Traders in Financial Futures - Futures Only Positions as of September 3, 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   167,396
Positions
    23,883     65,513      3,567     39,368     26,238      4,137     42,276     25,652      9,397     10,630      3,976         19     34,119     28,897
 
Changes from:       August 27, 2019                                  Total Change is:     8,475
     3,602     -3,636      1,073     -1,865      5,442        428      5,438      1,358      1,395       -724          0         17       -889      2,398
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       39.1        2.1       23.5       15.7        2.5       25.3       15.3        5.6        6.4        2.4        0.0       20.4       17.3
 
Number of Traders in Each Category                                    Total Traders:        98 
        10          5          8         14         15         11         22         19         10         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    60,867
Positions
    24,462      7,105        735      2,531     16,321      1,316     19,617     11,277      1,195        931      1,318          0     10,080     21,600
 
Changes from:       August 27, 2019                                  Total Change is:     5,616
     2,373     -1,003        638     -1,020      3,521        279      2,863        269        188        -69        500          0        364      1,224
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       11.7        1.2        4.2       26.8        2.2       32.2       18.5        2.0        1.5        2.2        0.0       16.6       35.5
 
Number of Traders in Each Category                                    Total Traders:        49 
         5          5          .          4         10          5         10         12          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   272,396
Positions
   156,277      5,018      1,618     43,904    125,297      6,451     27,050     63,914     11,456        515     10,159          0     25,125     48,483
 
Changes from:       August 27, 2019                                  Total Change is:    -1,254
    -6,158       -874       -343       -203      1,174         -5        533     -1,948      1,393        515       -171          0      3,014       -480
 
Percent of Open Interest Represented by Each Category of Trader
      57.4        1.8        0.6       16.1       46.0        2.4        9.9       23.5        4.2        0.2        3.7        0.0        9.2       17.8
 
Number of Traders in Each Category                                    Total Traders:       136 
        10          5          6         11         34         10         19         50         19          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   157,788
Positions
     3,632     61,177      1,041     41,960     34,229     10,105     51,589     20,379      3,327      8,113        805          0     38,021     26,725
 
Changes from:       August 27, 2019                                  Total Change is:       -74
       -57     -1,214        173       -719        -67        766     -3,548      3,182       -684          0       -939          0      3,995     -1,291
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       38.8        0.7       26.6       21.7        6.4       32.7       12.9        2.1        5.1        0.5        0.0       24.1       16.9
 
Number of Traders in Each Category                                    Total Traders:       108 
         .         13          6         21         20         14         33         16         14          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   546,954
Positions
    50,038    116,421      4,820    300,518    174,966     31,631     48,225    138,243      8,561     19,455     10,277        316     83,390     61,719
 
Changes from:       August 27, 2019                                  Total Change is:    21,889
     8,940     -7,320      1,599     -6,886      6,988      3,166     14,295     16,418        313        434       -379         72        -44      1,032
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       21.3        0.9       54.9       32.0        5.8        8.8       25.3        1.6        3.6        1.9        0.1       15.2       11.3
 
Number of Traders in Each Category                                    Total Traders:       289 
        20         12         14         78         47         42         41         52         19         24         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    26,616
Positions
       578      9,962          0      9,021      3,667      2,542        922      3,659         34          0        589          2     13,517      6,161
 
Changes from:       August 27, 2019                                  Total Change is:      -616
        -9         -1          0     -1,086        -59       -109        400       -377         34          0          0          0        154       -104
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       37.4        0.0       33.9       13.8        9.6        3.5       13.7        0.1        0.0        2.2        0.0       50.8       23.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0         12          4          9          .          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    23,971
Positions
     4,038      3,020        503      4,235     10,541      3,896      5,122          0          4          0          0          0      6,173      6,007
 
Changes from:       August 27, 2019                                  Total Change is:      -484
         3        -55          5        -88        -44         59       -476          0         -9          0          0          0         22       -440
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       12.6        2.1       17.7       44.0       16.3       21.4        0.0        0.0        0.0        0.0        0.0       25.8       25.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          5          9          8          4          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   174,021
Positions
    86,671      7,810      6,299     14,196     55,268      3,675     31,266     58,475      1,601          0      1,940          0     30,313     38,953
 
Changes from:       August 27, 2019                                  Total Change is:     8,269
       -52      2,001      5,120        640       -770        606      1,104      4,132        340          0          0          0        511     -3,160
 
Percent of Open Interest Represented by Each Category of Trader
      49.8        4.5        3.6        8.2       31.8        2.1       18.0       33.6        0.9        0.0        1.1        0.0       17.4       22.4
 
Number of Traders in Each Category                                    Total Traders:        93 
         8          5          6         12         20         10         18         28         12          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    63,975
Positions
     2,064     48,956          0     51,906        111         64      7,707     11,781        319        440      1,240          0      1,475      1,504
 
Changes from:       August 27, 2019                                  Total Change is:    -1,189
       -60       -238          0         65        111        -96       -794       -778       -107          0       -283          0       -197        202
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       76.5        0.0       81.1        0.2        0.1       12.0       18.4        0.5        0.7        1.9        0.0        2.3        2.4
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          5          0          8          .          .         10          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   187,869
Positions
     6,237    128,643      1,076     96,443      9,536        250     73,443     25,733      3,283      1,622     15,292          0      5,515      4,056
 
Changes from:       August 27, 2019                                  Total Change is:    -1,267
     3,169       -789        -93     -4,641        283     -1,200        643     -1,831      1,942       -361         83          0       -726        338
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       68.5        0.6       51.3        5.1        0.1       39.1       13.7        1.7        0.9        8.1        0.0        2.9        2.2
 
Number of Traders in Each Category                                    Total Traders:       143 
         6          8          .         20         14          .         42         38         10          5         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    74,950
Positions
     1,525      8,888     22,857      3,399     29,879          0     42,835      9,988        399        894        885          0      3,041      2,054
 
Changes from:       August 27, 2019                                  Total Change is:     4,211
       -75        131          0        557      2,587          0      3,091      1,251        106        161        -28       -100        471        264
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       11.9       30.5        4.5       39.9        0.0       57.2       13.3        0.5        1.2        1.2        0.0        4.1        2.7
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          .          .          .          6          0         11         19          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    67,827
Positions
    40,187          0        109      3,209     31,424        512     18,371     27,831      1,246      1,188      2,448          5      3,000      4,252
 
Changes from:       August 27, 2019                                  Total Change is:     3,155
     2,861          0         19       -140      2,915         28      1,402      2,174        245        194       -344          0     -1,454     -1,882
 
Percent of Open Interest Represented by Each Category of Trader
      59.2        0.0        0.2        4.7       46.3        0.8       27.1       41.0        1.8        1.8        3.6        0.0        4.4        6.3
 
Number of Traders in Each Category                                    Total Traders:       113 
        12          0          .          7         28          .         24         29          9          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    14,861
Positions
     3,351      4,097          0      6,309      2,260          0      4,404      6,182         91        120        193          0        586      2,038
 
Changes from:       August 27, 2019                                  Total Change is:      -247
         0          0          0        545        -49       -250       -801        105         64        120         37          0         75       -154
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       27.6        0.0       42.5       15.2        0.0       29.6       41.6        0.6        0.8        1.3        0.0        3.9       13.7
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          .          .          0          4         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    40,519
Positions
     6,785     24,925      1,007     11,261      1,663        543     12,057      1,961        227      1,091      1,200          0      7,549      8,994
 
Changes from:       August 27, 2019                                  Total Change is:       324
      -107        -79        153        214       -144        -94       -146        134        -19       -100        107          0        422        265
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       61.5        2.5       27.8        4.1        1.3       29.8        4.8        0.6        2.7        3.0        0.0       18.6       22.2
 
Number of Traders in Each Category                                    Total Traders:        84 
        10         21          5         13          5          .         22          6          6          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    81,037
Positions
    13,569     49,850      2,014     22,521      3,325      1,086     24,114      3,922        453      2,182      2,400          0     15,098     17,987
 
Changes from:       August 27, 2019                                  Total Change is:       647
      -214       -158        306        427       -287       -187       -291        267        -38       -200        214          0        844        530
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       61.5        2.5       27.8        4.1        1.3       29.8        4.8        0.6        2.7        3.0        0.0       18.6       22.2
 
Number of Traders in Each Category                                    Total Traders:        84 
        10         21          5         13          5          .         22          6          6          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    38,223
Positions
         0     33,455        265     33,786          0        595        510      1,304          0      1,000      1,404          0      2,067      1,200
 
Changes from:       August 27, 2019                                  Total Change is:      -794
         0       -345          0       -718          0         40          0       -368          0          0          0          0       -116       -121
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       87.5        0.7       88.4        0.0        1.6        1.3        3.4        0.0        2.6        3.7        0.0        5.4        3.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          6          .         12          0          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   561,385
Positions
    48,306     89,807     28,235    282,635    138,522     57,545     24,887     78,831     24,121     17,232     68,197      1,595     76,828     74,532
 
Changes from:       August 27, 2019                                  Total Change is:     6,572
    -1,757     -8,274      3,392     -2,794     -3,150        163       -594      6,239      2,448     -1,716      3,285       -495      7,926      2,965
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       16.0        5.0       50.3       24.7       10.3        4.4       14.0        4.3        3.1       12.1        0.3       13.7       13.3
 
Number of Traders in Each Category                                    Total Traders:       576 
        33         38         37        152         99        107         62        112         65         28         50         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    37,560
Positions
    10,634     10,961        273      4,453      1,051          0      8,012      6,943        333          0          0          0     13,855     17,999
 
Changes from:       August 27, 2019                                  Total Change is:     2,952
       796       -564        271         76          0          0      2,175      1,687        -36          0          0          0       -330      1,594
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       29.2        0.7       11.9        2.8        0.0       21.3       18.5        0.9        0.0        0.0        0.0       36.9       47.9
 
Number of Traders in Each Category                                    Total Traders:        33 
         8          8          .          .          .          0          6          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    15,985
Positions
     6,003     10,403          0      4,181      2,450      1,685      1,324        840          0          0          0          0      2,792        607
 
Changes from:       August 27, 2019                                  Total Change is:       897
      -418       -144          0       -233          0        579        141        428         -1          0          0          0        829         35
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       65.1        0.0       26.2       15.3       10.5        8.3        5.3        0.0        0.0        0.0        0.0       17.5        3.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          7          0          5          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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     8,964
Positions
     2,455      7,415          0      3,256          0         45        941        461          0          0          0          0      2,267      1,043
 
Changes from:       August 27, 2019                                  Total Change is:       633
      -117        418          0        326          0          0        -12          4          0          0          0          0        436        211
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       82.7        0.0       36.3        0.0        0.5       10.5        5.1        0.0        0.0        0.0        0.0       25.3       11.6
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          6          0          5          0          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 2,619,124
Positions
   239,488    445,355     88,685  1,398,710    695,156    279,925    138,775    413,838     64,542     86,162    340,983      7,974    314,863    282,666
 
Changes from:       August 27, 2019                                  Total Change is:    18,102
    -8,269    -34,056     11,109    -14,511    -15,909        973      4,067     40,671     -5,492     -8,580     16,425     -2,476     41,281      6,857
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       17.0        3.4       53.4       26.5       10.7        5.3       15.8        2.5        3.3       13.0        0.3       12.0       10.8
 
Number of Traders in Each Category                                    Total Traders:       575 
        34         37         30        153         98        107         64        109         62         28         50         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    15,445
Positions
     8,434      5,835          0      2,896      7,100        819        834          0          0          0          0          0      2,462      1,691
 
Changes from:       August 27, 2019                                  Total Change is:       738
       484        676          0         51       -331        -15        203          0          0          0          0          0         15        408
 
Percent of Open Interest Represented by Each Category of Trader
      54.6       37.8        0.0       18.8       46.0        5.3        5.4        0.0        0.0        0.0        0.0        0.0       15.9       10.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          8          0          .          .          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    68,519
Positions
    11,049     12,023        452     41,345     39,801      3,121      2,874      1,808         12          0      7,391          0      9,666      3,911
 
Changes from:       August 27, 2019                                  Total Change is:    -1,462
       324       -179       -159     -2,940       -205        615        602         -9          4          0     -1,213          0         92       -316
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       17.5        0.7       60.3       58.1        4.6        4.2        2.6        0.0        0.0       10.8        0.0       14.1        5.7
 
Number of Traders in Each Category                                    Total Traders:        77 
         7          7          .         31         20         14          7          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    40,017
Positions
     9,280      8,303        489     16,731      8,293      1,019      4,068     10,263      1,135        620      2,170          8      6,667      8,337
 
Changes from:       August 27, 2019                                  Total Change is:        -6
      -566        892        100         25        185       -138        314       -369         62        -41        -98         -3        243       -636
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       20.7        1.2       41.8       20.7        2.5       10.2       25.6        2.8        1.5        5.4        0.0       16.7       20.8
 
Number of Traders in Each Category                                    Total Traders:       236 
        21         22          4         55         35         27         29         48         21          8         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   200,086
Positions
    46,398     41,514      2,443     83,656     41,465      5,096     20,342     51,317      5,677      3,100     10,850         40     33,334     41,684
 
Changes from:       August 27, 2019                                  Total Change is:       -28
    -2,831      4,462        498        126        927       -691      1,570     -1,846        308       -206       -489        -17      1,215     -3,180
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       20.7        1.2       41.8       20.7        2.5       10.2       25.6        2.8        1.5        5.4        0.0       16.7       20.8
 
Number of Traders in Each Category                                    Total Traders:       236 
        21         22          4         55         35         27         29         48         21          8         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   461,893
Positions
   107,262     34,590     10,183    211,569    243,997     35,197     59,809     82,541      5,593     11,234     28,877          5     21,041     20,910
 
Changes from:       August 27, 2019                                  Total Change is:    -6,934
      -152     -3,402     -2,267     -4,826     -1,848      1,754     -5,703        173      1,218      2,087         40         -3        958     -2,599
 
Percent of Open Interest Represented by Each Category of Trader
      23.2        7.5        2.2       45.8       52.8        7.6       12.9       17.9        1.2        2.4        6.3        0.0        4.6        4.5
 
Number of Traders in Each Category                                    Total Traders:       302 
        22         21          6         73         66         47         38         55         21          8         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    32,613
Positions
     4,570      3,799        112      9,541      1,036         44      9,177     21,111      1,391      2,266          0          0      5,512      5,120
 
Changes from:       August 27, 2019                                  Total Change is:     1,650
     1,054          0       -227       -932        369         -1      1,198        325        581        600          0          0       -623        603
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       11.6        0.3       29.3        3.2        0.1       28.1       64.7        4.3        6.9        0.0        0.0       16.9       15.7
 
Number of Traders in Each Category                                    Total Traders:        34 
         6          .          .         11          .          .          5          4          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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    64,576
Positions
     5,820     19,487        550     14,153     17,854        766     28,209     15,444      1,842        559      2,040          0     12,677      6,593
 
Changes from:       August 27, 2019                                  Total Change is:     7,483
       167      4,101        270        466       -360        -43        993      1,861        762       -686        637          0      5,554        255
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       30.2        0.9       21.9       27.6        1.2       43.7       23.9        2.9        0.9        3.2        0.0       19.6       10.2
 
Number of Traders in Each Category                                    Total Traders:        73 
         9         12          .         12          9          7         13         13          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   325,004
Positions
    32,081    145,265      1,435    239,751    125,504     27,648     13,204      9,587        636      2,212      8,686          0      8,037      6,243
 
Changes from:       August 27, 2019                                  Total Change is:   -15,111
   -11,123    -13,787       -940      6,489     -4,773       -849     -9,413      2,519       -191      1,145      2,422          0       -229        488
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       44.7        0.4       73.8       38.6        8.5        4.1        2.9        0.2        0.7        2.7        0.0        2.5        1.9
 
Number of Traders in Each Category                                    Total Traders:       169 
        12         12          5         65         42         31         12         18          7          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 1,198,331
Positions
    83,741    621,301      2,606    839,050    363,118    114,868     78,778     50,774      2,228     38,067     14,351      5,856     33,137     23,229
 
Changes from:       August 27, 2019                                  Total Change is:    12,227
    -1,647     28,127     -1,191     38,182     -8,552     -6,319    -22,391     12,281       -652      3,722    -14,785        583      1,940      2,735
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       51.8        0.2       70.0       30.3        9.6        6.6        4.2        0.2        3.2        1.2        0.5        2.8        1.9
 
Number of Traders in Each Category                                    Total Traders:       426 
        26         22          7        160         88         92         46         43         19         26         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   118,074
Positions
    44,975     68,357     48,371      6,007        420        560     16,280          0        306      1,550          0          0         25         60
 
Changes from:       August 27, 2019                                  Total Change is:       797
      -188          2        805        100          0          0         80          0          0          0          0          0          0        -10
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       57.9       41.0        5.1        0.4        0.5       13.8        0.0        0.3        1.3        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        36 
         5         17         10          6          .          .          5          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   963,092
Positions
     6,829    115,405      2,351    444,283    257,265    186,856     69,914    199,487     14,130     66,108     43,950          0    172,621    143,648
 
Changes from:       August 27, 2019                                  Total Change is:   -53,233
     3,788     -5,931    -12,862     16,069      9,375     -1,528     -1,301     10,016    -40,629      2,204      9,860       -236    -18,738    -21,298
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       12.0        0.2       46.1       26.7       19.4        7.3       20.7        1.5        6.9        4.6        0.0       17.9       14.9
 
Number of Traders in Each Category                                    Total Traders:       185 
         5         17          7         61         29         52         21         37         19          8          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 1,170,065
Positions
    27,444    138,854      2,059    661,833     45,122    184,806     30,289    643,468     47,327     38,628     15,136        199    177,480     93,094
 
Changes from:       August 27, 2019                                  Total Change is:   -55,052
     4,246     -3,924    -13,537     -3,878      7,294     -8,654      6,493       -148    -12,230       -291      1,852        199    -27,400    -25,904
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       11.9        0.2       56.6        3.9       15.8        2.6       55.0        4.0        3.3        1.3        0.0       15.2        8.0
 
Number of Traders in Each Category                                    Total Traders:       127 
         4          9          5         63         14         52          8         22         15          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 3,510,507
Positions
   147,839    267,988     26,356  1,510,050    521,529    248,452    778,463  2,032,259    128,234    453,789    147,991      9,108    208,216    128,590
 
Changes from:       August 27, 2019                                  Total Change is:  -187,706
   -29,331    -16,845    -12,197   -178,097     30,975      9,300    191,434    -17,303    -77,782     -4,381    -14,100       -277    -86,375    -89,477
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        7.6        0.8       43.0       14.9        7.1       22.2       57.9        3.7       12.9        4.2        0.3        5.9        3.7
 
Number of Traders in Each Category                                    Total Traders:       351 
        21         26         15        117         32         72         61         53         35         25         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,656,744
Positions
   174,135    216,219     48,318  1,646,280    677,693    678,644    298,501  1,226,720    140,545    213,525    241,066     10,239    446,557    417,300
 
Changes from:       August 27, 2019                                  Total Change is:  -249,659
   -14,897    -18,496    -39,643     49,271    -54,068    -31,281     -9,562     40,680   -109,792     -5,645     -7,658     -4,394    -83,716    -25,007
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        5.9        1.3       45.0       18.5       18.6        8.2       33.5        3.8        5.8        6.6        0.3       12.2       11.4
 
Number of Traders in Each Category                                    Total Traders:       376 
        24         34         19        103         57         99         59         62         40         21         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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   831,356
Positions
    71,884     48,159      9,967    291,152    231,934    153,405    109,694    174,488     32,442     50,581     24,658          0    112,231    156,303
 
Changes from:       August 27, 2019                                  Total Change is:   -51,112
    -4,872      2,512     -7,166     23,859     -5,838    -16,517      3,510     27,596    -33,929     -3,400      3,565          0    -12,597    -21,335
 
Percent of Open Interest Represented by Each Category of Trader
       8.6        5.8        1.2       35.0       27.9       18.5       13.2       21.0        3.9        6.1        3.0        0.0       13.5       18.8
 
Number of Traders in Each Category                                    Total Traders:       110 
         5          9          6         28         34         41         13         14         11          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,162,661
Positions
    80,433    369,097     72,083  1,754,788    580,700    906,369    507,047  1,575,348    127,163    388,404    209,368      1,176    325,198    321,357
 
Changes from:       August 27, 2019                                  Total Change is:  -366,581
     6,515     -6,951    -38,739    -11,037    -50,285     -5,772     18,784    138,572   -259,482     -2,805    -12,032     -6,368    -67,677   -125,524
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        8.9        1.7       42.2       14.0       21.8       12.2       37.8        3.1        9.3        5.0        0.0        7.8        7.7
 
Number of Traders in Each Category                                    Total Traders:       321 
        18         32         11         92         48         82         30         67         36         17         17          .
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Traders in Financial Futures - Futures Only Positions as of September 3, 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 1,920,961
Positions
   437,435    236,214    550,408     21,990     92,856     37,349    283,490    501,794    431,058    111,655     23,352      9,165     38,411     38,765
 
Changes from:       August 27, 2019                                  Total Change is:  -305,363
   -98,022    -65,320    -94,634    -31,710     19,853      3,217    -43,029   -109,678    -41,286     10,993       -760     -1,794     -9,098    -14,961
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       12.3       28.7        1.1        4.8        1.9       14.8       26.1       22.4        5.8        1.2        0.5        2.0        2.0
 
Number of Traders in Each Category                                    Total Traders:       166 
        30         35         47          4          7          7         41         35         51          5          6          .
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Traders in Financial Futures - Futures Only Positions as of September 3, 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 is13,213,901
Positions
 1,787,028  1,998,050  3,099,914    344,533  2,399,826    481,747  3,202,424    750,725  3,379,755    150,300    119,595     61,136    707,064    923,153
 
Changes from:       August 27, 2019                                  Total Change is:   124,830
    -5,014     80,539      7,742      6,786    -23,840     59,562     62,338     14,140     -4,651     32,125    -14,937     -1,861    -32,197      8,136
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       15.1       23.5        2.6       18.2        3.6       24.2        5.7       25.6        1.1        0.9        0.5        5.4        7.0
 
Number of Traders in Each Category                                    Total Traders:       259 
        30         45         68         16         22         25         61         49         90         11         14         14
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Traders in Financial Futures - Futures Only Positions as of September 3, 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   116,277
Positions
    10,430     51,060     12,476      6,292      4,015      4,181     51,930     14,329     28,084        304        234      1,320      1,260        578
 
Changes from:       August 27, 2019                                  Total Change is:     5,396
       130      2,317        443        573        300         57      2,289        842      1,103          0       -100        311        490        123
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       43.9       10.7        5.4        3.5        3.6       44.7       12.3       24.2        0.3        0.2        1.1        1.1        0.5
 
Number of Traders in Each Category                                    Total Traders:        48 
         5         11          9          .          .          .         11         13         17          .          .          .
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Traders in Financial Futures - Futures Only Positions as of September 3, 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   132,887
Positions
    16,184      9,548     18,020      2,279     16,120      5,946     58,747     55,534     25,536      3,527         45        613      2,035      1,525
 
Changes from:       August 27, 2019                                  Total Change is:   -27,342
   -10,707     -5,637        819         14     -5,627     -1,379    -13,707    -10,960     -5,624      1,607       -147         55      1,580      1,158
 
Percent of Open Interest Represented by Each Category of Trader
      12.2        7.2       13.6        1.7       12.1        4.5       44.2       41.8       19.2        2.7        0.0        0.5        1.5        1.1
 
Number of Traders in Each Category                                    Total Traders:        64 
        13          7         11          .          .          .         10         23         25          4          .          .
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Traders in Financial Futures - Futures Only Positions as of September 3, 2019                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    29,066
Positions
        76     16,449          0      1,047      4,195          0     20,712      4,727         70      7,138      1,152          0         23      2,473
 
Changes from:       August 27, 2019                                  Total Change is:     1,580
         1      1,069          0       -218         26          0      1,844        242         13        -59          0          0         -1        230
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       56.6        0.0        3.6       14.4        0.0       71.3       16.3        0.2       24.6        4.0        0.0        0.1        8.5
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          5          0          .          9          0          4          4          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of September 3, 2019                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is     7,967
Positions
     4,134      2,233          0        962        499          0      2,842      3,134          9          0          0          0         20      2,092
 
Changes from:       August 27, 2019                                  Total Change is:    -1,085
         4       -305          0       -220         -2          0       -863       -650          9          0          0          0        -15       -137
 
Percent of Open Interest Represented by Each Category of Trader
      51.9       28.0        0.0       12.1        6.3        0.0       35.7       39.3        0.1        0.0        0.0        0.0        0.3       26.3
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          4          0          .          6          0          4          6          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of September 3, 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 ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    52,094
Positions
    17,746        230     16,597          0        160          0      1,354     16,617     12,621        780      2,835      2,996          0         38
 
Changes from:       August 27, 2019                                  Total Change is:     3,354
         0        -92          0          0          0          0      1,354      3,446          0        750     -1,250      1,250          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      34.1        0.4       31.9        0.0        0.3        0.0        2.6       31.9       24.2        1.5        5.4        5.8        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          0          .          0          .          9          .          .          4          .
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Traders in Financial Futures - Futures Only Positions as of September 3, 2019                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     4,493
Positions
        31         50          0        324        163          0      1,979      2,467         36        421      1,221        118      1,584        438
 
Changes from:       August 27, 2019                                  Total Change is:       402
        31          0          0         87        -59          0        240        374         23        112         90         50       -141        -76
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        1.1        0.0        7.2        3.6        0.0       44.0       54.9        0.8        9.4       27.2        2.6       35.3        9.7
 
Number of Traders in Each Category                                    Total Traders:        51 
         .          .          0          4          .          0         11         19          .         10          4          .
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Traders in Financial Futures - Futures Only Positions as of September 3, 2019                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    62,314
Positions
       903     30,292          0     27,920      2,113        480     24,203     23,433      2,079      2,376      1,129        225      4,128      2,563
 
Changes from:       August 27, 2019                                  Total Change is:     7,037
        10        502          0        761       -260         -3      4,501      5,436        407        946        292          9        406        654
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       48.6        0.0       44.8        3.4        0.8       38.8       37.6        3.3        3.8        1.8        0.4        6.6        4.1
 
Number of Traders in Each Category                                    Total Traders:        98 
         .          .          0         16          6          .         32         15          9         15         10          .
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Traders in Financial Futures - Futures Only Positions as of September 3, 2019                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   355,249
Positions
    62,567     30,827     21,586    127,007     67,154     21,163     39,457    129,125     40,556      7,659      4,352     12,215     23,039     28,271
 
Changes from:       August 27, 2019                                  Total Change is:   -16,249
    -4,410      1,699      3,383     -4,917      4,830       -422      3,747     -7,591    -13,981       -136     -1,191       -756      1,243     -2,220
 
Percent of Open Interest Represented by Each Category of Trader
      17.6        8.7        6.1       35.8       18.9        6.0       11.1       36.3       11.4        2.2        1.2        3.4        6.5        8.0
 
Number of Traders in Each Category                                    Total Traders:       192 
        12         18         19         29         26         25         32         51         45          7          7          8
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Traders in Financial Futures - Futures Only Positions as of September 3, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    26,913
Positions
     3,420        628      1,256      8,682     14,273      2,102     10,309      8,254        101        831        283          0        212         16
 
Changes from:       August 27, 2019                                  Total Change is:       208
       324          0          0        386       -857          0       -487      1,024          0        -42         41          0         27          0
 
Percent of Open Interest Represented by Each Category of Trader
      12.7        2.3        4.7       32.3       53.0        7.8       38.3       30.7        0.4        3.1        1.1        0.0        0.8        0.1
 
Number of Traders in Each Category                                    Total Traders:        45 
         4          .          .          9          5          .          4          8          .         10          4          0
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Updated September 06, 2019