.4       13.7       28.5        1.9       37.0       11.0
 
Number of Traders in Each Category                                    Total Traders:        45 
         0          .          0          .          .          0         13         13          .         12          .          .
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Traders in Financial Futures - Futures Only Positions as of August 13, 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    55,000
Positions
       603     29,257          0     25,007      2,318        475     21,907     18,183      2,193      1,189        743        167      3,459      1,664
 
Changes from:       August 6, 2019                                   Total Change is:      -694
       -90          0          0     -1,513       -959        -28         33        334        533         28       -185        -59        402       -330
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       53.2        0.0       45.5        4.2        0.9       39.8       33.1        4.0        2.2        1.4        0.3        6.3        3.0
 
Number of Traders in Each Category                                    Total Traders:        95 
         .          .          0         16          6          .         31         21         13         12          6          .
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Traders in Financial Futures - Futures Only Positions as of August 13, 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   404,190
Positions
    80,825     24,180     22,102    138,071     67,096     21,222     32,570    157,992     65,501      8,160      5,269     13,210     22,529     27,618
 
Changes from:       August 6, 2019                                   Total Change is:   -26,110
   -15,978     -5,291      3,913      5,587     -9,425       -633    -11,744     -7,306     -4,003     -1,646     -1,576        876     -2,482     -2,665
 
Percent of Open Interest Represented by Each Category of Trader
      20.0        6.0        5.5       34.2       16.6        5.3        8.1       39.1       16.2        2.0        1.3        3.3        5.6        6.8
 
Number of Traders in Each Category                                    Total Traders:       212 
        16         16         19         32         22         21         29         68         56          7         11         16
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Traders in Financial Futures - Futures Only Positions as of August 13, 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    27,734
Positions
     3,416        544      1,340      8,372     14,661      2,721     10,700      8,058        101        918        262          0        166         47
 
Changes from:       August 6, 2019                                   Total Change is:    -2,289
      -503        -59         59       -661       -746     -1,905        936        302          0       -201         45          0        -14         15
 
Percent of Open Interest Represented by Each Category of Trader
      12.3        2.0        4.8       30.2       52.9        9.8       38.6       29.1        0.4        3.3        0.9        0.0        0.6        0.2
 
Number of Traders in Each Category                                    Total Traders:        48 
         4          .          .         10          6          .          4          8          .         12          .          0
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Updated August 16, 2019